Meridian Futures Capital is a fully algorithmic, multi-strategy fund trading U.S. micro-futures and systematic equity positions — targeting approximately 38% net annual return through three complementary, rule-based strategies.
View Performance ↓All figures are derived from systematic backtesting on verified historical data and scaled linearly to $1,000,000 AUM from a $350,000 live reference account. Past performance does not guarantee future results.
| Component | Strategy | Instruments | Est. Annual NP (at $1M) | % Return | Confidence |
|---|---|---|---|---|---|
| Tactical Reversion | Mean Reversion · 4 markets | MCL · M2K · MHG · MES | ~$39,600 | 3.96% | Precise |
| Systematic Breakout | Trend Following · 5 markets | MNQ · MHG · MES · MGC · MBT | ~$61,600 | 6.16% | Precise |
| Momentum Trigger | Short-Term Momentum · 4 markets | MES · MNQ · M2K · MGC | ~$86,200 | 8.62% | Confirmed ✓ |
| Equity Momentum | Systematic Long Equity · 60 symbols | U.S. Large & Mid Cap | ~$195,000 | 19.5% | 21yr CAGR |
| Portfolio Grand Total | ~$382,000 | ~38.2% | Conservative est. | ||
Each strategy is independently developed, backtested and parameterised for its target market. They operate simultaneously, exploiting different market conditions — no single regime is required to generate returns.
Targets high-probability mean reversion opportunities when prices temporarily overshoot within a confirmed trending market. Entries are validated by the prevailing trend direction. Three independent exit mechanisms — a profit target, a protective stop, and a time-based failsafe — prevent capital from sitting in stalled positions.
Captures sustained directional momentum when price breaks decisively beyond a significant consolidation boundary. Positions are held with a dynamic trailing stop that ratchets in the direction of the move, locking in gains progressively. A secondary channel-based signal provides an early exit if momentum fades before the trailing stop fires.
Identifies short-term momentum impulses at key inflection points, triggering entries in markets showing directional conviction. Applied across both micro-futures and a 60-symbol systematic equity universe. Calendar seasonality filters, trend confirmation, and an optional portfolio-level risk circuit-breaker shape trade selection. The equity component carries a 21-year backtest and profit factor of 2.32.
The fund operates on a zero-discretion daily workflow. From signal to execution, every step is automated — with human oversight and real-time notifications at each stage.
All strategies scan simultaneously at session close across every instrument
Portfolio-level money management allocates risk dynamically per signal and account state
Orders submitted automatically via Interactive Brokers at next session open
Real-time trade notifications on every entry, exit, and system event — full audit trail
Every trade is governed by pre-defined rules. Cognitive bias, emotion and fatigue are structurally eliminated.
Three structurally different strategies across two asset classes — mean reversion, trend following and momentum — reduce single-strategy concentration risk.
All futures positions held in CME-regulated micro contracts. No OTC counterparty risk. Daily mark-to-market. Full regulatory transparency.
The equity component carries 21 years of backtested history with a profit factor of 2.32. Futures strategies tested up to 25 years across multiple market cycles.
Micro-futures sizing and systematic equity fractions allow precise capital deployment from $250K to $10M without structural changes.
A portfolio-level maximum drawdown trigger automatically halts new entries, protecting capital during abnormal market conditions or correlation spikes.
Indicative terms subject to final agreement based on investor profile and applicable regulatory requirements.
| Fund Vehicle | Separately Managed Account (SMA) or Limited Partnership |
| Minimum Investment | $100,000 USD |
| Management Fee | 1.5% per annum on AUM |
| Performance Fee | 20% of net profits above high-water mark |
| Liquidity | Monthly redemptions · 30-day notice period |
| Custodian / Broker | Interactive Brokers LLC (regulated, exchange-cleared) |
| Reporting | Monthly NAV statements · Real-time position access available to investors |
| Target Leverage | 1× to 3× notional (exchange-regulated micro futures) |
| Base Currency | USD |
| Auditor / Administrator | TBD — subject to fund structure and jurisdiction |
We welcome introductory conversations with qualified and institutional investors. A full data room including detailed performance reports is available under NDA.
Meridian Futures Capital · contact@meridianfutures.com · Confidential — Qualified Investors Only