ATTAIN'S SEMI ANNUAL TOP 15 MANAGED FUTURES PROGRAMS

July 26, 2010

We like to delve further into the statistics behind the rankings on our website twice a year to help answer that age old question: What’s your
BEST managed futures program? That question is always a tricky one, as depending on who is asking it, they may want to know any one of
several variations on who is best. Best this month, this year? Best for all time? Best risk adjusted return? Best in terms of lowest Drawdowns?

Our managed futures program rankings have developed over the years into a comprehensive tool which ranks commodity trading advisors
(CTAs) across over 25 different metrics measuring performance, risk, experience, and more. The rankings are designed to measure which
programs are the BEST across several statistics, then see which are consistently among the top ranked on each set of rankings - and therefore
the BEST overall.

This semi-annual newsletter highlighting the Top 15 in our rankings goes a step further, however; listing the Top 5 managed futures programs
across several metrics, including YTD performance, total return, lowest Max DD, Sharpe, Sterling, Sortino, and length of track record.

We list the top 5 programs in each category to not only show who has done well, but also to show that there is much more to being top ranked
than just last year’s performance. We are not content to merely show you the best performers this year or a list of the top performers of all
time, and instead want the rankings to reflect the risk of the program, consistency of returns, and experience of the manager as well.

THE MANAGED FUTURES (CTA) PERFORMANCE IN THE FOLLOWING TABLES SHOW COMPOSITE PERFORMANCE AS REPORTED BY
EACH CTA. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

We begin by looking at the number most people fixate on – Year To Date (YTD) returns – by showing which managed futures programs have
performed BEST so far in 2010. This is unfortunately the measure most investors use to determine what investment is best for them, and the
reason the year's hot system or CTA is usually regarded as the BEST. The downside to this analysis, of course, is that it ignores risk. A high
return is nice, but at what cost. The BEST performers for the first half of 2010 have been the following:

Top 5 CTAs by YTD Return

CTA Program YTD Return Init Cap (000S)

Dighton Capital USA Aggressive Futures Trading 22.20% 100

Financial Commodity Investments (FCI) Option Selling Strat. 21.57% 50

Cresecent Bay Capital Management Balanced Volatility 19.00% 25

Clarke Capital Management, Inc. Worldwide 15.82% 250

Prado Capital Limited XT99 Diversified 12.28% 1000

While discretionary trader Dighton Capital has been among the BEST so far in 2010, a simple change to looking at total return over the life of
the investment quickly inserts other, more traditional managed futures programs into the top 5 lists, such as Abraham Trading and Hyman Beck,
who despite below average performance recently remain big all time performers. The BEST programs by Total Return have been the following:

Top 5 CTAs by Total Return

CTA Program Total Return Init Cap (000S)

Abraham Trading Company 5523.51% 2000

Clarke Capital Management, Inc. Global Basic 2116.77%% 50

Dighton Capital USA Aggressive Futures Trading 915.88% 100

817.91% 1000
Hyman Beck & Company, Inc. Global

808.55% 250
Clarke Capital Management, Inc. Worldwide

It’s easy to play devil's advocate when looking at the total return table and say how it unfairly treats newer programs and advisors. It admittedly
takes a while to build up significant total return numbers, and for that reason looking at the compound rate of return may be more telling. This
measure is more of a "what you might be able to expect" than a "what has happened" measure. And sure enough, you will see that the Best by
Compound ROR includes "newer" managed futures programs (newer is relative in this case, with a 5yr old program newer than a 15 year old
program) like Emil Van Essen and Pere.
 Top 5 CTAs by Compound RoR
Init Cap
CTA Program Comp RoR Since
(000S)

Dighton Capital USA Aggressive Futures 38.72% 100 1/2007

Trading

Emil van Essen Spread Trading-Low 37.82% 500 6/2005

Minimum

Pere Trading Group, LLC Pere Trading 36.24% 100 1/2007

Program

Covenant Capital Management Aggressive 25.28% 250 7/2003

Financial Commodity Investments (FCI) Option

24.90% 50 8/2006
Selling Strat.

Compound ROR = the annual ROR which, if compounded over the number of years in the period being analyzed, would yield the cumulative gain/loss for the
program during that period

But what if we think of BEST not as the one that surpasses all others, but rather the one which is most suitable for me. The question in that case
should not be, "What is your BEST Managed Futures program?" The question should be: "What is MY BEST Managed Futures program?", or in a
more grammatically correct form: "What is the best Managed Futures program for me?"

To find which managed futures program is the BEST for you, a little soul searching is required. Are you interested in the absolute highest return?
Lowest drawdown? Best mixture of the two, perhaps? Or perhaps you think the best managed futures program is the one which has been around
the longest. There is surely something to be said for longevity. You will quickly find that different managed futures programs head many of these
lists, showing that finding the BEST is an elusive target indeed.

To begin to filter things down, we must incorporate the riskiness of each CTA. Many investors look at Drawdown to get a feeling of the risk
involved. But concentrating solely on drawdown is just as bad as looking only at return. For starters, a CTA could have a very low drawdown
because it has only been trading for a short period of time. The BEST Managed Futures programs for 'lowest' maximum drawdown have been:

Top 5 CTAs by Lowest Max DD

CTA Program Max DD Init Cap (000S)

Mesirow Financial Commodities Low Volatility Absolute Return Strategy 1.07% 800

Mesirow Financial Commodities Absolute Return Strategy 1.56% 800

HB Capital Management, Inc. Diversified 2.80% 200

Greenwave Capital Management, LLC 1X 3.17% 1000

Pacific Capital Advisors, Inc. Vanguard 5.09% 100

But as nice as it is too see a low drawdown, low risk doesn't really help if there is also no return. We can always invest in treasury bills at 0.10%
per year if we want zero risk. The next logical step, therefore, is to evaluate which programs have the BEST return per unit of risk. This is
accomplished through the use of several risk adjusted ratios. The first of these is the Sharpe ratio, which measures returns divided by risk (as
measured by the standard deviation of returns, or volatility). The formula actually uses the amount of return over the risk free rate. Attain uses
a constant of 2% as the risk free rate of return in its calculations, despite the recent drop of T-Bill rates to near 0%. The Managed Futures
Programs with the BEST Sharpe ratios have been:

Top 5 CTAs by Sharpe Ratio

CTA Program Sharpe Ratio Init Cap (000S)

HB Capital Management, Inc. Diversified 2.462 200

Mesirow Financial Commodities Absolute Return Strategy 2.044 800

Pacific Capital Advisors, Inc. Vanguard 1.340 100

Futures Truth Company SAM 101 1.220 200

Mesirow Financial Commodities Low Volatility Absolute Return Strategy 1.172 800

One of the problems with using the Sharpe ratio is that it punishes systems and CTAs for having a high upside volatility profile. For example, the
Covenant Aggressive program had a 21.5% gain in 2008, which caused the volatility reading for the program to jump higher. But it can be
argued that upside volatility is of no concern, as that means large positive monthly gains in the distribution of returns. Does it mean an
investment is more risky if it has a huge monthly GAIN? Usually not - we think a huge monthly loss is much more important when measuring
risk. There is a risk measure which eliminates the upside volatility skew from the Sharpe ratio by using the volatility of negative returns only.
This measure is called the Sortino ratio. The BEST CTAs by Sortino ratio have been:

Top 5 CTAs by Sortino Ratio

CTA Program Sortino Ratio Init Cap (000S)

Mesirow Financial Commodities Absolute Return Strategy 8.264 800

Mesirow Financial Commodities Low Volatility Absolute Return Strategy 4.554 800

HB Capital Management, Inc. Diversified 3.861 200

Emil van Essen Spread/Index Program 3.596 1000

Covenant Capital Management Aggressive 2.347 250

The Sharpe and Sortino ratios have a flaw, however, in that they only view the volatility of returns as the main ingredient of risk. This speaks
nothing of what sort of drawdown had to be encountered to get the return. As many managed futures investors can attest to, it is the drawdown
period which represents the most risky part of the investment, not necessarily the volatility of returns. The Sterling ratio measures returns
divided by risk (as measured by drawdown). The BEST Managed Futures programs by Sterling Ratio have been:

Top 5 CTAs by Sterling Ratio

CTA Program Sterling Ratio Init Cap (000S)

Emil van Essen Spread Trading-Low Minimum 1.706 500

NDX Capital Management Shadrach Program 1.403 100

Mesirow Financial Commodities Absolute Return Strategy 1.377 800

1.365 100
Dighton Capital USA Aggressive Futures Trading

Futures Truth Company SAM 101 1.355 200

One last piece if information it is important to take into consideration is the length of track record. The above tables have looked at managed
futures programs with at least 24 months of data, but measures such as the Sharpe ratio are usually computed on at least 3 years of data. The
shorter the length of a track period, the greater the margin of error in the statistics, thus how long a program and manager have been around
means a lot. The longer someone has been at it, the more faith we can put in the stats. The BEST Managed Futures programs by length of track
record are:

Top 5 CTAs by Length of Track Record

CTA Program Track Record (months) Init Cap (000S)

Abraham Trading Company 271 2000

253 2000
Northfield Trading, L.P. Diversified

232 1000
Hyman Beck & Company, Inc. Global

Clarke Capital Management, Inc. Worldwide 175 250

Clarke Capital Management, Inc. Global Basic 174 50

So which managed futures programs are the best overall? It again depends on what you are looking for, but those which keep popping up in the
tables above should definitely be candidates. We unfortunately do not have space to list the rankings for all 25 categories we look, but the ‘flag
rankings’ on our website put all of these statistics together into a single mathematically derived ranking, with 5 flags the best down to 1 flag
being the worst.

All programs are ranked in each category, and then an overall ranking is computed. So a program which is ranked between #10 and #30 in each
category may very well be ranked higher overall than a program which is ranked #1 in a single category, but averages in the 50s to 100s for the
th
rest of the categories. The programs in the top 20 percentile of all rankings are awarded a top 5 flag rating, with the ‘higher’ listed program
amongst two five flag ranking programs the one with a better ranking.

Without further ado, the Top 15 managed futures programs monitored by Attain through the first half of 2010 are:

Top 15 CTAs

CTA Program Comp RoR Max DD Since Min Inv 000s

Mesirow Financial Commodities Absolute Return

14.97% 1.56% 12/2003 800
Strategy

HB Capital Management, Inc. Diversified 15.71% 2.8% 6/2005 200

P/E Investments FX Strategy - Standard 12.96% 15.01% 1/2004 1000

Dighton Capital USA Aggressive Futures Trading 38.72% 37.52% 10/2006 100

Paskewitz Asset Management Contrarian 3X St. Index 20.92% 12.18% 4/2002 500

Pacific Capital Advisors, Inc. Vanguard 12.42% 5.09% 6/2005 100

Covenant Capital Management Aggressive 25.28% 20.41% 1/2007 250

Financial Commodity Investments (FCI) Option Selling

24.90% 34.63% 10/2007 50
Strat.

Clarke Capital Management, Inc. Worldwide 16.34% 26.06% 9/1999 250

Emil van Essen Spread Trading-Low Minimum 37.82% 35.9% 8/2005 500

Mesirow Financial Commodities Low Volatility Absolute

4.55% 1.07% 5/2005 800
Return Strategy

NDX Capital Management Shadrach Program 23.73% 13.67% 7/2004 100

Integrated Managed Futures Corp. Global Investment
16.35% 10.47% 7/2004 2000
Program

Accela Capital Management Global Diversified 14.56% 18.26% 7/2003 100

12.15% 29.27% 8/2006 1000

Hyman Beck & Company, Inc. Global

The tables above show who the best in each category was for the period ending 6/30/2010. The rankings are based on Attain's expanded
watchlist (those programs on our recommended list plus those programs currently being monitored for inclusion on our recommended list), and
do not include the entire universe of managed futures programs. Only programs with at least 24 months of data and minimum investments of $2
Million or less were included, and only a single program is considered amongst a family of programs in which all that differs is the leverage
amount. For more on our ranking system, click here.

Important Risk Disclosure

The performance data for the various Commodity Trading Advisor ("CTA") and Managed Forex programs
listed throughout this website are compiled from various sources, including Barclay Hedge, Attain Capital
Management, LLC's ("Attain") own estimates of performance based on account managed by advisors on its
books, and reports directly from the advisors.

The reported performance is generally calculated as a composite of all accounts trading the same program.
This ‘averaging’ of individual account performance can cause individual performance to be higher or lower
than the reported composite performance depending on several factors, including the start date, commission
and fee levels, and investment amount and duration.

Managed futures accounts can subject to substantial charges for management and advisory fees. The
above numbers include all such fees, but it may be necessary for those accounts that are subject to these
charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.

These performance figures should not be relied on independent of the individual advisor's disclosure
document, which has important information regarding the method of calculation used, whether or not the
performance includes proprietary results, and other important footnotes on the advisor's track record. The
disclosure document contains a complete description of the principal risk factors and each fee to be charged
to your account by the CTA, as well as the performance of accounts under the CTA's management over the
most recent five years. Investors interested in investing in any of the programs on this website are urged to
carefully read these disclosure documents, including, but not limited to the performance information, before
investing in any such programs.

While the information and statistics given are believed to be complete and accurate, we cannot guarantee
their completeness or accuracy. Attain has not undertaken to verify the completeness or accuracy of any of
the information and statistics provided by third parties. As a term and condition of your use of this website,
you expressly hold harmless and waive any claim you have or may have as a result of any of the information
and statistics provided on this website being incomplete or inaccurate.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

IMPORTANT RISK DISCLOSURE

Futures based investments are often complex and can carry the risk of substantial losses. They are intended for sophisticated investors and are not suitable for
everyone. The ability to withstand losses and to adhere to a particular trading program in spite of trading losses are material points which can adversely affect
investor returns.

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Feature | Week in Review |

Week in Review: Stocks, Energies, Commodities rally off July lows

A strong round of earnings reports and news of positive results from EU bank stress test led to rallies in some commodity related futures and helped spark a strong
price increase in stock index futures last week. The week started with less than stellar earnings releases and worries about the pending Euro bank stress test on top
of news out of Asia about the possibility of slower than expected growth, but as the days went by a long string of positive earnings reports held the selling at bay.
Market participants became fully engaged mid-week on economic news out of Europe indicating producer prices jumped at a more robust rate than expected which
was then backed by the EU indicating only 7 out 91 banks failed their stress test. The number of failures was far less than anticipated which eased fears of further
debt problems in Europe for the time being, although questions did arise on whether testing measures went far enough to root out sovereign debt problems which
have been the harbinger of recent world market weakness. The end result for the week had Stock Index futures posting strong price appreciation throughout the
sector with Russell 2000 futures +6.79% followed by Mid-Cap 400 futures +5.12%, NASDAQ futures +3.98%, S&P500 futures +3.53% and Dow futures+3.25%.

Energy price action received a boost from the world economic landscape change to a more growth oriented scenario, especially the jump in producer prices in
Europe. The rally was aided further by a pending tropical storm in the Gulf of Mexico forcing oil companies to evacuate production platforms. For the week RBOB
Gasoline futures added +3.46% followed by Crude Oil futures +3.40%, Heating Oil futures +2.20% and Natural Gas futures +1.00%.

Industrial Metals led the sector higher on news that the world economic situation may be firmer than originally thought which aided elevate prices. News of lower
stocks levels in copper helped rally prices to levels not seen since February. The weekly performance had Copper +8.85% leading the charge higher followed by
Palladium +4.05%, Platinum +2.03%, Silver +1.43% and Gold +0.10%.

The Food and Livestock sector was mixed as the marketplace started to reflect a more fundamental picture regarding supply/demand scenarios rather than the
recent correlated moves to the stock market. The grains were stuck in total weather mode with a drought situation in Russia aiding Wheat +1.82% and perfect
growing conditions in the U.S. hampering Corn -5.60% and Soybeans -0.37%. Lighter supplies of livestock in the U.S. helped Lean Hogs rally +1.86% and Live
Cattle add +0.75%. Sugar +6.72% was supported on the possibility of a supply deficit in the coming months with OJ +3.92% and Cotton following suit on pending
weather worries. Cocoa -6.29% and Coffee -0.63% were pressed lower on news of better than expected near term supply.

Currency futures posted a very quiet, but mostly lower week as market participants seemed glued to the sidelines awaiting the Euro banking stress test results. The
dog days of summer hampered Japanese Yen -1.01%, Swiss Franc -0.39%, Euro -0.14% and U.S. Dollar Index -0.04%. British Pound +0.86% was the lone bright
spot as support stemmed from a string of better economic news.

Price activity for Rate futures was weak as better results from the banking stress test in Europe sparked a greater risk appetite from investors who moved abroad for
higher yielding investments. U.S. 30-Year Bond futures ended -0.77% followed by 10-Year note futures -0.69%.

Managed Futures

Performance in July amongst multi-market CTA’s remains mixed as a bounce off of the recent stock market/Euro lows has caused some issues. Programs with a
shorter-term profile seem to outperforming long-term trend following programs, but the performance across the entire sector has been mediocre at best. Leading
the list again this week is Applied Capital Systems at +4.57%. With one week left to go it would be a big upset if this program did not hold on and take top honors
for the month. In second place is the Dighton USA Aggressive Futures Trading program at +2.15%; followed by APA Modified +1.95%, Dominion Capital
Management Sapphire +1.85%, APA Strategic Diversification +0.83%, GT Capital Diversified +0.42%, Hoffman Asset Management +0.40%, Auctos Global
Diversified +0.36%, and Clark Global Magnum at +0.26%.

Multi-Market managers who are in the red for the month include Covenant Capital Aggressive -8.26%, Robinson-Langley Capital -7.18%, Clarke Global Basic -
4.60%, Futures Truth SAM 101 -4.12%, 2100 Xenon Managed Futures (2X) -3.76%, Sequential Capital Management -2.90%, Integrated Global Concentrated -
2.79%, Accela Capital Management Global Diversified -2.08%, Quantum Leap Capital -1.30%, Futures Truth MS4 -1.20%, Mesirow Financial Commodities Absolute
Return -0.87%, DMH -0.80%, Clarke Worldwide -0.41%, and Mesirow Financial Commodities Low Volatility -0.40%.

After a difficult start to the month the option traders have picked up the pace recently. Top performers include Clarity Capital Management +2.32%, Cervino
Diversified Options 2X +1.60%, Crescent Bay BVP +1.43%,Kingsview Management LLC Retail +1.18%, Cervino Diversified Options 1X +0.74%, Ace SICP
+0.57%, and Crescent Bay PSI +0.31%.

Option programs that remain down for the month include Liberty Funds Group Diversified Option Strategy -4.72%, FCI OSS -1.00%, HB Capital Management -
0.40%, FCI CPP -0.12%, ACE DCP -0.10%.

In the specialty trading, currency traders P/E Investments Standard is up +2.00%, hog trader Oak Investment Group – Ocrant +1.68%, agriculture specialist
Rosetta is up +0.48%, hog trader NDX Shadrach is up +0.06%, NDX Abedengo is in the red at -0.13%, spread trader Emil Van Essen Low Minimum is down -
0.14%, and treasury trader 2100 Xenon Fixed Income -0.52%.

Finally, short-term traders have had a very nice month thus far as the trade has been a reversion to the mean. Paskewitz Asset Management Contrarian 3X Stock
Index leads at +3.26%, followed by Roe Capital Management Monticello Spread +2.63% and Roe Capital Management Jefferson +1.89%.

Trading Systems

Last week saw many trading systems with good bounce back performances after a tough week the week prior, benefitting from the upward trend that took place in
the equity markets.

Compass ES had a solid week of trading last week benefiting from the big moves on Tuesday and Wednesday. Compass ES got long mid day on Tuesday right
before a 9 point rally in the S&P 500, then stayed in the market till about 20 minutes before the close and made $520.00. On Wednesday, Compass ES got short
during the 10 point drop in the S&P 500 and stayed short till the close for a profit of $332.50. For the week, Compass ES made $852.50. Other positive results
included BetaCon 4/1 ESX at $50.00, ViperA EMD at $264.34, NPI Traders CL at $276.70, BounceMOC EMD at $320.00, NPI Traders US at $470.00, PSI! ERL at
$530.00, BounceMOC ERL at $642.50, Balance Point ES at $712.71, Upper Hand ES at $727.50, Beta-DT ERL at $1,190.51, and Compass SP at $4,250.00.

Waugh ERL had a decent week of trading but was held back by two bad losses that it couldn’t overcome. On Monday, Waugh ERL was short and was hurt by the
rally that took place in the equity markets at the end of the day. On Tuesday, Waugh ERL got long with the rally and profited from that trade but on Wednesday
Waugh ERL got stuck long during the selloff in the equity markets and gave back its profits from the previous day. The rest of the week Waugh ERL got long in the
markets but wasn’t able to recover from the losses on Monday and Wednesday. For the week Waugh ERL finished at -$980.00. Other negative results were Clipper
ERL at -$10.00, Rayo Plus DAX -$57.50, and EVP 1 US at -$685.00.

The swing systems also had a pretty solid week of trading. Strategic ES made a solid trade getting long near the open on Tuesday and riding the 3% move up till
Wednesday morning where it took its profit of $1,257.50. Other positive results were Strategic NQ at $1,084.00, MoneyMaker ES at $1,120.00, Polaris ES at
$1,470.00, Bounce EMD at $1,640.00, Bounce ERL at $1,750.00, Bounce Filter ERL at $1,760.00, AG Mechwarrior ES at $1,810.00, Strategic ERL at $2,749.17,
and Strategic v2 SP at $6,325.00.
Jaws US 60 had a tough time last week, Jaws had the right idea by wanting to get short but it couldn’t time the trade right and kept on getting stopped out. For the
week, Jaws US 60 finished at -$1,152.50. Other negative results were Moneybeans S at -$76.43, Waugh CTO ERL at -$90.00, and Jaws US 400 at -$623.75.

IMPORTANT RISK DISCLOSURE

Futures based investments are often complex and can carry the risk of substantial losses. They are intended for sophisticated investors and are not suitable for
everyone. The ability to withstand losses and to adhere to a particular trading program in spite of trading losses are material points which can adversely affect
investor returns.

Past performance is not necessarily indicative of future results. The performance data for the various Commodity Trading Advisor ("CTA") and Managed Forex
programs listed above are compiled from various sources, including Barclay Hedge, Attain Capital Management, LLC's ("Attain") own estimates of performance
based on account managed by advisors on its books, and reports directly from the advisors. These performance figures should not be relied on independent of the
individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes
proprietary results, and other important footnotes on the advisor's track record.

The dollar based performance data for the various trading systems listed above represent the actual profits and losses achieved on a single contract basis in client
accounts, and are inclusive of a $50 per round turn commission ($30 per e-mini contracts). Except where noted, the gains/losses are for closed out trades. The
actual percentage gains/losses experienced by investors will vary depending on many factors, including, but not limited to: starting account balances, market
behavior, the duration and extent of investor's participation (whether or not all signals are taken) in the specified system and money management techniques.
Because of this, actual percentage gains/losses experienced by investors may be materially different than the percentage gains/losses as presented on this
website.

Please read carefully the CFTC required disclaimer regarding hypothetical results below.

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION
IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE
FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED
BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY
PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO
HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE
ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS
WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN
GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION
OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.

Feature | Week in Review |

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