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Seven Strategy Portfolio Taking Advantage of Choppy Mean Reversion Futures Market

Capstone Trading


This video includes a seven-strategy portfolio setup that we are introducing in order to give context to the Stock Index Portfolio 30/33 Setup for March 1, 2024 that will be posted later today. The second post for the new portfolio is here.


This setup includes seven Nasdaq Trading Systems that have posted a hypothetical gain (not live results) of +$51K on the year (with just seven strategies)! We have continued to look for intra-day trends in our live trading but it has become more clear how much mean reversion has been introduced since January 2022.


Since January 2022, there has been an increase in Chop, V-Reversals, and mean reversion patterns in general during the day session while we see overall trends in the market that produce net gains for longer term trends, occurring very late in the day, including the afterhours as well as the pre-market.


Perma chop seems to be the new norm but we are not going all in. We show how to merge this with the Stock Index Portfolio 27 in the next posting later today.

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U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

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CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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