MARKET PORTFOLIOS

Market Portfolios are a diverse set of futures trading systems using our Portfolio Design criteria to achieve diversity and the best risk adjusted returns. Fully automated trading systems that take both long and short trades run simultaneously as groups of strategies. Market Portfolio are traded in Multi-Strategy Automation on a server using one of our recommended brokerage platforms.

PORTFOLIO DESIGN

Our market portfolios combine multiple trading systems that use different methodologies. Combining different trading systems allows us to capitalize on a diversity of different market methodologies. Some of our basic Portfolio Design Criteria includes using strategies with the following criteria:

  • Different Entry Techniques - Trend, CounterTrend, Mean Reversion

  • Different Exit Techniques - Stop Losses, Profit Targets, PT/SL Ratios, Exit Times

  • Variable Holding Periods - Day Trade Time Exits to Swing Trades 

  • Strategy Cycles in Relation to Market Cycles - Runups and Drawdowns

  • Different Development Periods - Classic Strategies with Long Histories combined with Newer Strategies

  • Variable Market Statistics - Different methodologies are represented in a wide range of strategy statistics such as Winning Percentage Ranges of 20-80%.

MULTI-STRATEGY AUTOMATION
MARKET PORTFOLIOS
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