The Futures WealthBuilder product is an algorithmic CTA strategy that trades several highly liquid futures contracts using machine learning algorithms. More details about the strategy are given in this blog post.
We offer a version of the strategy on the Collective 2 site (see here for details) that the user can subscribe to for a very modest fee of only $149 per month. The Collective 2 version of the strategy is unlikely to perform as well as the product we offer in our Systematic Strategies Fund, which trades a much wider range of futures products. But the strategy is off to an excellent start, making +4.4% in June and is now up 6.7% since inception in May. In June the strategy made profitable trades in US Bonds, Euro F/X and VIX futures, and the last seven trades in a row have been winners.
You can find full details of the strategy, including a listing of all of the trades, on the Collective 2 site.
Subscribers can sign up for a free, seven day trial and thereafter they can choose to trade the strategy automatically in their own brokerage account, using the Collective 2 api.
