Model Portfolio with SP500 index securities, with Hedging by selling SP500 futures.
The portfolio consists of 15 stocks packages.
The amount invested in each package must be 1/15 of the total value of the portfolio.
Low turnover rate for stocks. Open positions range from several weeks to several years.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
Model Portfolio with SP500 index securities, with Hedging by selling SP500 futures.
The portfolio consists of 30 stocks packages.
The amount invested in each package must be 1/30 of the total value of the portfolio.
Low turnover rate for stocks. Open positions range from several weeks to several years.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
Model Portfolio with SP500 index securities, with Hedging by selling SP500 futures.
The portfolio consists of 60 stocks packages.
The amount invested in each package must be 1/60 of the total value of the portfolio.
Low turnover rate for stocks. Open positions range from several weeks to several years.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
Model Portfolio with SP500 index securities, with Hedging by selling SP500 futures.
The portfolio consists of 90 stocks packages.
The amount invested in each package must be 1/90 of the total value of the portfolio.
Low turnover rate for stocks. Open positions range from several weeks to several years.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
Model Trading Portfolio with SP500 index stocks, with Hedging by selling SP500 futures.
The portfolio consists of 10 stocks.
The amount invested in each package must be 1/10 of the total value of the portfolio.
High turnover rate of stocks. Open positions range from several days to several months.
The Hedging always refers to the portfolio with the maximum number of stocks.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
Model Trading Portfolio with SP500 index stocks, with Hedging by selling SP500 futures.
The portfolio consists of 20 stocks.
The amount invested in each package must be 1/20 of the total value of the portfolio.
High turnover rate of stocks. Open positions range from several days to several months.
The Hedging always refers to the portfolio with the maximum number of stocks.
For personal portfolios larger than the value of 1 MICRO S&P 500 Future contract.
MICRO S&P 500 Futures x5; MINI S&P 500 Futures x50.
In bullish trends for the EUR and bearish trends for the USD, to maintain the value in EUR of investments in USD, EUR/USD futures (LONG) are purchased for an amount equivalent to the amount invested in USD.
In downward trends for the EUR and upward trends for the USD, in order to maintain the USD value of investments in EUR, EUR/USD futures (SHORT) are sold for an amount equivalent to the amount invested in EUR.
Futures EUR/USD: MICRO 12,500 euros; MINI 62,500 euros; EUR/USD 125,000 euros; EURODOLLAR 1,000,000 euros.