E-Mini罗素2000指数期货
做多

small cap setup

40
Buy: 1768 or lower

Stop: 1751

Notes: maybe small caps get close some of the wide performance gap so far this year

The model:

The Ingenuity Trading Model is a Geometric Markov Model with specific inputs related to Price, Time, Volume , and Volatility. The model attempts to predict local minimums and maximums in price on a daily and weekly basis. A fancy way of saying a trading system that detects specific patterns in price, time, volume, and volatility and indicates whether to buy or sell.
On winning trades after 1 day take at least ⅓ of the position off and move stop to breakeven

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