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  • CTA Name : Lunsford Laverty, CTA
  • Program Name : Defense
  • Start Date : 1998-04-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 0%
  • 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 : -

Lunsford Laverty, CTA


There is no performance data for this program

Program Description: The main technical approach is pattern recognition. It is a proprietary approach. Usually it is a two or three day pattern. All of the Advisor's trading strategies focus on a technical approach. Technical analysis evolves from the theory that a study of the markets themselves will provide a means of anticipating future prices. The information used to study the markets are: The DJIA (high, low, close), up volume, down volume, advancing declining issues, and the Standard and Poors index and futures (high, low, close). Back data on S&P goes back to 1928 on the cash and 1980 on futures. Volume data goes back to 1955, issues data goes back to 1928, and DJIA data goes back to 1885. All patterns are back tested. If there is at least a two to one ratio of success to failure (in dollar terms), the pattern is saved in the computer, and when the pattern repeats, the computer recognizes the pattern. The pattern is then tracked until, in real time, the pattern shows the same result, or better. Mr. Laverty uses the natural selection theory. This theory gets rid of all unfavorable trades, in the hope that it will improve performance.

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