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TYL TRADING, LLC
Diversified Program |
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- CTA Name : TYL Trading, LLC
- Program Name : Diversified Program
- Start Date : 2005-08-01
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- Trading Strategy
- Systematic : 80%
- Discretionary : 20%
- Fundamental : -
- Technical : Yes
- Diversified Market Strategy : Yes
- Sector Specific Strategy : -
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- Trade Duration
- Long-Term : -
- Mid-Term : Yes
- Short-Term : Yes
- Multi-Term : Yes
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- Markets Traded
- Stock Index : Yes
- Interest Rates : Yes
- Currencies : Yes
- Metals : Yes
- Energy : Yes
- Grains : Yes
- Meats : Yes
- Softs : Yes
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TYL Trading, LLC
Diversified Program
There is no performance data for this program
TYL investment methodology is based on the Blend Program which primarily utilizes a directional trend-following approach, plus techniques for non-trending and anti-trending markets.
The methodology utilizes a global macro approach with the use of our Blend models which searches for and participates in price trends over multiple market sectors.
The principal objective is to maximize profits in trending markets while maintaining account equity during periods of non-trending or choppy market activity.
Typically, we will be holding positions in 10 to 20 markets at any given time, while attempting to maintain a diversified portfolio of commodities.
Short to intermediate term trend following system
with anti-trending techniques
Added filters to help improve trade accuracy
Added multiple entry & exit techniques/scaling in & out of positions
Trading distant contracts based on strength/weakness and volatility vs. nearby contract
Developed open equity risk profit management techniques
Increased the number of trailing stops that are accelerated as a position’s volatility increases in the direction of the trend
Consolidated existing accounts into the fund while raising the managed account minimum
On average, reduced position size by over 50%
Percentage of assets risked on initial positions and on open profit equity is controlled/adjusted daily according to risk parameters
Volatility of the overall portfolio and each individual trade and contract is monitored on an intra-day, daily, weekly, and monthly basis and readjusted as the system dictates.
Comprised of a 3 person management team.
Combination of multiple directional trend following models, plus several techniques for non-trending and anti-trending markets.
Buys strength/Sells weakness, Buy/Sell retracements upon renewed strength in the direction of trend.
Inputs: Market prices, price patterns, market price volatility and correlation between individual markets and market sectors.
Developed through extensive computer testing of over 50 futures markets over all historical data periods available.
Incorporates computer analysis and discretionary judgment to identify and capture market trends rather than predict market actions.
Robust and dynamic system used on all markets traded (No curve fitting).
80% systematic / 20% discretionary
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