Alpha Ventura

November 2024

Strategy Description

The algorithms that underpin our HFT scalping strategy are intricately designed with a keen emphasis on the behavioural patterns, liquidity structures, and volatility indicators of the EUR/USD pair. As the most traded currency pair in the Forex market, the EUR/USD exhibits distinct characteristics that pose both challenges and opportunities for traders.

Acknowledging the complex nature of market conditions, our strategy incorporates the Average True Range (ATR) as a critical measure for gauging volatility. With ATR values assessed over daily, weekly, and monthly periods, we gain a detailed understanding of the market's volatility landscape. These insights enable our algorithms to tailor scalping techniques to the current levels of volatility, fine-tuning trade frequency and size to match the market dynamics.

The core of our strategy's durability is its foundational structure, which accounts for maximum range movements alongside ATR metrics. This extensive analysis ensures the strategy's steadfastness in times of increased market volatility, such as those instigated by economic news, geopolitical developments, or abrupt changes in market mood.

By foreseeing spikes in volatility and accordingly adjusting trading parameters, the strategy reduces risk while seizing the volatility-induced opportunities. This flexibility is vital for sustaining uniform performance and reaching our aimed monthly returns of 3% to 7%.

Performance Comparison

Past performance is not a reliable indicator of future returns.

Fund Manager

Alphafuturis "Expertly Crafted Strategies, AI-Driven Precision"
The team combines four decades of financial market expertise in equities, bonds, FX, crypto, commodities, and fund management to offer premier investment strategies. Leveraging state-of-the-art technology, advanced algorithms, and AI-driven insights, Alphafuturis empowers investors to confidently access one of the fastest-growing sectors. Through strategic partnerships with leading market-regulated counterparties, we provide a secure and effortless, hands-off trading experience. 

Performance

3 Month ROR
23.59%
Total Return Cumulative
1957.47%
12 Months ROR
142.88%
Max Drawdown
-24.67%

General Information

Inception DateApr 2021
Minimum Investment500,000 GBP
LiquidityDaily
Management Fee0.00%
Performance Fee30.00%
Highwater MarkYes

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 3.57 8.26 14.83 16.63 3.50 6.00 5.63 11.24 3.84 13.34 5.01 139.24
2023 3.25 2.33 5.04 7.10 2.88 4.04 7.24 3.84 1.80 3.65 7.89 1.52 63.73
2022 7.77 5.10 4.18 12.97 -12.74 18.10 6.54 8.57 10.18 4.40 1.17 2.48 89.51
2021 13.49 12.71 11.90 7.47 9.42 36.63 6.62 3.69 9.01 177.15
Past performance is not a reliable indicator of future returns.

Monthly Returns

Risk/Return Comparison

Hypothetical Growth

Investment Profit Balance (net income reinvested)
$100k $921.75k $1.022mil
$250k $2.304mil $2.554mil
$500k $4.609mil $5.109mil
$1mil $9.218mil $10.218mil
Figures shown above are compounded returns simulated from April 2021 to June 2024 and include fees. Past performance is not indicative of future results.

Volatility (12 Months Rolling)

Return Statistics

Last Month 5.01%
Year To Date 139.24%
3 Month ROR 23.59%
12 Months ROR 142.88%
36 Month ROR 709.24%
Total Return Cumulative 1957.47%
Total Return Annualized 128.13%
Winning Months (%) 97.73%
Average Winning Month 7.79%
Max Drawdown (Monthly) -12.74%

Return Statistics

Sharpe Ratio 3.74
Sortino Ratio 12.83
Skewness 1.49
Kurtosis 8.57
Standard Deviation Monthly 6.79%
Downside Deviation 1.92%
Average Losing Month -12.74%
Correlation vs. S&P 500 TR -0.27
Winning Months (%) 97.73%
Winning Years (%) 100.00%

Investment Conditions

Alphafuturis Ltd (the company) operates business in a fully regulated environment through its partnership with London & Eastern LLP, who is both authorised and regulated by the Financial Conduct Authority in the UK, ref 534484. Registered address: 78 York Street, London, England, W1H 1DP.

Due to the company’s focus being aimed towards the sophisticated investor, Alphafuturis Ltd works on an application basis only. If your application is successful, you will have the opportunity to utilise the power of our trading strategies by running your personal brokerage account side by side with our in-house operations. Clientele of the company maintain complete control of their brokerage account but utilise the unique investor privilege of their account syncing with our in-house operations. Our clientele’s brokerage accounts will automatically mirror all trades executed into their account with the correct risk allocation through means of state-of-the-art technology managed by our regulated partners, London & Eastern LLP.

Our unique company structure aims to offer a convenient investment solution for busy professionals seeking to build wealth effortlessly and consistently through a hands-off approach. Clients benefit from complete visibility and control of their investments 24/7 via a custom client portal. It is essential to clarify that client funds are held in a segregated trading account at Global Prime, ensuring a secure and transparent arrangement. While Alphafuturis Ltd does not have direct access to client funds, clients maintain control and custody of their funds at all times.

Regulation

For the avoidance of doubt Alphafuturis is not independently regulated by the FCA. Alphafuturis is a ‘Strategy Provider' to Pelican Trading. Pelican Trading is a trading name of London & Eastern LLP. London & Eastern LLP is authorised and regulated by the Financial Conduct Authority in the UK, ref 534484. Registered address: 78 York Street, London, England, W1H 1DP

Risk Warning

CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. At least 75% of retail investors lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work, and whether you can afford to take the high risk of losing your money. Please seek independent financial advice if you are unsure if this product is suitable for you