The Futures Trend Program
A systematic, cross-asset approach to trend following, tracked openly for Magnelibra subscribers.
What This Is
The Futures Trend Program is Magnelibra’s systematic trend-following methodology, applied across U.S. Treasuries, equity indices, energies, metals, foreign currency, and digital assets including Bitcoin. Rather than discretionary calls made post to post, the program follows a consistent, rules-based approach to identifying and riding directional moves across this basket, long and short, as conditions warrant.
This page tracks the program’s performance openly, updated with each new edition, so subscribers can see the methodology’s results over time rather than taking any single call at face value.
Current Performance
+73.46% YTD (as of the July 5, 2026 edition)
Calmar Ratio: 11.73
Profit Factor: 4.55
Figures reflect Magnelibra’s internal tracking of the program’s model results and are updated with each Sunday edition. Past performance does not guarantee future results.
Reading These Numbers
Calmar Ratio measures return relative to the worst drawdown experienced getting there. A higher number means the strategy has produced strong returns without deep, prolonged losses along the way.
Profit Factor is the ratio of gross gains to gross losses. A Profit Factor above 1 means winning trades outweighed losing trades in aggregate; above 4 is a strong reading by most professional standards.
From the Research Archive
Every edition of Magnelibra Trading & Research touches on the Futures Trend Program in some form. Rather than list individual posts here, the full archive of coverage is tracked continuously on our Futures & Rates page.
A Note on This Content
Magnelibra Capital Advisors LLC’s CTA registration ceased in September 2025. Everything on this page, including the performance figures above, is provided for educational and informational purposes only, reflects hypothetical or internally tracked model results, and does not constitute investment advice or a solicitation to trade or manage funds. Trading futures and digital assets involves substantial risk of loss and is not suitable for all investors.
Follow the Program Going Forward
Full access to the Futures Trend Program, including every subscriber-only report and the complete MEGA9 tracker, is available with a Magnelibra subscription.