The Mechanics of Price Action
Branton Kenton-Dau, Principal
Thank you for making the important decision to be here today. I would like to share with you an entirely new approach to systematic trading that may forever change the way we invest.
NASA satellites continually send us information about the electrical discharges from the Sun. On Earth a string of research laboratories around the world collect data about the Earth's own geo-magnetic field. Using this data I have found that the markets are profoundly influenced by this electrical environment.
Once again, welcome
Branton
NASA satellites continually send us information about the electrical discharges from the Sun. On Earth a string of research laboratories around the world collect data about the Earth's own geo-magnetic field. Using this data I have found that the markets are profoundly influenced by this electrical environment.
Once again, welcome
Branton
Key Findings
NASA satellite SOHO collecting electrical data from the sun
We live and invest in an electrical environment. Each day NASA satellites collect data about the electrical activity of the sun. The current from the sun that reaches the Earth is called the 'Solar Wind'. The general influence of the Solar Wind on the markets is to dampen returns.
The Earth also has its own electro-magnetic field. Data on changes in this field are collected from scientific stations around the world. These geo-magnetic fields tend to enhance returns.
Every market has a specific orientation to these two key electrical inputs. When a market is re-orientated to take these inputs into account the yield is greater market insight, improved returns and risk mitigation.
The Earth also has its own electro-magnetic field. Data on changes in this field are collected from scientific stations around the world. These geo-magnetic fields tend to enhance returns.
Every market has a specific orientation to these two key electrical inputs. When a market is re-orientated to take these inputs into account the yield is greater market insight, improved returns and risk mitigation.
Benefits
Using this approach I have created a systematic trading system for FX, commodities and equities.
The commercial benefits are:
* Returns: Consistent returns with low drawdown
* Tail Risk: Exceptional Performance during tail events
* Risk Mitigation: Ability to predict periods of heightened tail risk
* Portfolio Effect: Ability to again diversify with confidence.
The commercial benefits are:
* Returns: Consistent returns with low drawdown
* Tail Risk: Exceptional Performance during tail events
* Risk Mitigation: Ability to predict periods of heightened tail risk
* Portfolio Effect: Ability to again diversify with confidence.
Examples
Electric discharges from the Sun and the Earth's geo-magnetic field are intimately connected
Taking the electric environment into account provides a significant new way of viewing the markets. For example:
* S&P 500 - Since 2000 drawdown reduced from 52% to 18%
* EURUSD currency pair - Since 1998 annual returns improved from 1% to 10%
* AUDUSD currency pair - Since 1980 Pure Sharpe Ratio improved from zero to 0.94
This science-based analysis can be used as a stand alone market strategy or become a welcomed addition to an existing investment approach.
* S&P 500 - Since 2000 drawdown reduced from 52% to 18%
* EURUSD currency pair - Since 1998 annual returns improved from 1% to 10%
* AUDUSD currency pair - Since 1980 Pure Sharpe Ratio improved from zero to 0.94
This science-based analysis can be used as a stand alone market strategy or become a welcomed addition to an existing investment approach.
