The Aberration Trading Systems
The Aztec Trading System was developed by Keith Fitschen in 1998. The Aztec Trading System is a multi-commodity, intermediate term trend following mechanical system.
The Aztec Trading System uses trend and volatility cues in the commodity markets to make trading decisions and operates in two different modes.
In Mode 1, the Aztec Trading System is almost always in the market, alternating between long and short positions. Mode 1 uses stop orders for entrys, reversals, and exits.
In Mode 2, the Aztec Trading System uses similar entry logic to Mode 1, but only takes trades in the direction of the longer-term trend.
Mode 2 enters, exits, and reverses using Market On Open orders The Aztec Trading System fills the need in the TSI Portfolios for a shorter term trend following program to assist in increasing profitability, decreasing time between drawdown and the magnitude of those drawdowns, and to increase overall diversification.
The Aztec Trading System is included as a sub-system in all TSI Portfolios.