A 30 strategy automated trading system portfolio for the E-mini S&P and E-mini Nasdaq. It is a portfolio of diverse strategies that include trend and counter trend approaches. The time frames are between 1 minute and 60 minute and we use market metrics or index data such as the NYSE ADVANCERS, NYSE DECLINERS, NYSE TICK, and CBOE VIX on some of the strategies.
The 30 algorithms are fully automated with 28 day trade algorithms and 2 algorithms that hold positions overnight. This is a new portfolio with many of our best strategies with the addition of some news strategies in mid 2019.
The list of strategies are listed below. More data and performance summaries coming soon. This portfolio can be traded with the Micro contracts as well. Details are below.