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WITTER & LESTER
Stock Index Program |
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- CTA Name : Witter & Lester
- Program Name : Stock Index Program
- Start Date : 1988-01-01
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- Trading Strategy
- Systematic : -
- Discretionary : 50%
- Fundamental : -
- Technical : -
- Diversified Market Strategy : -
- Sector Specific Strategy : Yes
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- Trade Duration
- Long-Term : -
- Mid-Term : -
- Short-Term : -
- Multi-Term : -
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- Markets Traded
- Stock Index : Yes
- Interest Rates : -
- Currencies : -
- Metals : -
- Energy : -
- Grains : -
- Meats : -
- Softs : -
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Witter & Lester
Stock Index 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-1970’s. 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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