Strategy #1: LARISSA

Underlying: 20 shares selected among the Dividend Aristocrats list, with both large and small caps shares

How It Works: Every day the strategy processes signals between 5 and 5:30 PM CET, which shall be executed within one hour

Volatility filter: A reset of positions is planned in case of volatility spikes.

Long/Short: The strategy can use both long and short positions.

Hedging: Not set.

Monthly trades: 40

Peculiarity: The peculiar aspect of this strategy is the choice of the operative underlying, i.e. Dividend Aristocrats shares. This group of shares belong to companies whose dividend increased for at least 20 years. Such shares have a special structure which can be easily used to be used and purchased in a mean-reverting perspective and kept in one's portfolio in a trend-following operativeness. Such operativeness is not meant to be a frantic one since the trend is to keep the position for an average 21 business days. The presence of long, unchanged sections in the NAV chart is the symptom of a volatility filter in ON mode. When that happens, we keep a flat mode, waiting for volatility conditions to be back to a normal trend.


Strategy #2: ROTATIONAL HEDGED

Underlying: 90 shares selected of the Dividend Aristocrats group among which a 10-share portfolio is selected. Such portfolio is rotated on a weekly basis according to efficiency and relative strength criteria.

Time Frame: Weekly.

How It Works: On Monday mornings 10 shares are selected, which shall be kept until the following Monday.

Volatility filter: Not set.

Long/Short: The strategy can use both long and short positions.

Hedging: Dynamic hedging, a variable percentage is pinpointed through a short-type position on the etf SPY. Such short positioning on SPY may change on a weekly basis, according to the expected risks on the markets.

Monthly trades: 50


Strategy #3: IRON CONDORS

Underlyings: 8 commodity futures (EUR/USD, JPY/USD, E-mini S&P500, T-Notes, T-Bond, Wheat, Crude Oil et Gold).

Time Frame: Monthly.

How It Works: Iron Condors structures are planned on a monthly basis, in order to limit and minimize the possibility for the structures t end up in the payout loss zone. The protocols features the calculation of the 4 strikes to be traded according to the volatility expectations on single underlying. Every Friday, the entire closed may be completely closed if the underlying has en external position with regard to the call-or-put-related strikes. No other intervention is scheduled up to the natural expiry of the entire structures (a monthly one,) as a new monthly expiry will be set.

Volatility filter: For special levels of volatility, the strategy may not load some planned scheduled structures.

Long/Short: Typical NON directional operativeness.

Hedging: Not set.

Monthly trades: 12



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Strategy #4: PENELOPE
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Underlying: 20 shares selected among the Dividend Aristocrats and Blue Chips shares, belonging to the S&P100 index, selected in order to guarantee a nice sectoral division

Time Frame: Daily.

How It Works: Every morning the strategy generates signals that shall be implemented on the market at 3:45 PM CET.

Volatility filter: Not set. Signals are extremely quick, so the presence in the market is very short.

Long/Short: The strategy can use both long and short positions.

Hedging: Not set.

Monthly trades: 92

Peculiarity: The system is more attracted by strong, volatile movements. Its goal is to understand its bounces in the market sell-off. It is based on totally mathematic/statistic algorithms.


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Strategy #5: COINTEGRATION
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Underlying: 16 couple of shares selected withing the S&P100 index.

Time Frame: daily.

How It Works: Every morning the strategy generates signals that shall be implemented on the market at 3:45 PM CET.

Volatility filter: Not set, since it is a market-neutral strategy.

Long/Short: Every signal implies purchase and relative sale of two different shares, for the same amount.

Hedging: Not set, since every signal refers to a couple of shares (one is sold and another purchased).

Montly trades: 60.

Peculiarities: The system operates in a spread-trading mode, aiming at the closing of the asymmetries on a couple of carefully selected shares.

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