Short-Term and Day-Trading Programs
Day-trading programs exit positions the same day they entered them. So you won't be exposed to surprise moves overnight and you'll always know where your account stands at the end of each day. Short-term programs may exit positions the same day, or may maintain positions overnight to a few days.
By the way, "day trade" doesn't have to mean "active." Some day-trading programs invest only one to three times per week. Again, day trading simply refers to a style of investing where positions are not held overnight.
Please contact the developers directly for performance data and other information.
Aztec |
Big Blue-2 |
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D Master |
Delphi Universal |
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I Master |
Impetus |
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Qtech Bonds |
Qtech T-notes |
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R-MESA |
Russell Hourly |
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Russell Target |
Small Cap Trader II |
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Strategy Runner |
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Open An Account
To get started right away, download our account forms. Or, learn more about how to open an account and receive the Lind-Waldock Welcome Kit.
Contact Auto-Execute Services today!
You can call us at 800-243-0400, or email autoexecute@lind-waldock.com and a representative will be in touch.
Past performance is not necessarily indicative of future results. The trading of commodity interests entails the risk of substantial loss. Prospective investors should carefully read the Disclosure Document where applicable before making an investment decision.
*No representation is being made regarding the actual or hypothetical performance of the systems at any other brokerage firm or prior to the dates reflected above. These numbers include commissions, but not fees. Contrary to most published results, please note that these monthly returns are calculated based on closed trade profit/loss and do not include changes in open trade equity. Futures trading involves the substantial risk of loss and may not be suitable for all investors. Past performance is not necessarily indicative of future results. All information, including performance and program description, has not been reviewed or verified by Lind-Waldock.
