Paragon Global Markets
Typhon Capital Management
Mercurio Quantitative
Algorithmic / Diversified | Trend Following
Request Additional Information →
Month Performance
+0.75%
Jun 2026
YTD Return
+1.83%
Through Jun 2026
AUM
$2,650,000
Assets Under Management
Overview
The Mercurio Quantitative Program is a fully systematic medium-frequency algorithmic program that trades approximately 60 futures markets across asset classes. Mercurio is fully-systematic, from signal generation to execution, and consists of a portfolio of signals, including mean-reversion, trend-following, and breakouts. Mercurio focuses on market micro-structure such as recurring liquidity events. Mercurio utilizes holding periods ranging from 1 minute to 4 days. Mercurio is managed by an experienced proprietary trader and his team since 2014, with Mercurio run on a standalone, proprietary basis since January 2015.
Program Details
| Inception Date | Jan 2015 |
| Trading Style | Trend Following |
| Holding Period | Medium Term, Short Term |
| Markets Traded | Diversified |
| Margin | 5.61%-24.89% |
| Minimum Investment | $5,000,000 |
| Management Fee | 0.00% |
| Performance Fee | 30.00% |
This is a snapshot only. Investors should read the applicable Disclosure/Offering documents to determine suitability.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
Hypothetical growth of $1,000 based on reported monthly returns.
Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
PERFORMANCE SUMMARY
| YEAR | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| RETURN | +6.11% | +9.02% | +2.42% | -4.58% |
Maximum Drawdown Since Inception
-17.70%
Past performance is not indicative of future results.
Gross of Interest Income and Expenses
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, CRYPTO FUTURES, AND/OR FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS, CRYPTO FUTURES, 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. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES. 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. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.