Trend following remains the bedrock of systematic futures trading. Rather than predicting when a trend will start, advanced strategies focus on exploiting momentum once it is established. Carver highlights several core variations of trend-following rules: Moving Average Crossovers (EWMAC)
Systematic trading does not guarantee a 100% win rate. Instead, it focuses on achieving a positive expected value ( ) over hundreds of trades.
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: Rather than binary "buy/sell" signals, Carver uses a scaled forecast (e.g., ±20) to determine position strength, allowing for gradual scaling. Risk Scaling
Top 5 Profitable Futures Trading Strategies for 2025 | With Examples Trend following remains the bedrock of systematic futures
When market volatility spikes, the position size mechanically shrinks. When volatility drops, the position size expands. 3. Multi-Asset Portfolio Diversification
In the world of systematic trading, few voices are as respected and practical as Robert Carver. Following the success of Systematic Trading and Smart Portfolio Strategies , Carver released his comprehensive guide to futures trading in 2023: . Instead, it focuses on achieving a positive expected
For professionals and advanced retail participants seeking structural clarity, understanding the core architectures evaluated across Carver's 30 historical backtests is essential. This comprehensive analysis covers the structural mechanics, execution hurdles, and portfolio integration techniques highlighted in his work. 1. Core Mechanics of Futures Contracts
A robust systematic model must trade across uncorrelated asset classes to smooth out the equity curve. Carver’s frameworks generally span: