Strategy Overview

Fundamentally driven, swing trading strategy in global futures. We combines seasonal macro with fundamental analysis and breakout confirmation to deliver consistent, asymmetric returns with low drawdowns.

  • Style: Discretionary macro with quantitative risk overlays
  • Asset Class: Global futures (equity indices & commodities)
  • Holding Period: ~45 days
  • Average Trades: ~60/year
  • Execution: Semi-automated, risk-managed per trade & instrument
Why Allocate to Finlabz?
  • 24 years of historical data with proven return consistency
  • Risk managed at both trade and strategy levels
  • Transparent, investor-aligned structure via managed account
  • Real-time access, reporting, and capital control
Full strategy overview is available here
Performance Highlights
  • Backtested Period: 24 years (2001–2025)
  • Median Annual Return: 43.5%*
  • Max Net Drawdown: 5.1%
  • Sharpe Ratio: 1.98
  • Win Rate: 56.6%
  • Risk/Reward Ratio: 2.36
  • S&P Correlation: 0.086
*Past performance is not indicative of future results. Returns are gross of fees.
Investment Terms
  • Minimum Capital: $1,000,000 (optimal)
  • Structure: Managed Account
  • Mgmt. Fee: 0.00%
  • Performance Fee: 30% of Net New Profits
  • High-Water Mark: Yes
  • Liquidity: Monthly or as agreed
  • Capital Control: Investor retains custody & real-time access
  • Risk Oversight: Strategy-level risk reviewed monthly with allocator