THE SIF2, SIF5 POLARITY

A minor trend is the middle of an intermediate and sub minor trend. This is why keeping an eye on the minor trend can give us early cues regarding change in intermediate trends and also warn us regarding fast changing sub minor performance cycle trends. Last time we mentioned about the SIF2-SIF5 pair negative close on Futures, which should create a similar action of SIF2-SIF5 spot. After running from 13 JULY with a small pause and restart on 05 Aug the SIF2-SIF5 minor pair closed yesterday with a net change of 6% (7%-1%). Though the intermediate performance cycle trend is unchanged and still in favor of SIF2, a negative polarity on MINOR suggests that the fresh sub minor (LONG SIF5 – SHORT SIF2) could be an interesting play. Two other sub minor pairs closed last two days.
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ALPHA is a pair trading strategy product based on TIME ARBITRAGE, a term coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily signal product. The signals will be illustrated through tracker and binary charts. The product carries running performance portfolio tracker and give clear entry and exit signals. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.
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