Investment Overview
Strategy Description
The CCM Total Volatility Program (TVP) is a combination of various equity and volatility strategies. The program takes paired positions in the S&P 500 futures and VIX futures markets and uses proprietary, systematic and quantitative metrics to identify profitable short-term opportunities. A paired position will be either long or short both the S&P and the VIX. It also trades a systematic and mechanical model that takes calendar spread positions in VIX futures contracts. The program will periodically take long positions in the S&P Index via long E-mini contracts that are protected by trailing stops. All positions have daily or intra-day stop loss provisions and most positions are hedged.