WEP

Weekly E-mini Program is Buckingham’s longest-run CTA program mainly developed to capture risk premium and take advantage of the imbalance between supply and demand on options.

The program targets 12-15% annual return with <6% volatility. We aim to control the max risk/drawdown within 3% by hedging and tail-risk strategies.

Uptrend and oscillating markets are the best environments for WEP.  A slightly bearish market can also be desirable.  WEP’s risk management and exit strategy are 100% systematic.