Minimum Investment |
$ 1,000,000
|
Management Fee |
0.00% |
Performance Fee |
30.00% |
Summary
The Piston trading program is a countertrend, mean-reversion strategy that exploits both intraday market volatility and longer term market movements in the emini S&P 500 and Russell 2000 index futures. The program uses quantitative indicators to generate trading signals and is systematic in nature.
A trading signal is generated when the quantitative indicators are triggered and the market is already moving towards a level of price exhaustion. Once a signal is generated, trading remains active until the signal ends at the price reversion level. The Piston has three distinct components: “Pistoning” or short-term intraday trading, position trading, and hedge position.