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IIU ASSET STRATEGIES LTD
Breakout Program |
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- CTA Name : IIU Asset Strategies Ltd
- Program Name : Breakout Program
- Start Date : 1992-06-01
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- Trading Strategy
- Systematic : -
- Discretionary : 0%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : -
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : -
- Interest Rates : Yes
- Currencies : Yes
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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IIU Asset Strategies Ltd
Breakout Program
There is no performance data for this program
Program Description: Trading signals are generated systematically using a methodology developed by IIU over a number of years. The system identifies emerging trends in markets that have been in consolidation over a period of time. Entry levels, stops and position sizes and profit targets are generated based on current volatility. Daily volatility of all contracts is recorded and position sizes are adjusted inversely as the volatility moves. Positions are managed as a function of time, price and market volatility. Diversification is used to smooth returns with a strong emphasis on discipline and risk management.
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