The ACV trading strategy is a hybrid model for momentum and market neutral income. It is deployed in the options on Gold futures (symbol GC) and Crude Oil futures (CL).
* Please note that all trades are computer simulated. We have done our best to estimate market factors such as commissions and liquidity, however all computer simulations and even historic live trading cannot fully account for variations in commission rates, liquidity issues, and slippage. Please review other important disclosures.
How The Strategy Works
- Defined risk on every trade. There are no naked options, no short futures, or any other form of unlimited risk type of trades.
- Momentum priority. The dominant trend and momentum of the market is always respected so that we can benefit from long lasting trends and avoid being on the wrong side of market crashes.
- Income over home runs. We opt to see income from positive Theta rather than catching giant returns from long premium. This allows for far more consistent returns while giving up only a small amount of long term upside.
Funded trader in the Falde Funded Trading program and designer of the ACV strategy.
Adviser and manager for prop firm, fund, and individual clients. Founder of Falde Capital Management and Falde Trading.