The Diversified Futures Program #1 uses a proprietary, computerized trading system to identify trends in roughly 40 financial and commodity futures markets. Market entry and exit signals are generated by the system based on analysis of daily market data. Actual trading of the system since the beginning of 2005 has demonstrated exceptional risk reward characteristics and has validated extensive research and testing utilizing historical data. Somers Brothers Capital believes there is a substantial benefit in adhering to a systematic and disciplined approach to trading. We also constantly seek to improve the system’s performance through rigorous research and testing.

Markets selected based on extensive corellation analysis with emphasis on risk managemnet.
Currency Agriculturals Energies
Australian Dollar Corn Crude
British Pound Soy Products Heating
Canadian Dollar Wheat Natural Gas
Euro Cocoa Unleaded Gas
Japanese Yen Coffee
Mexican Peso Cotton Livestock
Swiss Franc Sugar Cattle
Financials Metals
S&P 500 Gold
Nikkei Copper
Nasdaq 100 Paladium
US Treasury Obligations Platinum
UK Gilt Silver
German Bund

References to investment objectives, target returns and risk characterizations regarding our investment strategies are aspirational only and should not be considered a guarantee that such results will be achieved.