Three rules-based approaches to systematic futures trading — built around how a portfolio actually behaves over a market cycle, not how a backtest performs.
The systematic trading programs we provide access to fall into three styles. Each captures a different kind of market behavior, runs on different holding periods, and contributes a different return profile to a managed account or multi-strategy portfolio. Most allocators we work with use them in combination rather than picking one in isolation — the styles are typically diversifying to each other in ways that matter.
Short-Term Trading
Intraday and multi-day systematic programs that capture statistical edges in price action, volatility, and intermarket relationships. Holding periods measured in hours to days. Generally lower drawdowns, higher trade frequency, and a return profile largely uncorrelated to longer-horizon strategies. Best suited to allocators looking for short-duration diversification within a managed futures sleeve.
Trend Following
The classic managed futures strategy — rules-based programs that take diversified long and short positions across dozens of global futures markets based on price-trend signals. Holding periods of weeks to months. Historically the most reliable source of “crisis alpha” in this asset class, with multi-decade evidence of low correlation to equities and bonds. Larger drawdowns than short-term, lower frequency, longer holding periods.
Momentum
Systematic programs that capture persistence in price action across global futures and selected equity markets. Holding periods of weeks. Dynamic position sizing that scales with momentum strength. Sits between short-term systematic and classical trend following in time horizon, with a different signal logic and a different return profile than either.
How we work
For each strategy, we run programs through separately managed accounts at our cleared FCMs (R.J. O’Brien, StoneX Financial, Phillip Capital). Cash and positions remain in the client’s name. The CTA running the program has trading authority but cannot withdraw funds. Daily statements come directly from the FCM, not from us.
Account minimums vary by program, generally $50,000 to $1 million depending on the strategy and the specific manager. For clients with allocation sizes above $500,000, we typically recommend a multi-style construction across two or three programs rather than concentrating in one CTA.
Each program we recommend has a documented live track record, an NFA-compliant disclosure document, and a transparent fee structure that we share directly with qualified prospects. Start the conversation and we’ll walk through what’s available for your situation.
Past performance is not necessarily indicative of future results. Trading futures and options involves substantial risk of loss and is not suitable for all investors. Systematic trading programs are speculative and may involve a high degree of risk. Specific program details, including disclosure documents and historical performance, are provided directly to qualified prospects under standard NFA-compliant procedures.