Summary

“Portfolio MOD2” consists of 9 single-type MTS (Systematic trading): M2AUD, M2CAD, M2CHF, M2EUR, M2EURJPY, M2GBP, M2GBPJPY, M2JPY, M2NZD. Systems of MOD2 MTS family belong to positional class of systems which are constantly at the market. Systems of this type are designed for work under any market conditions, and operational time frame is 1 day. The main goal of the system is to be at the market permanently in the direction of dominant or predicted movement. Two independent algorithms of direction tracking (trend and flat algorithms) are used in the system, thanks to what the system tries to get maximum from every movement. An important feature of these systems is a total absence of market stop loss orders. At the same time the system is reversible which allows it to change the current position and not to apply protective stop. Such technology limits loss at acceptable level and at the same time makes this type of systems absolutely unresponsive to short-term market noise.