Category: Trading Systems

There’s a third path between paying 2-and-20 to a managed futures fund and coding your own strategy: trading proven systems in your own account — smaller minimums, full control, no management or incentive fees. Here’s how it works, the strategies, and the systems we trade, including Aztec25 and Aberration.

Trend following is the engine behind most managed futures — a systematic, rules-based strategy that rides sustained price moves long or short across dozens of markets. Here’s how it works, why it delivers ‘crisis alpha’ in years like 2008 and 2022, and its honest tradeoffs.

Coffee and cocoa are surging again — arabica at a 5.5-month high, cocoa at 3.5-month highs — as markets reprice a strengthening El Niño and shrinking supply forecasts. Here’s what’s driving the moves and how systematic managed futures programs are built to engage with them.

Managed futures slipped about 1.09% in June per the SG CTA Index — a contained pullback as the US–Iran de-escalation reversed the oil and gold trends — but the strategy remains up roughly 9.28% year-to-date. Here’s the June 2026 index-level recap and what it means for allocators.

The 60/40 portfolio assumes bonds rise when stocks fall. In 2022 they fell together. Here is how managed futures lower portfolio correlation — why they behave differently from stocks and bonds, the crisis-period track record, and why even a small allocation matters.

NOAA has issued an El Niño Advisory with a 63% chance of a very strong event this winter. Here is what a strengthening 2026–27 El Niño could mean for coffee, cocoa, sugar, and palm oil — and how systematic traders and commercial hedgers approach it.