The relationship is
the signal.
A practitioner’s view of why we trade what we trade, the way we trade it.
A concentrated
index.
The Nasdaq-100 is one of the most concentrated major equity indices in the world. Its top constituents — the so-called Big Seven, or whichever seven currently dominate the weighting — account for a disproportionate share of the index’s value and, critically, of its day-to-day price movement.
When a small number of names move the index, the price action of those names is not a side story. It is, in a measurable sense, the index itself.
The futures contract
is a derivative.
The NQ futures contract derives its value from the Nasdaq-100 index, which derives its value from its constituents. In a perfectly efficient market, the relationship between the weights and the futures contract would be instantaneous and lossless. In the actual market, it is not. Information moves at different speeds through different instruments. Liquidity is asymmetric. Order flow in the futures pit and order flow in the underlying equities respond to different participants on different timescales.
The gap between the index’s constituents and the futures contract that tracks them is, at any given moment, a small window of structural information.
“A market is a relationship. To read it is to read the relationship between its parts.”
An old idea, in a new form
We listen to
the divergence.
The Hendriks Wealth Program is built around the systematic measurement of that divergence and the disciplined translation of that measurement into trading decisions. The core engine tracks the relationship between the Nasdaq’s heaviest weights and the underlying NQ contract, second by second, quantifies it, and acts on it within a tightly defined framework of risk and execution rules.
What makes the approach robust is not any single signal. It is the layering. Multiple complementary engines watch the same relationship from different angles — trend, range, volatility regime, time of day — and the firm’s infrastructure determines which engines are appropriate to a given market state. No single strategy is asked to be right in every regime. The ensemble is.
We will not promise returns.
A registered Commodity Trading Advisor cannot lawfully promise a future return, and any firm that does should be regarded with suspicion. We do not, and we will not.
What we will say is that the methodology is rigorous, the infrastructure is serious, the regulation is real, and the research never stops. That is the substance of the work. The results, where they come, are the results of doing the work well.
Trading futures involves substantial risk of loss. Past performance is not necessarily indicative of future results.
The methodology in full lives in the Disclosure Document.
The page you have just read is, by necessity, a high-level summary. The firm’s formal Disclosure Document contains the complete description of the trading program, the risks, the fees, and the conflicts of interest a prospective client must understand.
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