Portfolio Exposure:              10% (at cost) maximum allocation to a single position
High Liquidity:                      90% of positions can be liquidated in one trading day
Leverage:                             Overall leverage shall not exceed 50%
Composition:                        portfolio of 30 – 50 positions
average long position is 5-10% of portfolio
average short position is 1-5% of the portfolio

Sector and Geographical diversification
Maintenance of stop-loss discipline, based on technical information.