E-Mini SWING TRADER
Description
The E-Mini Swing Trader trades the S&P500 E-Mini futures contract using multiple sub-strategies that are adapted to changing market conditions. These strategies model the relationship between the cash and futures markets, using the spread as a means to assess the optimal trade entry conditions.
The strategy trades approximately 20 times a month, holds positions for several days and may scale up to three futures contracts if the signals from several of the sub-strategies align.
The capital allocated to the strategy is $75,000 and this can be easily scaled down or up (to a maximum of $250,000) according to the equity in the account.
Performance Summary
Monthly returns (net of commission & slippage)
*Returns are calculated net of commission and slippage, assuming a constant $75,000 of investment capital.
Advantages of the Strategy
Exceptional Returns
The strategy has produced a compound average rate of returns of 25% per year since 2003.
Adaptable
The combination of multiple sub-strategies is capable of producing very high returns during bear markets featuring high volatility (e.g. 2008/09) as well as low volatility periods such as 2017.
Alpha Boost
The strategy can be used to boost equity returns during quiet market conditions when other equity strategies produce only moderate performance.
Use Any Broker
Or open a new account at any of our supported brokers.
Fully Automated
All trades can be executed automatically in your trading account. But you remain in full control of the account.
Monthly Subscription
You can unsubscribe at any time.
SYSTEMATIC STRATEGIES LLC
Systematic Strategies is an alternative investments firm utilizing quantitative modeling techniques to develop profitable trading strategies for deployment into global markets. Systematic Strategies seeks qualified investors as defined in Regulation D of the Securities Act of 1933. For information please contact us at info@ systematic-strategies.com or visit www.systematic-strategies.com.
RISK DISCLOSURE
This web site and the information contained herein is not and must not be construed as an offer to sell securities. Certain statements included in this web site, including, without limitation, statements regarding investment goals, strategies, and statements as to the manager’s expectations or opinions are forward-looking statements within the meaning of Section 27A of the Securities Act of 1933 (the “Securities Act”) and Section 21E of the Securities Exchange Act of 1944 (the “Exchange Act”) and are subject to risks and uncertainties. The factors discussed herein could cause actual results and development to be materially different from those expressed in or implied by such forward-looking statements. Accordingly, the information in this web site cannot be construed as to be guaranteed.
