Summary

The manager uses an overbought/oversold indicator to signal purchases and sales. In the event the contract falls below a long term trendline, a hard sell rule overrides the overbought/oversold indicator until the contract price rises above the long term trendline. Signals are generated for trading at the open or close. Our opening price is based on tests of continuously traded GLOBEX futures. Hence, the time of our open may be different from the exchange. We do not trade intraday.