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AlphaTech Capital - Micro Short Term Futures

Principal(s): Elliott Olson, Matthew Halko, Steve Hawkins
Strategy: Systematic / Trend Following / Short-Term / Diversified
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Investment Restrictions: 4.7 Exempt - QEPs Only

Statistics & Program Information

Mar 2025 Return -0.97%	Worst Drawdown ⁽²⁾ -7.5%	Minimum Investment $100,000
YTD Return: -5.06%	Losing Streak ⁽³⁾: -6.7%	AUM ⁽⁵⁾: $0
Annualized CROR⁽¹⁾ 0.36%	Sharpe Ratio 4% RF ROR⁽⁴⁾: -0.44	Calmar Ratio ⁽⁶⁾: N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology 100% Systematic	Style Sub-Categories Pattern Recognition	Trading Style 100% Trend Following
Market Sector	Holding Period 100% Short Term	Geographic Sector US Global Contracts:

Start Date Feb-2024	Currency US Dollar	Management Fee 1.00%
Accepting New Accounts Yes	Min Investment $100,000	Incentive Fee 0.00
NFA Member Yes	Fund Minimum $0	Other Fees None
NFA Number 0550486	Margin ⁽⁷⁾ 4-25 %	Avg Comm ⁽⁸⁾
Notional Funds Yes	Round Turns Per Million ⁽¹⁰⁾ 450	Max Comm ⁽⁹⁾

Starting Date: Feb-2024	Currency: US Dollar
Open to New Investors: Yes	Current Assets: $0
Open to US Investors: Yes	Annualized CROR: -0.01%
Minimum Fund Investment: $0
Minimum Managed Account: $100,000	Current Losing Streak: -6.7 %
Domocile:	Calmar: N/A
Subscriptions: N/A	Sharpe Ratio: 4% RF ROR -0.44
Redemptions: N/A	US Attorney: Not Listed
Lock Up: N/A	Offshore Attorney: Not Listed
Hurdle Rate: N/A	Administrator: Not Listed
Administraton Fee: 0.00%	Prime Broker: Not Listed
Management Fee: 1.00%	Auditor: Not Listed
Incentive Fee: 10.00%	NFA Member: Yes
Selling Fee: 0.00%	FINRA Member: No
Other Fees: None	Other Memberships: None

Type of Fund:	Domicile:	Strategy:

Track Record Prepared By: CTA Services

Correlations:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

Trading Description

The Micro Short-Term Futures program is a highly systematic and diversified approach to trading, utilizing the Market ProfileÂ® 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.

Risk Strategy

N/A

Background

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 firmâ€™s proprietary software architecture. Working closely with Elliott Olson and Steve Hawkins, he contributes to the ongoing development of AlphaTechâ€™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 Profileâ„¢, 2nd edition is universally considered to be the classic guide to the revolutionary technical trading methodology called Market Profileâ„¢. 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

Pro-Forma performance adjusted for a 1% management and a 10% incentive fee.

	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%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Footnotes

1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % the time-period. 3. Sharpe Ratio uses a 4% Risk Free ROR (Rate of Return) 4. Calmar Ratio Uses last 36 months of Data 5. The hypothetical growth of $1,000

++Qualified Eligible Investors Only:

A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions).

Exemptions:

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.

RISK DISCLOSURE

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

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.