About the program
The TMQ Program is a trading strategy based on global macroeconomic cycles and fundamental events. The program executes tactical, directional trades within a defined macroeconomic framework, classified as one of the following regimes:
economic expansion,
inflationary shock,
economic recession,
credit event, or
liquidity shock event.
Trades may be executed across equity index futures, currency futures, commodity futures, and interest rate futures. While the strategy maintains cross‑asset flexibility, its primary focus is on S&P 500 futures.
The TMQ Program employs a proprietary quantitative macroeconomic analysis to identify the prevailing macro regime and to assess the probability of a regime change. Directional, tactical cross‑asset trades are selected based on historical market behavior observed in comparable macroeconomic environments and are executed using proprietary price‑pattern analysis.
Risk management is driven by the degree of uncertainty in macro regime identification, with position sizing and exposure adjusted as signal confidence changes.
The objective of the TMQ Program is to achieve an absolute rate of return across market environments.
Funding and fees
The minimum investment is $200,000.
Fees:
- 20% performance fee with high watermark,
- 0% management fee.
The CTA program funding details
The program is open only to Qualified Eligible Persons (QEP) as defined by CFTC Regulation 4.7.
Please request the CTA Advisory Agreement, and the Disclosure document (Reg 4.7), by submitting the form below, or contact us for more information.
