EP-ATLAS combines weekly options premium with EP-AIM11™, the full eleven-rung implementation of the ExitPoints Always-in-the-Market futures hedge.
Each week, the strategy evaluates a diversified universe of futures markets, identifies those meeting its volatility requirements, and ranks the qualifying opportunities before establishing new campaigns.
EP-ATLAS then uses the complete EP-AIM11 ladder to actively manage the futures hedge throughout the life of each selected options position.
Volatility changes constantly, not only through time, but from one market to another.
EP-ATLAS evaluates a broad universe of futures markets and compares current volatility conditions with each market’s own recent history.
Markets must qualify before being considered for a new campaign. The strongest qualifying opportunities are then prioritized for that week’s trading. This allows EP-ATLAS to seek opportunity across multiple futures sectors rather than depending upon a permanently fixed portfolio.
Evaluate the eligible futures universe and identify markets meeting the strategy’s volatility requirements.
Rank qualifying markets and select a limited number of the strongest candidates.
Write the weekly options straddle and establish the corresponding EP-AIM11 futures hedge.
Actively manage the futures position through the complete eleven-rung EP-AIM structure until the weekly campaign concludes.
EP-AIM11 is the defining hedge-management component of EP-ATLAS.
The system maintains an active futures position throughout the campaign and uses an eleven-rung price structure to govern how that position responds as the underlying market moves.
The expanded ladder provides multiple levels through which the hedge can adapt to changing price conditions. When appropriate levels are reached, the futures position can reverse between long and short as part of the predefined EP-AIM process.
The purpose is not to eliminate every loss or neutralize every market movement. EP-AIM11 is designed to systematically manage the directional risk of the options position while remaining responsive when sustained market moves develop.
EP-ATLAS should not be viewed simply as a short-straddle strategy with a protective futures position attached to it. ExitPoints research has demonstrated that the behavior of the actively managed futures hedge can be a meaningful component of overall strategy results.
For that reason, market selection, options premium, and EP-AIM11 hedge management are treated as parts of one coordinated trading process rather than as independent trades.
ExitPoints has studied EP-AIM11 across multiple futures markets and market environments.
That research has indicated that relative volatility can provide useful information about when conditions may be more favorable for the strategy.
EP-ATLAS incorporates this work into its market-selection process, evaluating current conditions before committing to each week’s campaigns. The research process continues as ExitPoints evaluates market selection, portfolio concentration, and hedge behavior across different market environments.