Alsanaviss Trading Strategy Overview

Systematic trend-following with volatility-based position sizing

Core Trading Parameters

1%
Risk Per Trade
2 ATR
Stop Loss
20 Days
Entry Signal
10 Days
Exit Signal
4 Units
Max/Market
20%
Max Risk

Entry Rules

Long Entry

  1. Price breaks above 20-day high
  2. Calculate position size: (Equity × 1%) / (ATR × Point Value × 2)
  3. Enter at market on next bar
  4. Place stop loss 2 ATR below entry

Short Entry

  1. Price breaks below 20-day low
  2. Calculate position size: (Equity × 1%) / (ATR × Point Value × 2)
  3. Enter at market on next bar
  4. Place stop loss 2 ATR above entry

Exit Rules

Profit Target Exit

  • Long: Exit when price breaks below 10-day low
  • Short: Exit when price breaks above 10-day high
  • Allows profits to run while protecting gains

Stop Loss Exit

  • Initial stop: 2 ATR from entry
  • Trailing stop: Move to 2 ATR from newest unit
  • Never move stops closer than 2 ATR

Position Sizing Formula

Number of Contracts = (Account Equity × 0.01) / (20-Day ATR × Point Value × 2)

Always round down to the nearest whole contract

Pyramiding Strategy

Unit Entry Trigger Position Size Stop Adjustment
Initial 20-day breakout 1 unit (1% risk) 2 ATR from entry
Unit 2 Price +0.5 ATR 1 unit (1% risk) All stops to 2 ATR from Unit 2
Unit 3 Price +1.0 ATR 1 unit (1% risk) All stops to 2 ATR from Unit 3
Unit 4 Price +1.5 ATR 1 unit (1% risk) All stops to 2 ATR from Unit 4

Risk Management Rules

Position Limits

  • Single Market: Maximum 4 units (4% risk)
  • Closely Correlated: Maximum 6 units (6% risk)
  • Loosely Correlated: Maximum 10 units (10% risk)
  • Total Portfolio: Maximum 20 units (20% risk)

Emergency Rules

  • Stop new trades at -10% monthly drawdown
  • Exit all positions at -20% account drawdown
  • Reduce to 0.5% risk after 5 consecutive losses
  • Return to 1% risk after 3 winning trades

Position Size Calculator

Calculate optimal position sizes based on account equity and market volatility

Quick Calculator

Pyramiding Calculator

Risk Management Dashboard

Monitor and manage portfolio risk exposure

Portfolio Risk Monitor

Correlation Checker

Risk Limits Reference

Risk Type Maximum Allowed Current Status Action Required
Single Market Risk 4% (4 units) - -
Correlated Markets Risk 6% (6 units) - -
Total Portfolio Risk 20% (20 units) - -
Monthly Drawdown 10% (Stop new trades) - -

Futures Markets Database

Complete specifications and current pricing for all tradeable markets

Energy
Metals
Grains
Softs
Livestock
Currencies
Financials
Indices

Market Correlations Matrix

Detailed correlation coefficients between futures markets

Strong Positive (>0.70)
Moderate (0.40-0.70)
Inverse (<-0.30)
Full Matrix
Market 1 Market 2 Correlation Max Combined Units Notes
Market 1 Market 2 Correlation Max Combined Units Notes
Market 1 Market 2 Correlation Hedge Potential Notes

Data Management Center

Import, export, and update market data

Export Data

Current Database

Export all market data including prices, margins, and specifications

Import Data

Import Format

CSV files must match the export format exactly. Use templates below for reference.

Download Templates

Data Sources