Designed by Dr. Jeffrey Kern, PhD., a 22 year gold trading
veteran, the JK Gold Futures Program enters the gold futures
market according to a mathematical model,
analyzing the interaction of price and time on a variety of
gold investment vehicles. This empirical trading model was
developed in 1985 to trade gold sector funds and has been
cross-validated since that time using real-time data on a very
broad composite of gold stocks. Utilizing data from US Global
Investors Gold Shares mutual fund (USERX), the system was back
tested to 1974. The goal is to predict the short (1-4
weeks), intermediate (1-2 months), and long-term (years) price
fluctuations in gold stocks.
The JK Gold Futures Program trades the COMEX 100oz Gold
contract and began live trading on futures in January 2006.
Take advantage of the new gold rush.
NEITHER MAN FINANCIAL NOR ITS EMPLOYEES HAVE REVIEWED OR
VERIFIED THE PERFORMANCE RESULTS OF OR CLAIMS MADE BY ANY
THIRD PARTY SYSTEM PROVIDER. NEITHER MAN FINANCIAL NOR
ITS EMPLOYEES ARE RECOMMENDING ANY SPECIFIC THIRD PARTY SYSTEM
PROVIDER.
THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR
TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS
WHICH CAN ADVERSELY AFFECT TRADING RESULTS. THERE ARE NUMEROUS
OTHER FACTORS RELATED TO THE MARKETS IN GENERAL WHICH CAN AFFECT
THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT
BE FULLY ACCOUNTED FOR IN HISTORICAL BACK TESTING AND IN THE
PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS, ALL OF WHICH
CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS
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