FinCURVE
The technique is not like traditional Technical Analysis; it will not output both long and short conditions for a contract at a any time. It will only give a signal in one particular direction and starting from a particular time.
2011 performance speaks for itself, however when used as a trigger for geared positions in Listed Options the returns are dramatically higher. Finex LLP outputs full post trade analytics for all our trades, comparing futures vs. options relative profitability.
In 2011 FinCURVE returned 1800bp in STIRS and 6000 ticks in Bonds. All the trades and the full methodology work though is described in the 2011 Trader Diary, which is available to download (PDF, 8MB).
