MT Systems

Tactical Index (i-TAC)
Tactical Index (i-TAC) is a long-only system comprised of a number of high-probability short-term trading strategies. The i-TAC system trades the S&P500 index exclusively, using the SPY ETF as the investment vehicle. The e-mini S&P (ES) futures contract would be a viable alternative.
Details here

Short-Term Market Timing Index (i-STMT)
The Short-Term Market Timing (i-STMT) system uses a single long-only swing-trading strategy. The system employs proprietary market timing techniques to dictate entries and exits. The SPY (or ES) are used as trading vehicles.
Details here

Integrated Short-Term Index Systems
The i-TAC and i-STMT systems are designed to be run in parallel using the same trading account. The page linked below shows both the back-test and forward-test results of trading the two systems as a unified investment strategy.
Details here

Tactical Equity (e-TAC)
The Tactical Equity (e-TAC) system is made up of several swing-trading strategies. The system trades S&P100 stocks exclusively because of their high liquidity and institutional ownership. The typical holding period of each position is 9 days, but trades can last as little as 1 day and as long as 30 days.
e-TAC is a proprietary system developed internally by the TMT team. Should you be interested in knowing more, please feel free to contact us.

Strategic Index (i-STRAT)
Strategic Index (i-STRAT) is a long-only system comprised of a single long-term trading strategy. The i-STRAT system uses market timing techniques to determine entry and exit points. Its objective is to provide a viable, low risk and easy to implement alternative to traditional “buy and hold” investing. The system trades the SPY ETF, but the e-mini S&P (ES) futures contract or the e-mini Nasdaq (NQ) futures contract could be used in it’s place.
i-STRAT is a proprietary system developed internally by the TMT team. Should you be interested in knowing more, please feel free to contact us.

ARCUS Alpha Compendium
The ARCUS Alpha Compendium (AAC) is a collection of 50 quantitative strategies, all focused on the S&P500 Index. These high-expectancy mean-reversion, momentum and seasonality systems were developed using rigorous statistical processes and have all been successfully forward-tested over several years.
The ARCUS Alpha Compendium is ideal for:
– Prop traders or family offices seeking to acquire a portfolio of tried and tested strategies, inclusive of system logic and code
– Longer-term investors and position traders wishing to improve their returns by using shorter-term systems
– Any trader or hedge fund wanting to enhance their portfolio of trading strategies
Details here

— Should you be interested in knowing more about our systems, please contact us by email