A Foundation in Science

Dr. Efrat Levy holds a PhD in Software Systems and Information Engineering with specialization in Artificial Intelligence and Cybersecurity. For nearly 20 years, she worked in HiTech R&D, publishing over 10 peer-reviewed research papers on algorithmic systems and data analysis.

Her career was defined by one principle: rigorous methodology over intuition.

The turning point: Dr. Levy turned her analytical lens toward financial markets and asked a fundamental question:

"What if we could apply quantitative principles to trading with the same precision used in institutional systems?"

Five Years of Research

Rather than adopting popular trading methodologies, Dr. Levy took a different path. She spent five years studying market correlation and structure, developing the proprietary Trigger Point algorithm—a system trained on 10 years of historical data and updated daily with live market conditions.

The result wasn't a signal service or a magic indicator. It was something different: a structured framework that teaches traders to think like institutions.

The CTP Framework

CTP is a systematic, rules-based approach to intraday futures trading. It combines proprietary Trigger Points with cross-market correlation analysis across ES, NQ, YM, and RTY contracts.

Dr. Levy has validated this methodology in live trading environments, proving that institutional-grade decision-making is accessible to traders willing to commit to structure over emotion.