Aberration (Mid-size)

  • Home
  • Aberration (Mid-size)

Aberration (Mid-size) TRADING SYSTEM

ABERRATION (MID-SIZE) OVERVIEW

Up to 2 commodities in each group at a time.
It is a long term trend following system that trades across all eight commodity groups: the grains, meats, softs, metals, energies, currencies, financials, and stock indices using the exact same rules and parameter values on all commodities.
The trend-following logic enters a trade in the direction of a strong trend during a short-term pull-back. The logic includes a volatility filter to measure the recent volatility of each commodity. If a minimum threshold is not reached, or volatility is well above the norm, Aberration will stand aside.