The ULYSSES Program exploits short term statistical biases which can be observed in most futures markets with extended trading session.
The strategy is a short-term mean reverting pattern-recognition system. the system follows the market's intraday price activity and immediately detect some market configurations where excess can be identified with a very high probability of correction within the next 24 hours. IN average, this type of configuration can be detected between one or two time a week generating above 55% positive trades with a duration ranging from 6 to 32 hours.
The system is currently traded on the main US and European Stock indices futures, and should be extended to other stock indices and Long term interest rates futures.