About Us
For years, the commodities market has been a hard-to-access domain for investors seeking high-risk, high-reward opportunities. However, with the automation of the trading floors in 2005 and the advancements in technology, the commodities markets have become increasingly accessible to the individual investor. ExitPoints’ 90 years of combined futures trading experience has created mechanical futures trading systems to aid investors gain access to these markets.
Our trading systems work hand-in-hand with today’s automated trading platforms — no longer will your financial portfolio be manipulated by any one individual broker, financial planner or trader that is limited by human emotion. All of ExitPoints’ systems, being out of the market at the end of the trading session each day, give the investor a smaller amount of risk and return per trade than longer trading time frame systems.
Our systems are highly reliable with a proven track record of success. We highly encourage investors to check out our active portfolio, which is viewable through Collective2.
Note: Keep in mind that regardless of the consistency of the past performance that past results are not indicative of future gains. There is always risk in trading these markets, and only you can determine the appropriate amount of money to be used. However we feel that we offer a very fair risk reward ratio coupled with a wide range of diversification to an otherwise risky market.
Our systems are highly reliable with a proven track record of success. We highly encourage investors to check out our active portfolio, which is viewable through Collective2.
Note: Keep in mind that regardless of the consistency of the past performance that past results are not indicative of future gains. There is always risk in trading these markets, and only you can determine the appropriate amount of money to be used. However we feel that we offer a very fair risk reward ratio coupled with a wide range of diversification to an otherwise risky market.
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Thomas’ journey in and passion for Futures began after opening up his first trading account at the age of fifteen.
In 1998, Thomas began his professional career in programming for National Health Services, where he designed and authored an Agency Management System geared at increasing corporate effectiveness and streamlined efficiency. Within two years he was named Director of Information Technology.
After four successful years with National Health Services, Thomas decided it was time to further his education. He obtained a degree from the University of Houston in 2002. Simultaneously employed at Apache Services as their Information Systems Manager.
In 2005 Thomas went to work at Mid-Continent General Agency, where he was the Information Systems Manager of the IT department, tasked with authoring propriety software for policy issuance and customer management.
Thomas co-founded the futures trading analyst firm Exit Points, LLC in 2003, with his father Dave, where he has utilized his skills in business management and software development. Together they have been successful in establishing the “right mix” of markets that have revolutionized the concept of automated futures trading in order to develop economical systems that limit client risk and exposure and still remain consistent.
Dave began his advanced education began in 1965 at North Carolina State University, graduating in 1969 with honors in the Mathematics and Physics programs. Later receiving a Masters in Physics and additional Masters in Statistics in 1974. After graduating, he joined Lockheed Electronics Co. as an assistant scientist at the Johnson Space Center in Houston. and further appointed as Principal Scientist, Lockheed’s highest technical level, to design a management information system for the Shuttle Program (“Dwell Spot Technology”).
After some transitioning, Dave served as the manager of the Shuttle Tape Recorder Laboratory, helping design management information systems for NASA and developing critical tools and software for the status and management of the shuttle recorders. Around this time, Lockheed began forming a new group to specialize in expert system development–one of the five main branches of artificial intelligence. This groundbreaking technology was so new that Lockheed could not hire those with the necessary skills, instead deciding to pick some of their best scientists and engineers and train them. Dave was selected to be one of these founding members.
Then a twist occurred; he had dabbled as a private investor in stocks and futures, self-educating on market timing. All the skills in pattern recognition, statistics and expert systems that he had acquired were suddenly connected and applicable to a real financial problem. In 1986, Dave sent a proposal to Robert Prechter, whose company–Elliott Wave International (EWI)–advertises that it is the world’s largest market forecasting firm:
“I wanted to program the Elliott Wave Principle.
I knew it was a long shot but I really wanted to be the one to do this.“
Mr. Prechter invited Dave to his seminar in Los Angeles, CA, where after his presentation, they discussed the project proposal. After approval from both Mr. Prechter and Lockheed, Dave put together a team of five scientists to program and automate the highly successful Elliott Wave Principle (“EWAVES”) until 1999.
During this time, Dave was assigned to extract ALL of the useful Elliott Wave Principle information he could glean from Robert Prechter himself to incorporate this information into EWAVES. All missing logic (like “where do I start counting”) was identified and reasonable approaches programmed. All rules and guidelines were documented, many had never been written down anywhere else before. EWAVES identifies where the price is in the unfolding fractal pattern thereby permitting the forecasting of future market movement consistently and reliably—EWAVES could outperform human analysts.
While at EWI, Dave was privileged to work with some of the best futures analysts in the world. During this time he dedicated himself to learning about market forecasting indicators, trading and portfolio management– upon passing the series 3 tests and registered as a CTA, Dave began building trading systems for ExitPoints.com.
Dave returned in 2003 to EWI to incorporate all the new research findings regarding the Elliott Wave Principle discovered, later designing and developing an artificial intelligent trading module for EWAVES, a way to employ the capabilities of EWAVES.
Since finishing the Elliott Wave based trading system for EWI in February 2013, Dave is now focused full time on the trading systems at ExitPoints.com. ExitPoints has very consistent and robust day, swing, and position time frame systems for the futures markets. All systems have been developed with decades of price data and scores of markets. All Dave Register’s skill as a statistician, knowledge engineer, and commodities analyst has been passionately poured into the ExitPoints systems.
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Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and onlythose with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.