The Agilis Program is a systematic trading Program that position trades U.S. stock indices and interest rates. The objective is to capitalize on multi-day market movements in a moderately aggressive fashion.
Both Momentum and mean reversion methods can be employed. Average trade duration is approximately 5 days. Stock Index futures that may be traded include: S&P500 mini, Russell 2000 mini, S&P Midcap 400, Dow 30 mini and Nasdaq 100 mini. Interest rate futures: 30 Year U.S. Treasury Bond, 10 and 5 year U.S. Treasury Notes. *** Please note that this program Traded intraday only, and additional commodity markets from inception through June 16, 2013. From June 17, 2013 forward the program has been trades as described above ***
Money management stops are employed for each trade. The Agilis program trades multiple markets and trading methods, providing some diversification.