{"product_id":"1bn-multi-asset-vca-of-1000-stocks-100-futures","title":"$1bn Multi Asset VCA of 1000 stocks + 100 Futures","description":"\u003cp\u003eDPT Multi Asset 1100\u003c\/p\u003e\n\u003col class=\"qwen-markdown-list\" start=\"1\" dir=\"ltr\"\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\" data-spm-anchor-id=\"a2ty_o01.29997173.0.i0.54ef55fbPPuNOC\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eTake the exact 1,000 equities from Phase 2.\u003c\/span\u003e\u003c\/li\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-text\"\u003eMerge them with the \u003c\/span\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e100 Liquid Futures\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e continuous contracts.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-text\"\u003eApply C4 Multi-Asset Rules:\u003c\/span\u003e\n\u003cul class=\"qwen-markdown-list\" dir=\"ltr\"\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cem class=\"qwen-markdown-em\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eCorrelation Clustering:\u003c\/span\u003e\u003c\/em\u003e\u003cspan class=\"qwen-markdown-text\"\u003e C4 must recognize that a BTD signal on AAPL and a BTD signal on NQ are correlated. It will cap the combined exposure.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cem class=\"qwen-markdown-em\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eFutures Roll Logic:\u003c\/span\u003e\u003c\/em\u003e\u003cspan class=\"qwen-markdown-text\"\u003e Automatically roll futures contracts without generating false BTD\/STR signals from the price gap.\u003c\/span\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003c\/li\u003e\n\u003c\/ol\u003e\n\u003cdiv class=\"qwen-markdown-paragraph\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-text\" data-spm-anchor-id=\"a2ty_o01.29997173.0.i4.54ef55fbPPuNOC\"\u003eUsing our highly conservative \u003c\/span\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e0.30% net profit per trade\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e and \u003c\/span\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"ltr\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e4% position sizing\u003c\/span\u003e\u003c\/strong\u003e\u003cspan class=\"qwen-markdown-text\"\u003e:\u003c\/span\u003e\n\u003c\/div\u003e\n\u003cdiv class=\"qwen-markdown-space\"\u003e\u003cbr\u003e\u003c\/div\u003e\n\u003cul class=\"qwen-markdown-list\" dir=\"ltr\"\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eReturn per Trade on Total NAV:\u003c\/span\u003e\u003c\/span\u003e\u003cspan class=\"qwen-markdown-text\"\u003e 0.30% × 4% = \u003c\/span\u003e\u003cspan class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e0.012% (1.2 bps)\u003c\/span\u003e\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eTotal Annual Trades:\u003c\/span\u003e\u003c\/span\u003e\u003cspan class=\"qwen-markdown-text\"\u003e 6,600\u003c\/span\u003e\n\u003c\/li\u003e\n\u003cli class=\"qwen-markdown-list-item\" dir=\"ltr\"\u003e\n\u003cspan class=\"qwen-markdown-strong\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003eThe \"X%\" Annual Return:\u003c\/span\u003e\u003c\/span\u003e\u003cspan class=\"qwen-markdown-text\"\u003e 6,600 × 0.012% = \u003c\/span\u003e\u003cspan style=\"color: rgb(255, 42, 0);\"\u003e\u003cstrong class=\"qwen-markdown-strong\" dir=\"auto\"\u003e\u003cspan class=\"qwen-markdown-text\"\u003e79.2%\u003c\/span\u003e\u003c\/strong\u003e\u003c\/span\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"Daily Pro Trader","offers":[{"title":"Default Title","offer_id":43396283793443,"sku":null,"price":100.0,"currency_code":"USD","in_stock":false}],"url":"https:\/\/dailyprotrader.com\/products\/1bn-multi-asset-vca-of-1000-stocks-100-futures","provider":"Daily Pro Trader","version":"1.0","type":"link"}