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Managed Futures
Bensboro Seasonal Futures Fund, L.P. - Performance Report
December 2024 - Managed Futures
Objective: To produce low-correlation returns using a seasonal approach to futures spread trading.Philosophy: We believe futures generally provide low correlation compared to other asset classes. Spreads generally provide even lower correlation to other asset classes - even when compared to most managed futures strategies which typically are trend-following. Seasonality can significantly shape sentiment and short-term flows, thus influencing the market over the short-term. Diversification