Tracking CTAs since 1994
AlphaTech Capital
Micro Short Term Futures
Principal(s): Elliott Olson, Matthew Halko, Steve Hawkins
Strategy: Systematic / Trend Following / Short-Term / Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The Micro Short-Term Futures program is a highly systematic and diversified approach to trading, utilizing the Market Profile® methodology to identify momentum trades across a portfolio of 16 futures markets. Our proprietary software employs time-variable data sets, studies, and dynamic risk management techniques to create a system with convexity that is effective in all market conditions. Additionally, we utilize artificial intelligence to ensure consistent execution without human bias. With an average trade holding period of 7 days, our system is able to identify opportunities beyond the reach of traditional CTAs. These unique characteristics enable us to provide diversifying attributes beyond the specific markets we trade.
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Matthew Halko - Co-founder and Lead Software Engineer at AlphaTech with ten years of experience building real-time financial applications. He is responsible for the development of automated trading models and manages the firm’s proprietary software architecture. Working closely with Elliott Olson and Steve Hawkins, he contributes to the ongoing development of AlphaTech’s commodity research and trading platform. Before AlphaTech, Matthew worked as a proprietary trader in Chicago executing relative-value fixed income trades, conducting quantitative research and deploying automated trading models. He has a Bachelor of Science in Finance from the University of Illinois at Chicago. Elliott Olson - Principal, takes care of the business side of things with responsibilities in analytics, marketing, and management at AlphaTech. He has spent the last 10 years as a grain merchant with a small team. Elliott knows how a small business really works while utilizing the futures markets. He traded equity futures for his own account for many of those years. In 2019, the idea for a trading system with Matt was born and they got to work building and testing it. He earned a B.A. in Finance from University of Illinois at Chicago in 2012. Steve Hawkins - a leading expert in market profile, a technical trading tool used at AlphaTech. He holds a position as the Director at Profile Trading Company where he works closely with Peter Steidlmayer, the founding father of the Market Profile Technique. His most recent book, Steidlmayer on Markets: Trading with Market Profile™, 2nd edition is universally considered to be the classic guide to the revolutionary technical trading methodology called Market Profile™. He has been involved in the markets throughout his professional career and acted as an institutional broker to some of the worlds largest investment banks and trading houses in the world. Over the past 20 years, Mr. Hawkins has instructed traders in the United States, Europe, Australia, Canada, Singapore, South Korea and Hong Kong. Steve graduated from the University of Illinois with a degree in economics.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -2.32% | -1.77% | -0.97% | – | – | – | – | – | – | – | – | – | -4.98% | -4.98% |
| 2024 | – | 3.12% | 3.92% | -2.56% | -1.32% | -1.71% | -2.13% | 2.58% | 0.03% | -1.53% | 1.71% | 3.30% | 5.23% | -7.50% |
Track Record Compiled By: CTA Services
Accounting Notes: Pro-Forma performance adjusted for a 1% management and a 10% incentive fee.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.