
Back to List of Systems
VIVALDI Seasonal Trends Portfolio Trading System Trading System
| To learn more about this system,
Call 312.987.0043 or Email us» . |
Developer: Ashley Howes |
| Market Sector: | Diversified / Multiple |
| Markets Traded: | |
| System Type: | Long Term |
| Risk per Trade: | varies, usually 3% risk |
| Trading Rules: | Not Disclosed |
| Suggested Capital: | $50,000 |
| System Cost: | |
| Results Available?: | Contact us for Info |
| System Description: | VIVALDI is designed for those who desire superior performance along with the ability to manage a diversified futures portfolio whose overall asset value is both preserved and enhanced. It is also for those who intend to follow through consistently on a plan, which is essential for long-term success. VIVALDI is the first public-domain seasonality-based futures portfolio trading system. Through intensive statistical analysis, it determines the same 'seasonal' times each year to buy or sell. It is not, therefore, 'market adaptive': on January 1st the seasonal algorithm already knows on which days it will enter long or short until December 31st. Such an inflexible approach can be profitable in back-testing over many years only if seasonal tendencies actually exist. Some of the instruments in the VIVALDI portfolio yield better than 60% profitable seasonal trades going back to the 1970’s, providing a solid platform on which to mount the more flexible, market-adaptive trend-following component. Contrary to the norm regarding back-testing, with seasonals the more testing the better because here the parameters of the method are not 'bending' to fit market dynamics, rather uncovering statistically reliable times to buy or sell like clockwork each year. That said, there is an inherent weakness: only if such seasonal periods remain in place in the future will the method work. |
Systems Evaluation