Altaloma Asset Management

Short Term Counter Trend

Minimum Investment
Management Fee 0.00%
Performance Fee 20.00%


The Short Term counter Trend (STCT) model is contrarian in nature and looks for over extensions in several key components of the underlying asset and its derivatives. The model trades the S&P 500 futures contract exclusively. STCT is generally selective in its trades. On average the model spends roughly 70% of the time in cash while the other 30% is spent either long or short. Positions in this model are held for five and a half days on average although there are times when positions can be held for significantly longer or shorter periods of time.