Global Equity Momentum Fund (GEMF) – Stocks Overview

Objective:
The Global Equity Momentum Fund (GEMF) is strategically crafted to leverage momentum-based trading strategies across global equity markets. This fund aims to identify and capitalize on stock movements that exhibit strong momentum, whether trending upwards or downwards.

Strategy:
GEMF’s approach involves systematic analysis of stocks showing significant price moves with high volume. The fund employs both technical indicators and fundamental analysis to pinpoint stocks with potential for sustained performance. Key tactics include trend following, swing trading, and sector rotation, aligned to market conditions.

Risk Management:
Risk controls are tightly integrated: stop-loss orders mitigate losses; position sizing manages exposure; diversification across sectors and regions spreads risk. The team continuously monitors volatility and liquidity to adjust strategies.

Technological Integration:
GEMF utilizes the Global Algorithmic Trading Software (GATS) to detect early momentum signals and shifts in market trends. GATS’ algorithms enable proactive position adjustments, maximizing returns from equity momentum while managing risk.

Performance Monitoring:
Performance is benchmarked against major equity and sector indices. Regular reviews ensure alignment with objectives, with strategy tweaks based on empirical data and predictive analytics from GATS.

Disclaimer/Notice:
The GEMF operates exclusively within the internal framework of Global Accountancy Institute, Inc. and Global Financial Engineering, Inc. It is not accessible to external investors and does not engage in public offerings. This proprietary fund optimizes the firms’ strategic equity investments without external capital.

Adaptive Breakeven Trigger Framework

To capture only the most significant M60 price swings, we apply the GNASD-Enhanced GASBET model:

1. Population Volatility (GNASD)
   Mean DAATS (μ) = 5030.71 Population SD (σ) = 4417.57 GNASD = σ ÷ N = 4417.57 ÷ 28 ≈ 157.77
2. Outlier Move Trigger
   Trigger_stat = GNASD × 4.236 ≈ 157.77 × 4.236 = 668.31 DAATS-units
3. Cost Floors
   
   • Max spread = 80 points
   • Broker min-stop = 150 points
   • Cost floor = max(80,150) = 150 → total floor = 230
   Trigger_net = 668.31 + 230 = 898.31 DAATS-units

Final Trigger Schedule — GEMF USA Sub-Fund (M60)

Uniform break-even trigger of 898.31 DAATS-units for all 28 stocks:

About the Author

Dr. Glen Brown is President & CEO of Global Accountancy Institute, Inc. and Global Financial Engineering, Inc., with over 25 years of expertise in proprietary trading, financial engineering, and risk management. He is the architect of GATS and GEPTP, guiding professional traders globally.

Risk Disclaimer

The content is for informational purposes only and does not constitute financial advice. Trading carries risk, and past performance does not guarantee future results. Consult a qualified advisor before trading.