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VAREA Swing I - Portfolio Trading System
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Call 312.987.0043 or Email us» . |
Developer: AlgoReturns |
Market Sector: | Diversified / Multiple |
Markets Traded: | |
System Type: | Swing Trading |
Risk per Trade: | varies |
Trading Rules: | Not Disclosed |
Suggested Capital: | $15,000 |
System Cost: | $100.00 Monthly Subscription |
Results Available?: | Yes View Performance» |
System Description: | VAREA Swing I is a system developed by AlgoReturns. It is a breakout system identifying setups which, precede a period of increased volatility and directional movement and then monetizes those subsequent moves mechanically. The minimum lot size is 1 with increments in multiples thereof. 2-3 signals are expected per month per market, and trades are held for as long as 5 days. Each day could potentially have up to 5 active markets. The algorithm has been tested on 15 years of historical data to harden against adverse moves. For the purposes of optimizing with current market conditions, a shorter historical window of recent 3-5 years of history is used. Algorithm does not assume any fills at the High/Low prices at every 5 minute period. The operating algorithm will likely have more conservative settings than what is represented in the back testing results. Algorithm uses common trade order types such as Market, Stop, Limit and MIT (Market-iftouched). |
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