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Aggressive Trading Program

  • CTA Name : Dighton Capital CTA Ltd
  • Program Name : Aggressive Trading Program
  • Start Date : 2003-07-01
  • Trading Strategy
  • Systematic : 20%
  • Discretionary : 80%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : Yes
  • 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 : Yes

Dighton Capital CTA Ltd

Aggressive Trading Program


The Aggressive Trading Program is a combination of systematic, technical chart analysis for the US Markets, the interpretation and analysis of economic and other fundamental data and use of discretion by an experienced Advisor. The Advisor will trade most of the liquid US future markets like currencies, stock indices (especially Mini S&P’s), bonds and notes, energy, corn, grains and other commodities like cotton. The Advisor does not initially plan to trade foreign futures or options contracts but reserves the right to do so at a later date. The Advisor analyses thoroughly the charts of these markets every week and monitors them then during the week. Chart analysis techniques include (but are not limited to) wave analysis (Elliot Wave), W.D. Gann principles (angles), Fibonacci retracements, Time cycles, Volume, Trix Indicator, divergences, and pattern analysis. In general the Advisor tries to locate points where to buy in markets that have fallen and where to sell in markets that have risen. By this the Advisor is trying to buy when prices are low and to sell when prices are high. This approach is trend anticipating but not really counter trend. When a position is established the Advisor lets the profits run and exits when the market gets to a point where a reversal in the trend could be expected. The Advisor has discretion in which market they want to establish a position. The fact that the Advisor is monitoring many different markets does not mean that they are always invested in different markets and through that would be diversified. It is possible that the Advisor will invest only in one market where he sees the highest reward potential. Often the Advisor will establish positions at different times and price levels in one single market. The Advisor in general is looking at extreme points where he thinks the market will turn. As these extreme points are only reached in about 30 percent, the Advisor establishes a part of the position at an earlier moment. If the market reaches the extreme point the Advisor will establish then the full position, so it is actually good for the Advisor if the market goes first against the smaller position, so that he can get fully invested. Although the system is sometimes discretionary the trading does have a systematic component in it. The system has a set of rules which apply, but they are not implemented like a model and could be overruled if they i.e. do not make sense in a particular situation. But in general, this set of rules rejects a majority of trades and this explains why often the Advisor is only invested in one or two markets.

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