Market Portfolios are a diverse group of futures trading systems that are fully automated and executed simultaneously. Portfolios are developed using our Portfolio Design criteria to achieve optimal risk adjusted returns. Market Portfolios are traded in Multi-Strategy Automation mode on a server using one of our recommended brokerage platforms.

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%.