Commodity Trading Advisors
| COMMODITY TRADING ADVISOR | Crescent Bay |
| TRADING PROGRAM | Premium Index |
| MINIMUM ACCOUNT | $25,000 usd |
TRADING STRATEGY
The general strategy of the program is to sell out-of-the-money options (both puts and calls) on the S&P 500 stock index futures contract and collect the premium. Trades are usually made 30-45 days before expiration, but are rarely held to expiration. Short positions are covered when profit targets or stop-loss limits are triggered. Proprietary algorithms are used to determine strike prices of options sold, resulting in a high probability for trades to achieve profit objectives. The goal is to be profitable regardless of market direction. In addition, a short-term trend identifying system is used to reduce the risk of selling against a volatile market trend.
TRADING STYLE: Systematic / option writing / indices / medium term
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