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AST Counter Trend Program

  • CTA Name : AST Capital Management
  • Program Name : AST Counter Trend Program
  • Start Date : 2002-06-01
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : Yes
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : Yes
  • Currencies : Yes
  • Metals : Yes
  • Energy : Yes
  • Grains : Yes
  • Meats : -
  • Softs : -

AST Capital Management

AST Counter Trend Program

There is no performance data for this program

The counter trend strategy attempts to highlight when sentiment, as measured by various participant data, has overshot. We have developed three oscillators that measure sentiment; once all three of these indicators confirm each other the market is set up for a counter trend trade. When the market is set up, a trade is entered when there is a news rejection event in the marketplace so that the market tone is now confirming the counter trend trade. Exits for this system also use the sentiment oscillators. Once the oscillators get back to neutral readings the position is covered. A winning trade will thus capture market moves from extended levels back to the levels where most trend following systems will be exiting and/or reversing their trades. By the time the trend systems are going the other way the counter trend system is exiting.

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