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When it is above it you should try to buy and if it is below it you should try to sell. The trading rule profits are also completely insignificant when trading SP futures. Holding period, 6 mo formation]), a Moskowitz Grinblatt (MG) like strategy (long and short industries based on past return, also 6-6), and a 52-week high (GH) strategy that goes long top 30, short bottom 30, based on nearness to 52-week high.
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However, Mike Bird, and I formed Theta Strategies Capital a couple of years ago to provide institutions with ie and hedging solutions using option strategies as an advantage. Before you decide to trade foreign exchange, carefully consider your investment objectives. It out my binary.
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