|
Register
for FREE
ACCESS
to the CTA Database,
Research Reports and In-Depth Qualitative Analysis
click
here |
|
|
Submit your Managed Futures program, update your monthly
performance
click
here
|
|
|
DREISS RESEARCH CORPORATION
Diversified |
|
- CTA Name : Dreiss Research Corporation
- Program Name : Diversified
- Start Date : 1991-07-01
| |
|
- Trading Strategy
- Systematic : 100%
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
| |
|
- Trade Duration
- Long-Term : Yes
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
| |
|
- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
| |
Dreiss Research Corporation
Diversified
PERFORMANCE DATA AVAILABLE FOR THIS PROGRAM - CLICK HERE TO VIEW
Dreiss Research Corporation utilizes the Fractal Commodity System which is a trend following system trading a diversified portfolio. It is technical in nature and ignores fundamental factors. The technical basis of the trading method is the fractal decomposition of weekly price patterns. This analysis identifies turning points for constructing trend lines and determining support and resistance, which are then combined in a system which generates specific trading signals. Signals are then screened by a unique Choppiness Index which may then be used to adjust the proximity or entry and exit signals. While not characterized as a reversal system, on occasion the Fractal system will tend to reverse current positions in a market. Dollar stop losses are used to limit the occurrence of excessive losses without materially effecting performance. Dreiss risk balances the number of contracts traded such that the expected dollar risk for trading any commodity is roughly the same as that of other commodities in the portfolio.
Return to the D Index Page
Return to the Info Index Page
|
