Quant Commodity Breakout

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When you subscribe to strategies you will receive Trade Signals that give you the information to properly execute the trade entries and when trade exits are required, you will also receive an exit signal as well.

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$-9,382

-9.38%

Hypothetical YTD return of $100,000

as of 02/03/2023

*Note that we DO NOT reinvest profits when calculating performance

Instruments

Ticker
Cocoa Futures
Root Ticker
CC
Ticker
Coffee C Futures
Root Ticker
KC
Ticker
Feeder Cattle Futures
Root Ticker
GF
Ticker
Platinum Futures
Root Ticker
PL
Ticker
Soybean Futures
Root Ticker
ZS
Ticker
Sugar No. 11 Futures
Root Ticker
SB

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Description

Quant Commodity Breakout trades stable long term edges in a basket of commodities such as Cocoa, Coffee, Feeder Cattle, Platinum, Sugar and Soybean.

Objective

Realizing annual performances of 40-100% per year with moderate drawdowns (10-15%).

Funds and Holding

Minimum investment required per contract
$50,000
Maximum drawdown per contract
$7,500 (15.00%)
Average Holding time per contract
3 Days
Maximum Holding time per contract
14 Days
Maika will automatically roll Futures positions forward if the currently traded contract is near its expiration or closeout date
To perform these tasks and to monitor your positions Maika needs a stable connection to your broker account at all times. Please watch out for and accept any authentication prompts on your Interactive Brokers Secure Login Device

Duration Quant Commodity Breakout SPX
2018 - 2023 YTD 321% 52%
TTM 12% -10%

Technology

What is VRP?

After years of research, live trading, and achieving two 3rd places in the World Cup Trading Championship®, we put together this high performance collection of quantitative trades. Its focus lies on Cocoa, Coffee, Feeder Cattle, Platinum, Sugar and Soybean futures.

Each trade relies on stable edges detected in these markets and uses different quantitative filters for maximizing profits while minimizing losses. This is realized by various profit target and stop loss orders that we use throughout these trades. The average holding period for these trades is 2-3 trading days. Some trades may be held for up to 14 trading days.

Maika trades Long and Short
Depending on the quant signal Maika will enter a Long or Short trade

Trade when the chances are the highest to win

Our quantitative filters provide us with means to detect when certain recurring edges manifest in the market. Our automated trading platform allows us to execute trades exactly at those times

Quantitative Trading

Quantifiable
Our trades use quantifiable patterns in commodity markets that have been stable for many years to extract edge.
Backtested
These effects have been run through rigorous backtests to ensure that our trades live up to the highest standards regarding stability, return on investment and drawdown.
Algorithmic
Upon detecting a pattern in the market (and therefore a trading opportunity) our fully automated trading platform allows us to enter the market right away but also determine when it's best to close a position.
Experienced
Our experts have spent years of researching, testing and exploiting the behavior of these markets to make sure that we are only trading patterns that have proven to be stable long-term. They have won many awards including two 3rd places in the World Cup Trading Championship® using this type of quantitative algorithmic trades.

Trading Futures Contracts

What are Futures?

Futures are derivate financial instruments that obligate buyers and sellers to buy or sell the underlying product at a specific future date and price.
  • There is a wide variety of underlying assets that can be traded in Futures. For example Stock indices such as the S&P 500 and commodities like Crude Oil, Coffee or Soybean.

Contract Expirations

Futures consist of a series of individual contracts with different expiration dates. When the expiration date of a contract is reached then the positions of buyers and sellers are settled according to the contract's definition.
  • For example: Coffee C Futures (KC) have contracts that expire in March, May, July, September and December of every year. Each of these contracts can be traded separately and often simultaneously.

Contract Selection

At any point in time Futures have a so-called front contract. This is the contract that is most actively traded at that time - which is indicated by its trading volume. In many cases the front contract will be the contract with the nearest expiration date.
  • Maika will always select the most active front contract when entering a Futures position. This guarantees adequate market liquidity to get in and out of a trade under ideal conditions.

Physical Delivery vs. Cash Settlement

At expiration a futures contract can either be cash settled or physically delivered. Cash settlement works by simply debiting or crediting the holder of the position with the difference between its initial price and the final settlement price. Whereas physically delivered products have to actually be ... well ... delivered physically.
  • Many brokers have their own rules in place to avoid physical delivery of products traded via Futures. As an example, Interactive Brokers will forcefully close out and liquidate positions in physically delivered Futures contracts as their expiration dates approach.

Buy And Sell

You are also not required to hold a Futures contract until it expires. A popular trading strategy is to simply buy or sell a Futures contract and then to sell or buy it back at a profit. Investors can therefore use these contracts as an instrument to speculate on price changes of their underlying asset.
  • Maika will protect your Futures positions from running into physical delivery. Most of our positions are held only short to near term. Longer term positions will either be closed out or rolled forward before the expiration of their contracts. We don't want to you end up with a bushel of Soybeans!

Margin and Leverage

Futures contracts provide traders with high leverage. That means that you can control large contract values with a relatively small amount of capital. This required capital is called initial margin and is usually just a fraction of the real contract value. This leverage allows investors to make more efficient use of their capital and achieve higher gains compared to trading e.g. regular Stock contracts without leverage.
  • Margin requirements for Futures contracts are constantly shifting as a reaction to current market conditions. Maika therefore sets rather conservative margin requirements for these strategies - in order to avoid situations where your allocated capital may not be sufficient to take new trades.

Rolling

Futures positions that are held longer term might have to be rolled forward. Rolling describes the act of closing a position in the currently traded Futures contract and then opening the same position in the new front contract. This is done in order to avoid contract expiration but also to ensure maximum liquidity by staying in the most actively traded contracts.
  • Maika will watch the trading volume, expiration dates and broker closeout periods to always select the appropriate contract to be invested in.

Recent Trade

as of 02/01/2023

Recent trades are for informational purposes and show the most recent closed trade a subscriber to Quant Commodity Breakout would have executed by subscribing to this strategy and allowing Maika to execute in your broker account.

[GF] GFH3 Mar30'23

Action
BUY
Open
01/30/2023
Close
02/01/2023
Average Price
$91887

$-318

Profit

-4%

ROM

[GF] GFH3 Mar30'23

Action
BUY
Open
01/27/2023
Close
01/27/2023
Average Price
$91862

$-430

Profit

-6%

ROM

[GF] GFH3 Mar30'23

Action
BUY
Open
01/23/2023
Close
01/26/2023
Average Price
$90787

$619

Profit

+9%

ROM

[KC] KCH3 Mar21'23

Action
SELL
Open
01/04/2023
Close
01/11/2023
Average Price
$61612

$6669

Profit

+74%

ROM

[CC] CCH3 Mar16'23

Action
SELL
Open
01/03/2023
Close
01/04/2023
Average Price
$25690

$-255

Profit

-9%

ROM

[KC] KCH3 Mar21'23

Action
SELL
Open
01/03/2023
Close
01/03/2023
Average Price
$61800

$-1787

Profit

-20%

ROM

[PL] PLF3 Jan27'23

Action
BUY
Open
12/09/2022
Close
12/15/2022
Average Price
$51085

$-54

Profit

+0%

ROM

[KC] KCH3 Mar21'23

Action
SELL
Open
12/09/2022
Close
12/12/2022
Average Price
$59006

$-1412

Profit

-15%

ROM

[CC] CCH3 Mar16'23

Action
SELL
Open
12/05/2022
Close
12/07/2022
Average Price
$24910

$-185

Profit

-7%

ROM

[GF] GFF3 Jan26'23

Action
BUY
Open
11/30/2022
Close
12/06/2022
Average Price
$89212

$1644

Profit

+22%

ROM