Soaring Pelican, LLC

S&P Multiday Hybrid Program

Minimum Investment
$ 175,000
Management Fee 2.00%
Performance Fee 20.00%


This methodology was created in 2006-2007 and traded live until 2011 when the decision was made to shift to the intraday timeframe. The signals have remained valid and robust, particularly during periods of lower volatility when intraday trading has not been effective. The system focuses on mean reversion trading on the daily time frame, but will take trend breakout trades intraday when volatility is high. A core strength of the approach is the ability to locate the timeframe where volatility is occurring, and adjust holding time accordingly.