Metis Tactical ES is guided by a proprietary data-driven, highly stable quantitative trading model developed to trade the E-mini S&P 500 futures. The strategy capitalizes on the market uptrends and downtrends, as well as market reversals at extremes. Maximum margin usage is 5%. There are 5 distinct sub-models with 40+ data factors. The 5 sub-models each generates 1, 0, and -1. Aggregation of sub-model signals yield trading decisions. Metis Tactical ES has been backtested for over 20 years with a Sharpe Ratio over 2. The goal of Metis Tactical ES is to rally with the stock market during bull markets and greatly outperform the markets during bear or volatile markets. The model is built on macro economic conditions, market turbulence, Fed policy, sentiment, market trend and other factors.
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