Futures

Presentation

We introduce several trading strategies designed for timing the US stock market, which is known to be one of the most challenging tasks in trading. We trade the futures contracts of the major indices (S&P 500, Nasdaq, VIX), which are among the world's most liquid products. We leverage a persistent behavioral edge that has existed for decades.

Positions span over a few hours, but this isn't high-frequency trading. This means that the strategies are scalable, as a slight delay (ranging from several seconds to several tens of seconds) in execution does not reduce performance.

These strategies fall into the trend-following category. Trend-following strategies are characterized by a payout structure that usually entails enduring numerous small losses over time. These losses result from the strategy's attempt to capture price movements in the market. However, the essence of trend-following lies in the anticipation that, from time to time, the strategy will achieve a significant gain that effectively offsets and surpasses the cumulative losses. Capturing this occasional large gain is the primary objective for trend followers, and it serves as a fundamental component of their trading approach.

Trend following strategies can be quite the rollercoaster ride. You'll often face a bunch of little losses, which can be frustrating and emotionally tough to handle. But if you stick with it and keep your cool, the occasional big win is the sweet reward that makes it all worthwhile. Patience and staying level-headed are the keys to success in this game.

Strategies

The table below summarizes the various characteristics of our strategies:

* Suggested capital is computed as follows: We assume maximum exposure for the strategy and adverse evolutions of 20% for VIX, 5% for ES, and 5% for NQ and multiply the loss by 3. In other words, in the event of such adverse occurrences, you would lose 33% of the suggested capital.

Refer to the following links for detailled descriptions of each strategy:

Frequently Asked Questions

How to participate?

The strategies are available through the Collective2 Platform (C2). Collective2 is a platform that enables investors to follow and replicate trading strategies developed by experienced traders. It offers a marketplace for trading strategies, allowing users to subscribe to and automatically execute these strategies in their own brokerage accounts. Each strategy description page includes the Collective2 audited track record. By following the respective link, you can subscribe to the strategy.

Do you trade your own strategies?

Yes, I trade my own strategies on an Interactive Brokers account, where I have invested most of my lifetime savings. I do not have the C2 TOS badge primarily for technical reasons. The track record is published on this website.

Do you use stop-loss orders to manage risk?

Intraday systems are continually monitored during the trading session, they use internal stop levels that are not exposed to the exchange, and they are computed dynamically based on current volatility. If their value is triggered, the strategies exit the positions. However, for overnight strategies, it is advisable to add a stop-loss at 5% below your equity.

Will my performance using the algorithm match the C2 track record?

Yes, C2 track records are based on actual fills, and even though there may be some slippage, it is usually very low on average (less than 0.02%).

Is there a minimum starting capital required to trade the strategies?

You can refer to the C2 suggested minimum capital or to the table that summarizes the characteristics of the strategy.

How do you operate? Is it secure?

The signal generation process is fully automated. Our in-house software operates seamlessly on a reliable and redundant cloud-based server infrastructure. This setup provides assurance of stability and continuity in our operations throughout trading sessions.

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