Proprietary models. Liquid markets. Limits set in advance.
Our strategies are developed in-house and run in exchange-traded futures and options. Models identify opportunities; the Investment Officer decides what is executed and how large each position is, within the limits agreed for the account.
Three complementary return streams.
Each mandate specifies which strategies are applied to the account and at what weight. The families below are designed to behave differently from one another across market conditions. Model construction and parameters are proprietary and are not described on this website.
Trend-following with downside protection
Systematic models follow persistent price trends in liquid index futures. Protective overlays are maintained so that participation in trends does not come at the cost of uncontrolled drawdowns when markets reverse sharply.
Options-based strategies
Index options are used within defined-risk structures. Exposure is bounded by the position and margin limits set for the account, and positions are adjusted or closed as volatility conditions change.
Short-term systematic
Short-horizon models trade across several liquid futures markets. Short holding periods keep overnight exposure limited and add a return stream designed to depend less on the direction of equity markets.
From market data to a position in your account.
Data
Market data across the instruments we trade, cleaned and maintained in-house.
Research
Models are developed and tested against historical and live data before any capital is allocated to them.
Signals
In live operation, each model generates entry, exit and sizing signals for the markets it covers.
Discretion
The Investment Officer decides which signals to execute and sizes positions within the account's limits — and may stand aside entirely.
Execution
Orders are placed with the client's own futures broker, in the client's own account.
Monitoring
Positions, margin and drawdown are monitored daily. Models whose live behaviour departs from expectations are reduced, paused or retired.
Limits first. Then trading.
Risk is defined per account, in writing, before the first order is placed. The framework is the same for every mandate; the parameters are the client's.
Limits agreed before trading
Margin, position and drawdown limits are documented in the Discretionary Investment Management Agreement and set in the account before trading begins. Leverage and derivative exposure remain within them at all times.
Liquidity as a control
We trade only exchange-traded futures and options with transparent pricing and central clearing. Their liquidity allows exposure to be reduced quickly when market conditions or risk requirements change.
Human discretion over every model
No model trades unsupervised. The Investment Officer reviews live signals, decides on execution and sizing, and can reduce or suspend any strategy.
Daily reconciliation
Positions and cash are reconciled daily to the custodian's records. Performance and performance fees are calculated separately for each account from those records.
Strategy performance is reported to each client on their own account, reconciled to their custodian's statements. We do not publish performance figures on this website.