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Full S&P Day Trading Program

  • CTA Name : Global Financial Trading Group
  • Program Name : Full S&P Day Trading Program
  • Start Date : 2001-05-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : -
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : -
  • Short-Term : -
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

Global Financial Trading Group

Full S&P Day Trading Program

There is no performance data for this program

Program Description: The Advisorís trading methods are proprietary and confidential. The Advisor uses a technical, systems-based trading strategy exclusively. The Advisor employs two technical trading models and offers three exclusive trading programs to its clients. Program One: trades full size S&P futures; Program Two: trades E-mini S&P futures; Program Three: trades Ten Year Note futures. The systems have been developed and tested by the Advisor. They were chosen based on parameters involving risk and above average performance capability. One model is used for the full size S&P futures and the E-mini futures and a completely separate and non-correlating model is used for the Bonds. However, both models adhere to the overall strategic philosophy of defining reversals of trend in the market. Globalís trading style is completely technical and systematic. Entries and exits are based on continuous computer analysis of the markets and specific rules and parameters based on technical analysis and price activity. The system is adaptive in nature as it is constantly assessing market data. The strategy is consistent with and similar to some of the larger institutional computer model strategies. Both strategies seek major breakout trends resulting in trades that last from one to five days on average. The system is such that it is in the market over 90% of the time. The system will stay with a trade until it interprets that the market has run its course in that direction. It will then reverse its position sensing that the market will now move in the opposite direction. This methodology is generally referred to as swing trading in the industry. Trade Selection and Methodology for the S&P Full Size and E-Mini S&P Trading Programs: The S&P full size and E-Mini contracts are traded based on extremely in-depth computer analysis, obtained throughout the day, that combines data from the cash S&P 500 market with technical data to create a matrix to determine trend change. Entries are confirmed from specific support and resistance levels in the futures market based on specific time frames. Essentially, the system keys off the cash market, but is designed for effectiveness in the futures market. Some of the technical data utilized is information such as Advance/Decline input; uptick/Downtick input; Volume and numerous other input that is of a proprietary nature. The system is adaptive in its nature in that it is constantly monitoring market data and input from a number of technical areas. Trade Selection and Methodology for the Ten Year Note Program: The methodology of the Ten Year Note Program is 100% technical. The trading style is completely technical and systematic. The system constantly evaluates three major components. The first component is what it interprets as being the trend. Next, within the overall trend, there are counter-trend moves. It will analyze the counter-trend moves and the internal strength of these counter-trend moves to determine market noise. It will determine whether the counter-trend noise is strong enough to generate a reversal signal or whether it will remain with the existing trend. Finally, the system employs and advanced noise filtering technique for the purpose of filtering out false signals.

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