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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 arearXiv:1712.07649v1 fatcat:y4uwx3yx2ncx3kggz3nitxgwee