3636 Daytrading Program
3636 DAYTRADING PROGRAM
The 3636 DAYTRADING program uses multiple algorithms in several markets as well as using few different time frames in the same market with the objective of utilizing the following methods as seems necessary by market conditions: Counter trend strategies Break out strategies Trend following strategies.
The result was a system created based on the following foundation:
Diversification using different markets with different “personalities” offers an edge versus only trading on a specific market.
The advisor believes that markets go through cycles of low volatility and high volatility, cycles of trending price action and choppy price action as well as cycles of higher volumes compare to lower volumes.
The markets are an evolving energy and trading systems used must have the ability to adapt and evolve as well.
Hence the need to incorporate multiple time frames and multiple strategies in an attempt to achieve smoother equity curve and reduce volatility in program performance.
Largest monthly percentage drawdown- the losses experienced by the trading program over a specified period, i.e., monthly.
Largest peak-to-valley percentage drawdown- the greatest cumulative percentage decline in month end net asset value due to losses sustained by a trading program during a period in which the initial month end net asset value is not equaled or exceeded by a subsequent month end net asset value.
Monthly rate of return for this program was computed using the OAT method – accounts that experienced material additions or withdrawals were excluded from the ROR calculations for that applicable month using the OAT method of computing ROR.
Year-to-date- return for periods presented is derived by taking the final Value Added Monthly Index (“VAMI”) for the periods presented, subtracting the beginning VAMI of $1,000 and dividing by $1,000.