CTA Relative Value
- Utilità
- Frank Paetsch
- Versione: 1.0
- Attivazioni: 5
CTA Relative Value – Dislocation Scanner & Portfolio Module
Markets do not move in isolation.
They move in relation to each other.
CTA Relative Value is designed to identify and display these relationships.
Default behavior
By default, this product operates as a scanner and analysis tool.
It does not require automated trading to function.
Instead, it continuously evaluates multiple instruments and highlights:
- relative mispricing
- temporary divergence
- structural imbalance between markets
All results are presented directly in the chart via a structured HUD.
What this is NOT
- not a single-symbol signal generator
- not an indicator-based prediction tool
- not a grid or recovery system
- not dependent on one market direction
It does not attempt to predict price.
It evaluates relationships between markets.
What it actually does
CTA Relative Value scans pairs of instruments and detects:
- deviation from normal behavior
- spread expansion beyond expected range
- potential rebalancing conditions
It provides:
- structured ranking of opportunities
- lifecycle state visualization
- normalized deviation context
This allows the user to understand:
where imbalance exists — and when it begins to resolve
Optional automation
The system includes an optional trading mode, which can be enabled by the user.
When activated, it can execute trades based on the same internal logic.
However:
automated trading is not required for the product to function
The scanner remains the core component.
Role in a portfolio
CTA Relative Value is designed to complement other systematic approaches.
- CTA King = trend (expansion)
- CTA Queen = mean reversion (contraction)
- CTA Relative Value = inter-market dislocation
Together, they form a more complete structure:
- different market conditions
- different trade logic
- different return drivers
Important reality
- not every divergence resolves
- relationships can temporarily break
- signals may fail
This is expected.
The system is designed to identify imbalance — not to guarantee outcomes.
Who should NOT use this
- users looking for a simple one-chart EA
- users expecting constant signals
- users unfamiliar with portfolio-based trading
Who this is for
- traders building systematic portfolios
- users of CTA King / CTA Queen
- traders seeking diversification beyond direction
Final statement
This is not a standalone “profit engine”.
It is a structural component.
Its value becomes clear when used as part of a broader system.
If you are looking for a single signal, this is not it.
If you understand market relationships, this is where it fits.
