Turning Volatility into Opportunity
A systematic trading framework built to engage with market movement—methodically, consistently, and without emotional noise.
The S&P 500 Stock Index Futures Contract—traded under the symbol ES on the CME—has been called the “Ultimate Contract” since its debut in 1982. It is the most liquid and capital-efficient way to gain exposure to the U.S. stock market. SJC trades this instrument both day and night, engaging with price movements around the world in real-time.
Core Trading Methodology
Orders are spaced at each 1% move in the index, distributing exposure across a range of price levels.
Each position is maintained until it becomes profitable under the strategy’s parameters.
Our algorithmic model is designed to operate 24/7 to respond to global events.
Each SJC account is pre-funded with reserves sized to endure even a hypothetical 100% collapse in S&P 500 futures. We add or adjust positions only while those reserves remain fully intact, ensuring we can stay invested through the market’s worst-case storms.
While S&P Futures are the focus, the Fund may also allocate capital opportunistically to:
Options on Indexes, ETFs, or Cryptocurrencies
Used to hedge positions or enhance return potential during periods of heightened volatility. These instruments allow the Fund to express directional views or manage downside risk in tandem with core futures positions.
Exchange-traded funds
Deployed selectively to gain broad exposure or rebalance risk when direct futures markets may be less efficient or during specific economic events. ETFs offer additional liquidity and diversification without deviating from macro alignment.
Commodities, currencies, or forward contracts on global exchanges
Utilized opportunistically when macroeconomic signals or global dislocations suggest short-term pricing inefficiencies. These instruments are only engaged when they align with the Fund’s core tactical thesis and volatility profile.
These are selectively used when they support the core strategy and risk posture.
How Our Structured Approach Engages Market Opportunity
Structured Entry Points:
Trades are placed at pre-defined intervals, aiming to reduce reliance on timing individual market moves.
Broad Market Exposure:
The strategy focuses on index-level futures contracts, providing diversified market coverage rather than single-stock concentration.
Data-Driven Framework:
The model is informed by historical volatility data and continuously reviewed to align with market conditions.
Emotion-Resistant Approach:
By adhering to a rules-based strategy, the model seeks to mitigate the influence of emotion-driven decision-making.
