Collective2

The YM Dynamic Duo(SM) Money Siphon(R) trading strategy publishes short-term entry and exit signals for the E-mini Dow ($5) Futures contract on GLOBEX. Signals are generated by an algorithm that measures momentum and volatility to find a potential market dynamic that enables this Money Siphon(R) to take more than it gives over the long run.

Open positions are usually closed before the end-of-session and rarely held over to the next session. Entry signals are limit orders and not necessarily filled on a daily basis. Stop-loss signals are automatically entered after a triggered entry signal. End-of-session exits are usually within five minutes of the market close. This strategy usually enters the market only once per day or session.

Trade signal size is based on the Fixed Ratio Money Management algorithm. Trading starts with a single contract at the time of introduction on C2. Increases or decreases in the number of contracts traded are determined by this trading strategy's performance in relation to a factor of its maximum historical (hypothetical) draw-down. This growth strategy may be considered mildly aggressive on a return to risk basis. Subscriber numbers will be limited and trade signal size will be managed, limited or reduced if fill quality becomes adversely affected by liquidity constraints or subscriber numbers.