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WITTER & LESTER
Intermediate Program

  • CTA Name : Witter & Lester
  • Program Name : Intermediate Program
  • Start Date : 1992-03-01
  • Trading Strategy
  • Systematic : -
  • Discretionary : 50%
  • Fundamental : -
  • Technical : -
  • 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 : -

Witter & Lester

Intermediate Program


There is no performance data for this program

Program Description: Witter & Lester utilize an investment methodology that they have consistently applied to the stock market since the mid-1970ís. In order to provide consistent returns in volatility equity markets, Witter & Lester have developed a warning system designed to identify any potential for a sharp stock market decline. Specifically, they look to identify the following criteria that has proven to have the highest correlation with changes in market direction. 1) Momentum - prior to a short term change in the direction of stock prices, the momentum of the existing trend will slow perceptibly. 2) Volume - price movements in a stock are often preceded by a change in the daily trading volume of its shares. Using the Dow 30 Stocks as a market proxy, they believe that changes in volume patterns in the Dow Stocks indicate a future change in stock prices. 3) Inventory Accumulation and Liquidation - analysis of trading volume gives information as to whether knowledgeable investors are accumulating or distributing shares is also tracked.



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