A MiniFutures trend trader for all kinds of indices
--- VISION --- Using Minifutures to leverage indice returns. Use volatility/derivate of trend in order to choose minifuture starting price correctly. Or something simiar.
--- General trading algorithm ---
Split fund into X equally big piles, buy mfs and set timer for first re-purchase
Pick longest-in-market pile
Sell all mfs in pile
Measure trend and volatility
Calculate optimal mf price based on step 3
Buy as many mfs as you can up to (sum(X)+deposits) / X
Set time until next purchase
Goto 2