CTA Relative Value

CTA Relative Value

CTA Relative Value – Dislocation Scanner & Portfolio Module

Markets do not move in isolation.
They move in relation to each other.

CTA Relative Value is designed to identify and display these relationships.

Default behavior

By default, this product operates as a scanner and analysis tool.

It does not require automated trading to function.

Instead, it continuously evaluates multiple instruments and highlights:

• relative mispricing
• temporary divergence
• structural imbalance between markets

All results are presented directly in the chart via a structured HUD.

What this is NOT

• not a single-symbol signal generator
• not an indicator-based prediction tool
• not a grid or recovery system
• not dependent on one market direction

It does not attempt to predict price.
It evaluates relationships between markets.

What it actually does

CTA Relative Value scans pairs of instruments and detects:

• deviation from normal behavior
• spread expansion beyond expected range
• potential rebalancing conditions

It provides:

• structured ranking of opportunities
• lifecycle state visualization
• normalized deviation context

This allows the user to understand:

where imbalance exists — and when it begins to resolve

Optional automation

The system includes an optional trading mode, which can be enabled by the user.

When activated, it can execute trades based on the same internal logic.

However:

automated trading is not required for the product to function

The scanner remains the core component.

Role in a portfolio

CTA Relative Value is designed to complement other systematic approaches.

• CTA King = trend (expansion)
• CTA Queen = mean reversion (contraction)
• CTA Relative Value = inter-market dislocation

Together, they form a more complete structure:

• different market conditions
• different trade logic
• different return drivers

Important reality

• not every divergence resolves
• relationships can temporarily break
• signals may fail

This is expected.

The system is designed to identify imbalance — not to guarantee outcomes.

Who should NOT use this

• users looking for a simple one-chart EA
• users expecting constant signals
• users unfamiliar with portfolio-based trading

Who this is for

• traders building systematic portfolios
• users of CTA King / CTA Queen
• traders seeking diversification beyond direction

Final statement

This is not a standalone “profit engine”.

It is a structural component.

Its value becomes clear when used as part of a broader system.

If you are looking for a single signal, this is not it.

If you understand market relationships, this is where it fits.