Trading Signals For Professional Traders And Hedge Funds
The signal service we provide is based on our strategies and covers S&P 100 stocks for high capacity and liquidity.
Description | Weekly signals for S&P 100 stocks |
What you get | Long-only mean-reversion entry and exit signals Long/short signals |
When you get it | During the weekend and at least 12 hours before the market open of the following week |
Price: $995/3 months Contact us for purchase link. Please include the following:
- Fund/Company name
- Your name and position
- Telephone number
- Website
Note that this service is only available to professional traders and hedge funds. We reserve the right to deny requests for subscriptions if interested parties do not meet required qualification or do not provide requested information.
Conditions
In all cases above you decide what to do with the signals, how to manage the portfolio and the risk and money management method. We only provide the signals for educations purposes only. All trade signals, long, sell, short or cover, etc., are for the open of the next weekly bar.
Renewals and refunds
There are no auto renewals or recurring billing. All subscriptions must be manually renewed. There are no refunds for cancellations.
Terms
All purchases are final and there are no refunds. You will receive the password for signal page by email within 48 hours from payment. Please read our disclaimer below.
Performance reports
01/02/2018 – 02/16/2018
Sample report
For a sample report click here
Disclaimer
The signals are provided for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness or timeliness for any particular purposes of any signals. Under no circumstances the signals should be treated as financial advice. The author of this website is not a registered financial advisor. Before subscribing please read our Disclaimer and Terms and Conditions. Acceptance of the terms and conditions is required before subscribing.
Copyright notice: Any unauthorized copy, reproduction, distribution, publication, display, modification, or transmission of any part of this report is strictly prohibited without prior written permission.