Futures Focus Strategy Performance
Below you will find the strategy's current performance (May 2025 to present) highlights and details. They include:
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Weekly Performance Results (PDF) View Here
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Individual Trade Results (PDF) View Here
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Strategy Performance Summary: Returns, Risk Metrics, Weekly & Trade Performance Metrics (Graph and Tables)
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Monthly Returns and Monthly Performance Metrics (Tables)
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*To learn more about our proprietary Asymmetric Efficiency Index (AEI), Capital Efficiency Factor (CEF) and other performance metrics visit our FAQs under the Performance Section
At the start of May 2025 there was a change made to the strategy's Standard Risk Budget (25k to 50k at 1x scale). The summary results prior to this change may be viewed below, with the current version of the strategy results shown above.
Results are presented this way to show a delineation in performance due to structural strategy enhancements, while still providing transparency on historical performance.
Legacy Performance: July 2024 to April 2025
