Algorithm(s)

Trident is our flagship research product which generates signals predicting (on a standalone basis) a large change in prices (volatility) over a 3-day period (but customizable from 1-30+ days), 1 day in advance.

There are over 600 publicly posted signals originating from the Trident algorithm since January 2022 on 30+ commodity futures. We assessed the price volatility over a 3-day period following the signal day. See the “Summary” tab for covered markets and the table below for a measure of the volatility predictor performance.

Summary Performance in Favorable Directions (Ex-Ante)

The 3.29% average favorable price change is 3.5X greater than the 0.92% average adverse price change and the max favorable price change is over 4X greater than the max adverse price change. The Trident algorithm, therefore, has been proven to provide a significant “edge” in trading which enables an experienced trader to generate a strong alpha or to hedge pre-existing positions. Also, we observed that the average length of time to realize the peak favorable direction change was over 2 days. This holding period also creates a much larger and deeper liquidity horizon – an important consideration for managing large allocations against the Trident algorithm vs short term/day trades.

Contact us for a research paper containing more details on methodology, deeper data analysis etc.

The Table below shows a sample of the Trident Signal Menu email that will be delivered to self-directed and broker assisted clients at approximately 9:00 PM eastern every trading day. The email includes a table that has suggestions for trade entry, trade direction, as well as an initial risk stop. Clients are not beholden to the suggestion and can trade completely at their discretion.

Note: Product layout and contents are subject to change without prior notice

The following is a list of approved brokers for the AlgoReturns:

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