“We generate entry model base on institutional data and not out of thin air we look at what institutions are doing such as the non-commercials vs commercials to know how to position our entries for a 1-10day price projection. We guarantee a 70-89% win rate and an 87% consistency score over the long run."

“We provide an opportunity to trade on the institutional side of the market . We project price movement when institutions start taking profits. And it is  common knowledge that big banks and institutions trade billions in capital and it is impossible for them to close all their positions at the same time so it takes 1-3 week before they can close out all their positions. We use this as an opportunity for all our entries so as to stay on the institutional side of the market making consistent profits with little to no losses.”

“Net Positioning refers to an investor's overall exposure, calculated as the difference between their total long positions (stocks they own) and their total short positions (stocks they've borrowed and sold), revealing if they are leaning bullish (net long) or bearish (net short).”

“A CFTC report, most commonly referring to the Commitment of Traders (COT) Report, is a weekly publication by the U.S. Commodity Futures Trading Commission that details market positioning in futures and options markets, breaking down long, short, and spread positions by major trader types (Commercials, Non-Commercials, Non-Reportable) to gauge market sentiment and trends.”