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Managed Futures

Systematic Alpha Intraday Trading 1X Program

Systematic Alpha Management, LLC
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Investment Overview

Strategy Description

Systematic Alpha Intraday Trading (""SAIT) Program 1X aims to deliver consistent returns by trading intraday major US Equity Index and Global Currency Futures on the CME Exchange, using proprietary Artificial Intelligence signals and Machine Learning algorithms. SAIT Program 1X targets a ROR of above 20%, with limited downside, and a Sharpe Ratio of over 1.5.
Principals

Peter Kambolin
Peter Kambolin - CEO, Systematic Alpha Management, LLC
Investment Highlights

Investment Category

Managed Futures

Investment Strategy

Managed Futures, Short-Term, Intraday, FX Futures, Equity Index Futures, Contrarian

Investment Structure

Managed Account, SMA

Objective

Our Performance Goal
Uncorrelated Returns, Sharpe Ratio > 1.5, 15-20%+ Annual Returns, Increased Alpha

Investment Opportunity

What We Believe
Managing overnight risk is difficult, while handling intraday risk is possible. Each day has it's own character and we exploit it by trading intraday.

Return Driver - Alpha

Our Edge
Experience, Machine Learning, Active Trading Strategies, Uncorrelated Strategies, Proprietary AI, Market Timing, Disciplined, Contrarian
Implementation of Strategy
Tactical Approach

Market Sector Exposure

Currencies, Stock Indices, Futures

Instruments Traded

Futures, S&P 500 futures, Currencies, Index Futures

Geographical Exposure

United States

Average Timeframe

Intraday

Average Margin to Equity (%)

5%

Average Round Turns per Million

3,000

Risk Management

Position Limits, Active management, Liquid Securities, Low Var, No Overnight Positions
Investment Structure

Legal Structure

Managed Accounts

Domicile

United States

Managed Account Minimum

$500K

Strategy AUM

$2MM

Firm AUM

$27MM

Management Fee (%)

2%

Incentive Fee (%)

20%
Service Providers

FCM

Marex Spectron
ALL ALPHAMAVEN CONTENT IS FOR INFORMATIONAL PURPOSES ONLY. CONTENT POSTED BY MEMBERS DOES NOT NECESSARILY REFLECT THE OPINION OR BELIEFS OF ALPHAMAVEN AND HAS NOT ALWAYS BEEN INDEPENDENTLY VERIFIED BY ALPHAMAVEN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THIS IS NOT A SOLICITATION FOR INVESTMENT. THE MATERIAL PROVIDED HEREIN IS FOR INFORMATIONAL PURPOSES ONLY. IT DOES NOT CONSTITUTE AN OFFER TO SELL OR A SOLICITATION OF AN OFFER TO BUY ANY INTERESTS OF ANY FUND OR ANY OTHER SECURITIES. ANY SUCH OFFERINGS CAN BE MADE ONLY IN ACCORDANCE WITH THE TERMS AND CONDITIONS SET FORTH IN THE INVESTMENT'S PRIVATE PLACEMENT MEMORANDUM. PRIOR TO INVESTING, INVESTORS ARE STRONGLY URGED TO REVIEW CAREFULLY THE PRIVATE PLACEMENT MEMORANDUM (INCLUDING THE RISK FACTORS DESCRIBED THEREIN), THE LIMITED PARTNERSHIP AGREEMENT AND THE SUBSCRIPTION DOCUMENTS, TO ASK SUCH QUESTIONS OF THE INVESTMENT MANAGER AS THEY DEEM APPROPRIATE, AND TO DISCUSS ANY PROSPECTIVE INVESTMENT IN THE FUND WITH THEIR LEGAL AND TAX ADVISERS IN ORDER TO MAKE AN INDEPENDENT DETERMINATION OF THE SUITABILITY AND CONSEQUENCES OF AN INVESTMENT.
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ALL ALPHAMAVEN CONTENT IS FOR INFORMATIONAL PURPOSES ONLY. CONTENT POSTED BY MEMBERS DOES NOT NECESSARILY REFLECT THE OPINION OR BELIEFS OF ALPHAMAVEN AND HAS NOT ALWAYS BEEN INDEPENDENTLY VERIFIED BY ALPHAMAVEN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THIS IS NOT A SOLICITATION FOR INVESTMENT. THE MATERIAL PROVIDED HEREIN IS FOR INFORMATIONAL PURPOSES ONLY. IT DOES NOT CONSTITUTE AN OFFER TO SELL OR A SOLICITATION OF AN OFFER TO BUY ANY INTERESTS OF ANY FUND OR ANY OTHER SECURITIES. ANY SUCH OFFERINGS CAN BE MADE ONLY IN ACCORDANCE WITH THE TERMS AND CONDITIONS SET FORTH IN THE INVESTMENT'S PRIVATE PLACEMENT MEMORANDUM. PRIOR TO INVESTING, INVESTORS ARE STRONGLY URGED TO REVIEW CAREFULLY THE PRIVATE PLACEMENT MEMORANDUM (INCLUDING THE RISK FACTORS DESCRIBED THEREIN), THE LIMITED PARTNERSHIP AGREEMENT AND THE SUBSCRIPTION DOCUMENTS, TO ASK SUCH QUESTIONS OF THE INVESTMENT MANAGER AS THEY DEEM APPROPRIATE, AND TO DISCUSS ANY PROSPECTIVE INVESTMENT IN THE FUND WITH THEIR LEGAL AND TAX ADVISERS IN ORDER TO MAKE AN INDEPENDENT DETERMINATION OF THE SUITABILITY AND CONSEQUENCES OF AN INVESTMENT.