What Markets Do We Trade?

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​The methods described on this site are traded on a portfolio of 44 futures markets. Only the most liquid markets are considered, such that spreads are narrow and liquidity high. This is not always the case in thinly traded markets, such as  milk, which we don't trade.
Futures markets allow plenty of diversification within the portfolio. We can trade many non-correlated sectors, for example a position in coffee is unlikely to be affected by the movement of a stock index or gold. 

One area where the portfolio appears to be overweight is the currency sector.
​The FOREX market is the biggest most liquid market traded worldwide and there are many currencies crossed against the USD as well as currency pairs, such as EUR/JPY and so on. Therefore there remains a larger number of currencies available to chose from, whereas there are only a handful of grains (corn, soybeans) or softs, such as coffee and orange juice in other sectors of the portfolio.
We are mindful when trading USD based currencies of the risk of strong correlation and therefore not all potential setups are traded at the same time.
Diversification and non-correlation within the portfolio are provided by the large spectrum of markets included, along with the robust methods applied, help achieve consistent results overall.