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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.
Altered Expectations 
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.
Basic Requirements 
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 $60 USD. Please note that performance outcomes (as outlined in Figure 1 below) are based on profits realized from maintaining this level of capitalization.
Performance-Based Monthly Subscription 
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 $549.95 CAD, or roughly $535.75 USD given prevailing exchange rates i.e. the lowest percentage of monthly fees ever applied to Active Trader profits.
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.
 Performance: Latest vs YTD vs Historical Data 
Since the inception of our Active Trader research in April 2007, Marketpolygraph has yet to realize a weekly loss. Our performance statistics simply speak for themselves:
| Active Trader Performance |
| |
Closed Trades |
Accuracy Rate |
Total Revenue |
Intraweek ROI |
| Last Week's Trading (1-Mar-10) |
| 1000 Shares |
7 |
71.43% |
$2,050 |
4.19% |
| |
Year to Date |
| 1000 Shares |
70 |
76.94% |
$23,150 |
39.56% |
| |
Historical Performance |
| 2007* |
398 |
73.34% |
130.77% |
202.72% |
| 2008 |
386 |
71.58% |
171.59% |
244.19% |
| 2009 |
353 |
76.06% |
216.71% |
230.75% |
| |
Historical Parameters |
| Min |
5 |
61.54% |
$0 |
0.00% |
| Max |
17 |
100.00%** |
$8,400 |
20.21% |
Become an Active Trader 
To be considered for the service, simply send an e-mail to active@marketpolygraph.com outlining your trading history and experience with your intraday research provider and/or your suitability to engage in the task at hand. By sending an e-mail to this address, you have read and agreed with all of the Terms and Conditions of Service. Submissions are on a first-come first-serve basis, and only those deemed satisfactory will be added to Marketpolygraph’s circulation list. Notification by e-mail will typically occur within 2 to 3 business days of receipt, including details regarding the initial first-month trial period along with instructions allowing you access to the real-time research signals.
Please note that in the interest of maintaining optimal tradability of Marketpolygraph’s intraday signals, the Active Trader circulation list will be open to a limited number of private investors. In the interim, suitable prospective participants will be notified of the next available opening relative to the their position in the Active Trader waiting list.
*Active Trader was launched on April 2, 2007. In addition, please note that annual gross revenue has been replaced by (bolded) yearly ROI in order to contrast private investor and Marketpolygraph absolute returns.
**A rate of 100% was achieved where each closed trade successfully avoided realizing a loss.
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"High-frequency trading firms...which make up roughly 50% of stock trading volume, according to analysts, now engross all types of money managers." Geoffrey Rogow Dow Jones Newswires The Wall Street JournalDecember 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 Group Reuters.comApril 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 Euronext Nightly Business Report |PBSApril 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.comMay 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 Exchange ComputerworldUK.comMay 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..." Richard Martin InformationWeek.comApril 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." Andrew Clark Business.Guardian.co.ukOctober 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…" Emily Thornton BusinessWeek.comJune 12, 2006
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