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FX INVESTMENTS, LLC.
SuperNova

  • CTA Name : Fx Investments, LLC.
  • Program Name : SuperNova
  • Start Date : 2003-11-02
  • Trading Strategy
  • Systematic : 100%
  • Discretionary : 0%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : Yes
  • Sector Specific Strategy : -
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : Yes
  • Markets Traded
  • Stock Index : -
  • Interest Rates : -
  • Currencies : Yes
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Fx Investments, LLC.

SuperNova


There is no performance data for this program

FXI managed accounts are traded using the SuperNova System, a short term 100% mechanical and automated breakout/trend following/counter trend trading system. The systemís overall objective is return profits over time while managing risk from trade to trade. The system computes proprietary rules (technical indicators, oscillators and filters) on different time frames of the market in order to generate objective trading signals, which are then immediately implemented in the marketplace. Predefined stops are placed to limit damage on a losing trade, and adaptive trailing stops are implemented to protect profit when it is made. Entry and exit signals are generated 100% systematically. The SuperNova System is designed with 15 core strategies (9 Breakout, 3 Trend Following, 3 Countertrend) applied to various time intervals ranging from 60 minute to 960 minute, plotted in equal measure on two currency pairs: EUR/USD and USD/CHF. By having strategies in all three market behaviors, breakout, trend following, and countertrend, and applied to multiple time intervals, the system is able to trade in channeling, trending, and choppy market conditions, with either low or high volatility. And, by having 50% of the strategies trade long the EUR/USD, and the other 50% of the strategies trade long the USD/CHF, both sides of the US dollar are effectively covered. Sixty percent of the strategies are Breakout strategies, which establish stop entry signals above the market at computed resistance and pivot levels. Another twenty percent of the strategies are Trend Following strategies, which trigger market orders on moving average and MACD crossovers. The final twenty percent of the strategies are Countertrend strategies, taking positions on oversold conditions as determined by technical oscillators such as stochastics and RSI. Proprietary filters are applied to each of the strategies to minimize erroneous entries and increase accuracy.



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