Futures Screen

Xymox

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Once in a lifetime event?
 

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current positions in screen.
 

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unit 1
 

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History of screen.
 

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unit 2's.
 

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Basically this screen uses proprietary rules to expose equity to multiple derivatives once they meet certain criteria, then whether price keeps trending in multiple price levels or range bound, the screen removes itself or keeps adding to existing positions.
 
Biggest winners.
 

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Biggest loosers.

Notice the disparity in the size of the winners compared to looser. The old adage cut your loosers short and add to winners. :)
 

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Given a series of 50 sets of numbers, some in the series will trend up and some in the series will trend down, and some will be unchanged given a multiyear span.

If you couldn't predict which ones will trend and which ones will consolidate, how would you go about designing a system to take advantage of the 50 sets of numbers.

What kind of risk management would you use?, what kind of pyramiding techniques would you use?
 
lean hogs, canadian dollar, swiss franc.
 

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curve of the infamous copper chart.
 

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update no new trades, positions progressing welll.
 

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still trending well..
 

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the system does well on longs, relative to shorts, since range expansion is infinite on longs, and for shorts sellside becomes limited to zero.
 
more progression. New eurodollar position.
 

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lean hogs, canadian dollar, swiss franc, old positions behaving well, no sign of turn yet. New Eurodollar position still too early, but bonds breaking higher implies well for it.
 
Muchas Gracias

lean hogs, canadian dollar, swiss franc, old positions behaving well, no sign of turn yet. New Eurodollar position still too early, but bonds breaking higher implies well for it.

I probably speak for many when I say the effort you are putting in to update us on the various markets is much appreciated :D
 
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