Model Futures Portfolio
Concerning portfolio performance: In theory, the 270k Model Account will perform best simply because there are simply more markets that may have a big move. However, since November of last year, the three smaller accounts have outperformed the 270k account. This will not usually be the case, but has been for seven months.
Each Model Account’s structure is based on historical and current correlations so we are well diversified. We are a bit over-weighted in currencies which is fine because they have more mega-moves than any other commodity group historically.
–MG