Description of the FT6-n methodology
is a "systemic" methodology based on the theory of
This theory has been detailed in the August, 1999
issue of Futures Magazine page 58 to page 60:
"Steady profits with Ensemble Trading"
We use a heavy proprietary computer program which has
been developed to analyze the movements of the markets on a day to day basis.
- Immediate FT6
The position of enter/exit of the market progressively
aims to reduce the risks for full portfolio (ranging from 6 to 60 contracts).
The quantity of contracts is reduced when trends change
and is completed when the market direction is clearly established.
The margin has to be
always "ready to be triggered" but is not constantly used. FT6
When the markets close in the USA the "end of day
price" is entered in the software and after proper computing, a trading
strategy is issued for the following day.
6 markets are permanently covered and traded in order
to adjust the final results and for a better control of the maximum drawdown.