  Whether you trade futures for yourself or a hedge fund, your strategy is
counted. Long and short position limits make the number of unique strategies
finite. Formulas of the numbers of strategies, transactions, do nothing actions
are derived. A discrete distribution of actions, corresponding probability
mass, cumulative distribution and characteristic functions, moments, extreme
values are presented. Strategies time slice distributions are determined.
Vector properties of trading strategies are studied. Algebraic not associative,
commutative, initial magmas with invertible elements control trading positions
and strategies. Maximum profit strategies, MPS, and optimal trading elements
can define trading patterns. Dynkin introduced the term interpreted in English
as "Markov time" in 1963. Neftci applied it for the formalization of Technical
Analysis in 1991.
