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Opalesque Exclusive: HiProb US System launches new CTA with Brazilian flavour The HiProb US System is a short term mean reversion strategy that primarily trades stock index futures. It is a unique quantitative trading strategy designed by a Brazilian software company whose focus is on mechanical trading systems. The firm specializes in the development of trading strategies designed to capitalize on short term price movements across stock indexes, treasury and currency futures markets. The strategy was developed through a rigorous quantitative study of a large data base of historical prices. HiProb US has been tested to provide the potential for consistent results and low drawdowns over a range of varying market conditions and was designed to have a low correlation with trend following strategies.

Playing with short-term price movements HiProb US utilizes short term strategies and generally holds a position from 6 – 10 days. By determining an appropriate Value Zone for entry, the system will buy/sell high probability short term price movements in the direction of the long-term market trend. The system uses price relationships and volatility to identify market conditions when significant short-term price movements are more likely than normal. Mean-reversion strategies are designed to capture consolidating price movements in choppy markets. These systems identify price levels where the market has reversed its short-term price movement and is likely ......................

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