SI8 is founded on the axiom that the markets display a large degree of randomness and are fundamentally inefficient. At the core, this strategy is based on the hypothesis that while markets can display directional biases some of the time, their price actions are essentially random. Despite these erratic price movements, there is one constant: markets continuously expand and contract in terms of volatility. This strategy generates profits by anticipating these expansions and contractions. From an operational perspective, no more than two trades per day are ever executed in each market and no overnight positions are held. These features ensure liquidity and minimize risks against periodic market shocks and systemic risks.