Elephant Hunter is a strategic reversion model that targets large adverse moves in SPY. It activates after significant drawdowns (RDD/MAM spikes), seeking recovery back to the original gap-close target. Entries are selective and based on extreme MAM ratios, with measured exits on target achievement or exhaustion.
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Coming soon: A full list of historical trades made by Elephant Hunter, including entry/exit points, dates, contract sizes, and outcomes.
This strategy identifies trades when the ratio of running drawdown to max adverse move (RDD/MAM) exceeds a certain threshold. Entry is triggered on the next available open after a qualifying signal. Recovery is tracked for up to 10 trading days or until the target is hit. Exits may also be forced based on time-based exhaustion.
Strategy updated: Apr 2025
Focus: Outlier reversion targeting, RDD/MAM-driven entries