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Condor - Strategy Description |
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Condor trades the S&P mini index and is based on identifying patterns. Very little optimization was used during development. The $10K Portfolio trades an average of 4 times per week. Because of the low margin requirement it is designed as our most conservative program. An excellent return with very low draw downs is our goal. Each system has a low (< .3) correlation to all other systems. Most of the systems were developed from real time observations of market action in the S&P "pit" on the CME between 1984 and 1998. Condor will trade from both the long and short side of the market. Every position is immediately protected with a stop loss. Winning trades are often allowed to run until the end of the day allowing wide range days to produce significant winners. Condor has been trading real time since the beginning of 2003. Commissions and fees shown in this report is $18.80.
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