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Artificial Intelligence +

Automated Investing

ALGORITHMIC objective, emotionless investing based on machine learning technology.

AUTOMATED disciplined, consistent execution of our proprietary trading strategies 24 hours a day, 6 days a week.

DIVERSIFIED 20 markets: agriculture, metals, energy, stock indexes, foreign currencies. Returns are not correlated to the stock market.

UNBIASED trading both up and down moves (long and short).

TESTED 3 years of client trading.

TRUSTED we do not have access to your capital. Our trading algorithm plugs directly into your own brokerage account. You can start and stop anytime.

PERFORMANCE

OVERALL PERFORMANCE FROM MARCH 2017

12mo

MIN

52%

12mo

MAX

68%

12 month return

ave= 60.50%

min= 52.00%

max= 68.99%

Sum of monthly returns from May 2019 to April 2020
using min and max individual client returns. Ave is (max+min)/2

Largest monthly drawdown -26% (Jan, 2019)

Largest peak to valley drawdown -27%
(Dec, 2018 to March, 2019)

AUM $3,025,000

Recommended minimum investment $100,000 USD

Minimum investment $75,000 USD (25% notional funding)

IRA accounts have a higher minimum investment (more info)

INDIVIDUAL ACCOUNT PERFORMANCE

SLIDE SCROLL DOTS TO CHANGE DATE RANGE

 NOW ACCEPTING NEW ACCOUNTS

In Nov 2019, we started accepting new accounts after exclusively managing a single account since March 2017 (*client1). The daily PL values that make up above charts are based on monthly notional trading levels and converted to reflect performance based on $1000 starting capital. All brokerage commissions and exchange fees have been subtracted. AlgoLab 2% management and 20% performance fees are accrued and subtracted. Some low capital accounts were paused (flat profit line in chart) to avoid risk due to excessive volatility during the pandemic crisis (March & April, 2020).

DIFFERENCES BETWEEN ACCOUNTS DISCLOSURE: To reduce trading costs, AlphaEngine strategy enters new trades using limit orders. A limit order offers the benefit of eliminating slippage costs, but these orders are are not always filled. To increase the likelihood of being filled on a new position, AlphaEngine uses a trade entry algorithm which randomly adjusts trade entry prices so that all accounts are not placing orders for the same symbol at the same price. Different entry prices for all new positions may also result in slightly different profit or loss between accounts.

In addition to different entry and exit prices, AlphaEngine uses a unique method of adjusting trading volume based on your set trading level called synthetic fractional contracts. The objective is to increase trading volume as profits increase by periodically trading an additional contract which simulates the effect of trading a fractional contract. This additional contract traded is random and may result in different profit and loss comparisons between accounts.

In response to individual client minimum margin restrictions there were periods of time (ie: pandemic volatility period of March, 2020) where trading for some clients was paused to mitigate risk (see flat line in charts above).

Every effort has been made to ensure that trading is fair between accounts.

*Performance from March 2017 to Oct, 2019: This client account ("client1") was funded with $50,000 and used notional funds of $50,000 ($100,000 account value). The account was traded on a FLAT nominal Trading level of $100,000 since inception. Profits were not added back into the trading capital (non compounded). The rates of return were adjusted to reflect a monthly management fee of 2% per year of $100,000 flat nominal trading level, plus a 20% performance incentive fee charged quarterly. The Incentive Fee is charged after taking into consideration the management fee.

Performance from Oct 2010 to current : This is a range of performance from individual client accounts (see Differences Between Accounts Disclosure below).

Past results are not necessarily indicative of future results. Trading futures involves substantial risk of loss and is not suitable for all investors. An investor must read and understand the CTA’s current Disclosure Document before investing.

 

TEST BEFORE YOU INVEST

We want to make sure investing in an AlgoLab managed account is right for you. Registering for a Test Drive demo can be an effective way to learn more about the typical returns and drawdowns from this type of investment prior to risking your capital. Your AlgoLab test drive performance results will be based on an actual funded account trading our AlphaEngine strategy.

REGISTER YOUR FREE DEMO ACCOUNT HERE which includes your own AlgoLab dashboard where you can follow your simulated trading results in real-time.

 
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AlgoLab Capital Management, Ltd. is registered with the CFTC as Commodity Trading Advisor and is listed as an NFA member (NFA # 523700). This web site has been published in the United States for residents of the United States. This site is not intended for use by, or to provide any information to, residents outside of the United States.