Summary

In 2010, we began the process of sifting through our S&P evaluation software with the idea of evaluating the practicality of using a subset of 20 years of S&P research to analyze any 30 years of daily closing prices for any market of interest. We have taken six of our favorite S&P models and added two models to form the basis of our Diversified Trading Program (DTP). We began the trading of this program on Oct 23, 2012 with the intent of documenting the first 100 trades. As of two years later, it has 209 trades under its belt and is now being offered to interest clients. The program trades in $100,000 denominations, with the philosophy of focusing on those 7-8 high probability trades each month in which one of the 14 candidate markets which we evaluate grades out extremely well across the eight different evaluation criteria.