Systematic Investment Strategy
Systematic Futures Management.
Institutional Discipline.
A quantitative CTA strategy for qualified investors. Our systematic framework rotates between equity index futures and alternative assets based on observed market leadership patterns, delivering consistent execution without discretionary risk.
The Edge
We exploit institutional capital rotation—the measurable, slow-moving shift of large capital pools between risk-on sectors and risk-off havens. This rotation creates persistent, measurable drift in relative sector strength that can be systematically identified and followed.
Our framework detects this rotation while it's happening—not by predicting it, but by measuring the herd's footprint through quantitative analysis of market leadership patterns. The edge persists because institutional size creates lag, professional managers face incentives to move together (deviating from consensus and being wrong costs careers, while following consensus and being wrong is acceptable), and the risk-on/risk-off dynamic is fundamental to how markets price risk.
Unlike diversified CTAs trading 50-100 markets, we make one high-conviction macro decision—risk-on or risk-off—and express it through concentrated futures positions. The result: transparency, simplicity, and robustness confirmed across thousands of parameter variations.
What Sets Us Apart
Systematic Process
Every decision follows a repeatable, rules-based framework with complete transparency. No discretionary overrides, no subjective interpretation, no principal-agent risk.
Full Transparency
Actual executed trades documented in real-time with complete auditability. Track record includes time-weighted returns, trade-level detail, and daily updates—unusual disclosure for a pre-registration manager.
Aligned Incentives
Performance-based fee structure with complete alignment of interests. Compensation tied directly to realized returns, ensuring focus on long-term capital appreciation.
Track Record
View our complete track record including monthly returns, equity curve, and performance metrics. Full transparency with detailed trade history and risk-adjusted returns.
Disclaimer
Past performance is not necessarily indicative of future results. There is a substantial risk of loss in futures trading. Market Regime Capital is not currently registered as a Commodity Trading Advisor.
The content on this website is for informational purposes only and does not constitute investment advice. Consult with qualified financial professionals before making any investment decisions.