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.
The three styles at a glance
| Style | Holding period | Trade frequency | Drawdown profile | Role in a portfolio |
|---|---|---|---|---|
| Short-term | Hours to days | High | Generally lower | Short-duration diversification |
| Trend following | Weeks to months | Low | Larger | Crisis-alpha, long-horizon diversifier |
| Momentum | Weeks | Moderate | Between the two | Faster-rotating complement to trend |
Short-Term Trading Systems
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.
These programs typically trade liquid, electronically traded futures — equity index, interest-rate, energy, and currency contracts — and act on statistical models rather than discretionary judgment. Because positions are held only briefly, capital spends little time exposed to overnight gap risk, which is part of why the return stream behaves differently from longer-horizon managers.
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Trend Following Trading Systems
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.
Positions are sized by volatility and spread across asset classes — equities, rates, currencies, metals, energy, and agriculture — so no single market dominates portfolio risk. The approach makes no forecast about direction; it follows confirmed trends and exits losing positions quickly, which produces the characteristic pattern of many small losses punctuated by occasional larger gains.
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Momentum Trading Systems
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.
Where trend following acts on the direction of an established move, momentum ranks markets by recent relative strength and concentrates exposure where price persistence is strongest. Holding periods of a few weeks place it between the other two styles, and it can complement a trend-following allocation by rotating between markets more quickly.
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.
Frequently asked questions
What’s the difference between the short-term, trend following, and momentum systems?
They capture different market behaviors over different holding periods. Short-term systems trade intraday to a few days and aim for diversification with generally lower drawdowns. Trend following holds positions for weeks to months across global futures and is the classic source of crisis alpha. Momentum sits in between, holding for weeks with position sizing that scales to momentum strength. Most allocators combine them because the styles tend to diversify one another.
Who are these strategies suitable for?
They are designed for investors and allocators who want systematic, rules-based exposure to managed futures as part of a diversified portfolio. Trading futures involves a substantial risk of loss and is not suitable for everyone, so we review fit with each prospect before recommending a program.
How are my funds held, and who controls them?
Each program runs through a separately managed account at one of our cleared FCMs (R.J. O’Brien, StoneX Financial, or Phillip Capital). Cash and positions stay in your name. The CTA running the program has authority to trade the account but cannot withdraw your funds, and your daily statements come directly from the FCM.
What is the minimum investment?
Account minimums vary by program, generally from $50,000 to $1 million depending on the strategy and the specific manager.
Can I allocate to more than one strategy?
Yes. For allocation sizes above $500,000 we typically recommend a multi-style construction across two or three programs rather than concentrating in a single CTA, since the styles tend to be diversifying.
What information will I receive before investing?
Each program we recommend has a documented live track record, an NFA-compliant disclosure document, and a transparent fee structure. We share these directly with qualified prospects.
How do I request details on a strategy?
Use the form below, or the Request details button under any strategy. Tell us which approach fits your portfolio and we will send the track record, disclosure document, and fee structure for the relevant programs, with no obligation.
Request details on a strategy
Tell us which approach fits your portfolio and we’ll send the live track record, the NFA-compliant disclosure document, and the fee structure for the relevant programs — directly, and with no obligation.
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.