For those investors whose interests (and portfolios) have broadened to include active trading strategies aimed at realizing accelerated capital gains through the exploit of the market’s intraday price movements, Marketpolygraph has the solution designed to tap into this vast potential.
Unlike the familiar buy-and-hold strategy, momentary effects of daily price fluctuations are far too important to be ignored given that short-term movements of liquid equities can in fact be predicted with astonishing accuracy—and astonishing clarity. Furthermore, unlike other research services, Marketpolygraph goes well beyond the existing research service paradigm by solely backing up its predictive capability with monthly profit performance benchmarks in addition to weekly trading performance updates as outlined below. It is truly possible to take control of your active trading results.
Consider the following implications of Marketpolygraph’s intraday service for equities from both a time and dollar-cost perspective:
- Immediately partake in a new paradigm that enables investors to realize their dream of being both “under-worked and over-paid.” Indeed, investor independence is delivered one real-time trading signal at a time.
- Immediately suspend all training-related activities pertaining to complex (and often contradictory) trading tools and techniques, specialized seminar courses or tutorials, and/or extensive independent readings.
- Immediately suspend all management-related activities pertaining to the continued vigilance of industry/company headlines and analyst and/or annual reports.
- Immediately suspend all stress-related emotions pertaining to the noble attempt to out-think the market every single day—especially the intraday market.
Regardless of the specific equity to be traded within a typical morning trading session or the market’s given intraday behavior, only a few simple prerequisites for success are required:
Long/Short Trading Experience All trading signals are time- and price-stamped in order to gauge real-time and absolute performance; furthermore, Active Trader does not chase intraday price spikes.
Consistent Part-Time Availability The service is specifically targeted towards those private investors who are available to log on prior to the open of each session (i.e. prior to 9:30AM EST) and who are also able to keep fully abreast of the research during each and every 3-hour trading session over the long run.
Block Trades of 1000 Shares The price range of Active Trader's portfolio of U.S. equities rarely exceeds $65 USD. Please note that performance outcomes (as outlined in Figure 1 below) are based on profits realized from maintaining this level of capitalization.
Since its inception in 2007, Marketpolygraph Active Trader has maintained an exceptionally high level of performance and consistency. In addition, the monthly fee—which can be expressed as an average percentage of total Active Trader profits as seen in Figure 1 below—has seen investors’ retained profits increase from 65% to well over 85% of Active Trader profits. This increase in retained profits is further detailed in the Performance chart that follows, where Marketpolygraph’s exceptional triple-digit annual returns nevertheless entail a very reasonable monthly rate of $339.00 CAD, or roughly $325.75 USD given prevailing exchange rates i.e. the lowest percentage of monthly fees ever applied to Active Trader profits.
Performance-Based Monthly Subscription
Figure 1: Schedule of Annual Profit Outcomes
Marketpolygraph’s commitment to exceptional intraday market timing also means that a given month’s trading profits must at a minimum match the monthly subscription fee, and in the event that this outcome is missed at the conclusion of the 30-day period, a full refund for the given month will be issued.
Since the inception of our Active Trader research in April 2007, Marketpolygraph has realized only one weekly loss. Although past performance is no guarantee of future results, our performance statistics simply continue to speak for themselves:
Performance: Latest vs YTD vs Historical Data
|Active Trader Performance
|Last Week's Trading (21-May-12)
||Year to Date
*Active Trader was launched on April 2, 2007 and remained active for every subsequent week until being withdrawn on May 25, 2012 as a result of evolving priorities; whether the service is to be relaunched at some point in the future remains to be seen. Nevertheless, it is worth noting that annual gross revenue has been replaced by (bolded) yearly ROI in order to contrast private investor and Marketpolygraph absolute returns in each year of research service availability.
**A rate of 100% was achieved given that each closed trade successfully avoided realizing a loss.
"High-frequency trading firms...which make up roughly 50% of stock trading volume, according to analysts, now engross all types of money managers."
Dow Jones NewswiresThe Wall Street Journal
December 28, 2009
"'The average size of a stock trade on an exchange fell from close to 1,500 shares per trade a decade ago, to just 250 today. That trend developed at the same time hedge funds and institutional investors found it profitable to make riskier, more leveraged bets at faster speeds.'"
Robert Iati, Partner
The Tabb GroupReuters.com
April 21, 2008
"'What's very different about today is the demographics of order flow...A lot of today's market participants were not around five, 10, 15 years ago when they're looking at the previous downturns. They are huge providers of volume on a daily basis, who I don't think really care whether it's a bull market or a bear market because they're short-term investors.'"
Duncan Niederauer, CEO
NYSE EuronextNightly Business Report |PBS
April 09, 2008
"'Speculation comes in and destroys trends...It accelerates the trend. It gets you closer to the truth faster.'"
Jim Simons, President
Renaissance Technologies Corp.HedgeWorld.com
May 23, 2007
"'We are seeing a permanent shift in the nature of order flow as new, higher velocity electronic (algorithmic/black box) trading strategies are increasingly deployed by hedge funds, intermediaries and specialist technical trading firms.'"
Clara Furse, CEO
London Stock ExchangeComputerworldUK.com
May 16, 2007
"Executing complex strategies based on arcane mathematical formulas, algorithmic trading systems generate thousands of buy and sell orders every second, many of which are canceled and overridden by subsequent orders, sometimes only a few seconds apart. The goal of these computer traders is to profit from minute, fleeting price anomalies..."
April 23, 2007
"Of the 40 million buy or sell orders placed daily on the NYSE, some 80% are cancelled before execution. Many are computer-generated algorithmic trades which are placed in the hope of a sudden, tiny price movement sufficient to make a quick buck."
October 9, 2006
"Led by Goldman, many investment banks now do more trading than all but the biggest hedge funds...They've produced record earnings and boosted asset bases to unheard of sizes, making even bigger bets possible. Although the scale of trading activity has soared, risk now accounts for about the same percentage of brokers' total equity as it did in the 1990s…"
June 12, 2006