The ITRS is a quantitative, rules-based, short-term options strategy for investors seeking aggressive growth. It is a market-neutral strategy, equally deployable in bull and bear markets. The strategy trades calendar events such as U.S. economic releases and Federal Reserve meetings, among others. The strategy presumes that specific past behaviors of market participants will periodically recur.
The strategy uses historical data to detect and act upon the recurrence of tradable behavioral patterns within data. The strategy seeks to profit from intra-day and intra-week price trend reversals on US equity indices such as the S&P 500, The Russell 2000, and the NASDAQ 100. Indices represent broad market segments, and offer improved predictability of price behavior, largely free from idiosyncratic movements unique to individual stocks. The strategy holdings are typically held for very short periods. Most positions coincide with U.S. economic announcements such as GDP, ISM, CPI, Employment, Fed. days, etc.
The strategy is tailored for accredited investors with a high risk tolerance while seeking aggressive growth, and optionally desiring maximum liquidity. The strategy can be used standalone in a portfolio or as a risk hedging overlay to other portfolio strategies due to its low correlation to most others.