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Swing 500 Program

  • CTA Name : OptionVue Research, Inc.
  • Program Name : Swing 500 Program
  • Start Date : 2004-08-01
  • Trading Strategy
  • Systematic : 98%
  • Discretionary : 2%
  • Fundamental : -
  • Technical : Yes
  • Diversified Market Strategy : -
  • Sector Specific Strategy : Yes
  • Trade Duration
  • Long-Term : -
  • Mid-Term : Yes
  • Short-Term : Yes
  • Multi-Term : -
  • Markets Traded
  • Stock Index : Yes
  • Interest Rates : -
  • Currencies : -
  • Metals : -
  • Energy : -
  • Grains : -
  • Meats : -
  • Softs : -

OptionVue Research, Inc.

Swing 500 Program

There is no performance data for this program

The trading approach used in the OVR Swing 500 Program involves two strategies applied concurrently. First, a short to intermediate term directional trading system is applied to the S&P 500 index futures, and is based on technical price parameters rather than fundamental factors. The Advisor believes that consistent returns are more likely obtained through observation of historical price movements within a technical analysis rather than by fundamental economic analysis. Several technical analysis tools are applied, and a lengthy set of trading rules determine entry and exit points. The intent of this strategy is to capture profits generated by large and fast price movements in highly volatile market conditions. Second, an option selling program is used to generate returns when markets experience low volatility. Typically, this means selling out-of-the-money call options and put options. The trade timing, strike price location, contract quantity, and position adjustment parameters are determined systematically, but are subject to change without notice as additional research dictates. Although either of these approaches may have a positive profit expectancy, a more satisfactory account performance is expected when combining the two strategies together.

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