Hedge Fusion Strategy
Overview
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The Hedge Fusion Strategy is built for active options traders seeking to trade high-liquidity index options with a structured, risk-defined framework.
This strategy dynamically adapts to market conditions — deploying delta-neutral structures, directional hedged trades, and volatility-based position construction across major index ETFs.
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The goal is consistent alpha capture with controlled downside — pairing opportunistic directional exposure with market-neutral hedging techniques.
Features
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Automated execution available through Global Auto Trading
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No fixed subscription fees — compensation is variable and tied to value delivered, invoiced directly to clients
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Ability to capitalize on both bullish, bearish, and range-bound environments
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Structured to support scaling as profits are captured
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Risk-defined methodology with disciplined position sizing
What it Trades
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Primary Focus: SPY, QQQ, IWM, GLD, TLT
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Trade Types Include:
Delta-neutral and skewed straddle/strangle structures
Directional options trades with embedded hedges
0DTE/overnight volatility strategies
Macro-driven tactical positioning when warranted
How It Works
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Submit New Client Agreement Form here
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Determine Risk Budget (see below)
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Set up auto trading through Global Auto Trading
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Periodically review performance and make trade size/scaling adjustments as needed
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When applicable pay any invoiced fees
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Trade Size & Allocations
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The strategy is structured around a $300–$1,000 risk range per trade at 1x scale, depending on market conditions, signal confidence, and existing portfolio exposure.
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No traditional stop losses — premium defines maximum risk
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Some trades will expire worthless (-100%) by design
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Core trades are entered with the objective of producing 100%+ return potential
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Clients mirror the contract count specified on each signal at their selected scale.
This consistency is important to preserve the strategy's portfolio-level hedging and trade-structural integrity.
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Position sizing guidance is operational — not personal financial advice.
Each client is responsible for choosing their own risk level.​
Clients may start at 1x scale or elect a higher scale if appropriate for their account size and risk profile.
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Risk Budget & Scaling Framework
Clients should establish a Risk Budget — the capital they are willing to allocate and draw down in pursuit of returns.
This effectively represents the maximum drawdown tolerance and initial trading capital.
Common starting budgets:
Risk Tier Amount
Standard $25,000
Minimum $15,000
Illustrative only — not a recommendation.
This strategy is designed for performance-driven scale-up.
As net profits accumulate, clients may elect to increase their scale in increments of their starting risk budget.
Scaling Example
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Client begins at 1x with $25,000 Risk Budget
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Captures $25,000 net profit → increases to 2xNow $50,000 Risk Budget
Captures another $25,000 net profit → increases to 3xNow $75,000 Risk Budget
…continues as performance compounds
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The intent is disciplined scaling — increasing exposure only as profits justify expansion.