The pure systematic portion of our operation consists of at least 5 automated strategies at any one time. We will not run the program without at least 5 systems in place - this allows us to better withstand the possibility of a system failure as the markets change. We are currently trading more than 14 different strategies across 20+ US markets.
Our models operate across most of the major, liquid US domestic markets. They employ the standard technical analysis principles of breakouts and retracements in a trend. Some also employ the concept of mean reversion. About 50% of our models are multi-market and run on 16-20 markets. The other models are specific to the stock index futures - ES and TF.
Most models are short term in nature - less than 1 week with most trades being closed out within 3 days. But we do have at least one model that can carry a position for many weeks.
Please note that Futures and options trading involve a substantial risk of loss and is not suitable for everyone.