Crescent Bay Capital

Overview

Crescent Bay Capital Management, Inc. is an alternative investments trading firm, specializing in managed futures and options strategies. Returns from their offered programs are non-correlated to the direction of the stock market; therefore, the strategies have the potential to be profitable in every stock market environment.

Premium Stock Index Program (PSIP) – The general strategy of the program is to sell “out-of-the-money” options (both puts and calls) on the S&P 500 stock index futures contract and collect the premium. Trades are usually made 30-45 days before expiration, but are rarely held to expiration. Proprietary algorithms are used to determine strike prices of options sold, resulting in a high probability for trades to achieve profit objectives. Be advised that option writing has unlimited risk of loss.

Balanced Volatility Program (BVP) – The objective of the BVP is to achieve substantial capital appreciation through the speculative trading of futures and options on futures. A secondary objective of the program is to offset volatility risks, which are inherent in short option or “premium selling” programs, while offering the benefits of an absolute return strategy. The BVP works well as a hedging tool when combined with a premium selling program such as the Premium Stock Index Program (PSIP) or as a standalone investment.

Snapshot

• Minimum investments $10,000
• 3+ years CTA management history
• Over $3MM under management with 90+ accounts

Benefits

• Individually managed accounts = complete transparency
• Performance that is not correlated to stock market returns
• A liquid investment
• Available for retirement accounts including 401K Rollovers and IRAs

More Information

• Disclosure Document
• Overview and Performance
• Company Web Site

Disclaimer: The risks associated with trading futures may be substantial. Only those emotionally and financially prepared should invest. There is risk of loss when trading or investing in Futures and Options on Futures. The information contained herein has been obtained from sources believed to be reliable; however, there is no guarantee to its accuracy or its completeness. There is no assurance that any reader who uses this information contained herein will achieve favorable results. The authors and providers disclaim any responsibility for any consequences that might arise directly or indirectly from the use thereof. Any mention of performance in any context whether actual or hypothetical is no guarantee of future performance.