The COOLBOY COMMODITY PROGRAM trades a diverse selection of 18 commodity markets. Sectors covered are currencies, interest rates, agricultural commodities, energy, and metals. Holding times range from weeks to months for profitable positions.
The strategy seeks to profit from price movement by applying adaptive breakout methods to daily price data. The adaptive elements of the system utilize proprietary triggers, which respond to the volatility and price action of each individual market.
Futures contracts are the primary instrument traded, but options may occasionally be used to hedge open positions.