Strategic Diversification Program, $1 Million minimum

Our flagship program utilizes a unique multidimensional diversification approach in which different markets, strategies, and time frames are combined to reduce the inherent risk associated with each facet operating on its own.

Our market diversification is achieved by trading positions across a wide range of global markets and market groups. These include various stock market indices (US large cap, small cap, etc. plus non-US indices such as the Hang Seng), financial markets (US and non-US bonds and short-term interest rates), currency exchange rate instruments, energy futures (crude oil, gas, refined products), industrial and precious metals, and various agricultural products (grains, meats and “soft� commodities such as coffee, sugar, etc.). Limitations are placed on each market group, or sector, so that no one sector can risk more than a certain percentage of the entire portfolio.

Our strategy diversificaiton is achieved through utilizing dozens of different models for the trading of the various markets. In many cases, several different models are operated on a single market or market group, allowing for several different set ups to overlap and “confirm� the signals issued by any one model, or for several different set ups to conflicr, thereby offsetting existing positions and reducing risk. We also employ a ranking system for our short term models which allocates capital to those models performing the best within certain risk constraints, while removing capital from those models which are not performing, or have become too risky.

Our time frame diversification is what we believe really sets Attain apart from other managers. The trading is split roughly into thirds, with 1/3 trading long term models which hold positions for months at a time, 1/3 trading intermediate term, or swing trading, models which hold positions for days to weeks, and the final 1/3 trading short term, daytrading models which are in and out of positions by the end of each trading day.

Overlaying each level of diversificaiton is an overall individual position filter which does not allow any one position or trade to risk more than 1% of the portfolio, and an ongoing individual model filter which does not allow any one model to lose more than a certain percentage of the entire portfolio and removes any models which deviate substantially from their historical norms.

All models are mechanical, computerized, and technical analysis based.

Strategic Diversification Program Disclosure Document

Strategic Diversification Program (4X), $250,000 minimum

The 4X program is the exact same program as our flagship Strategic Diversification Program, only traded at 4 times leverage (with only $250,000 in the account versus $1,000,000). The dollar gains/losses will be the exact same as an investor trading the main program with $1,000,000, therefore, only the percentage gains and losses will be 4 times those of the main program. This additional leverage results in a proportionally greater risk of loss (and opportunity for gain). While the possibility of losing all the cash in an account is present in all accounts, accounts that contain notional equity have a proportionately greater risk of loss. Additionally, a Client who funds his account with notional equity may receive more frequent and larger margin calls. Furthermore, a Client's quarterly management fee charged by the Advisor will be calculated on the actual funds plus notional funds, resulting in a Client’s management fee as a percent of actual funds being higher.

Modified Program – $250,000 minimum

Our newest model was launched in February 2007 to meet the needs of one of our clients, and is offered at this time only to Qualified Eligible Persons (QEPs) through the CFTC Rule 4.7 Exemption.

This model was developed in response to our client’s desire to trade our main program, but keep margin requirements below $75,000. The latter wasn’t possible with the full portfolio, which can reach margins up to $200,000 - thus a modified portfolio was constructed while striving to retain the multidimensional diversification attributes of the main program. The end result was average daily margin of approx. $40,000 0 $60,000.

The modified portfolio thereby trades in much the same manner as the main program, diversifying between markets, strategies, and time frames. It just does a fewer number of contracts in each market and utilizes several electronic e-mini markets where available, thereby reducing margin. It also removed several high margin contracts like Heating Oil and RBOB Gasoline from the portfolio.

Because of the lower initial capital amount, there is more risk (and reward) inherent in this program, and the volatility is likely to be about twice that of the main program. This is due to some of the models in the modified portfolio doing a minimum of one contract on their signals, when the normal risk sizing would have them doing less than one contract, and therefore risking more than the 1% maximum risk per position possible in the main program.

The Modified program will therefore be a little less diversified than its main program brother, and skewed slightly towards those positions and models which have higher risk and higher reward potential.

Important Risk Disclosure

Futures based investments are often complex and can carry the risk of substantial losses. They are intended for sophisticated investors and are not suitable for everyone. The ability to withstand losses and to adhere to a particular trading program in spite of trading losses are material points which can adversely affect investor returns.

Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers throughout this site include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.

The regulations of the Commodity Futures Trading Commission (CFTC) require that prospective clients of a CTA receive a disclosure document when they are solicited to enter into an agreement whereby the CTA will direct or guide the client's commodity interest trading and that certain risk factors be highlighted. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the Commodity Trading Advisor (CTA). This document is readily accessible at this site under the Performance and Program pages.

As past performance does not guarantee future results, these results may have no bearing on, and may not be indicative of, any individual returns realized through participation in this investment. No part of this document should be considered apart from the Disclosure Statements contained herein.