The BSTP investment methodology begins with quantitative studies of billions of trading scenarios in over twenty years of market conditions. From these studies, BSTP identies short to medium term trading opportunities for multiple strategies across several futures markets. The program typically takes positions in each market several times per month. These positions are based on a combination of pattern recognition, mean reversion, momentum, trend following, counter trend, and other proprietary models adapted to each market individually. Using elements of multiple strategies enables the program to profit in a greater range of market environments than any single strategy type program. By exiting unfavorable market situations early, the program limits exposure to large adverse movements. The active trading models for each market are updated regularly from a pool of over 700 algorithms. This approach allows the program to harness models that match the distinct characteristics of each market separately. The net result is distinguished performance uncorrelated to other major CTA programs and indices.
Allocations to the trading sectors can change daily according to signals. New sectors may be added in the future.
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.