Investment Strategy

At Urban Tree Capital, we believe technology based systematic trading is a way to achieve superior risk-adjusted returns consistently. We mainly use strategies seeks to take advantage of short-term volatility expansion in carefully selected diversified futures market.

UTC Plus program is a short-term trend following mechanical trading system, also known as Opening Range Breakout system. The program buys a given level off of the market open and sells short a given level below. All positions are liquidated within 24 hours, and only 15% of the trades hold the positions overnight and liquidate in the next morning. The program trades multiple futures markets, which include equity, energy, metal, FX and agricultural. Target maximum risk per trade is 0.75% of the nominal account size, and target peak-to-valley worst drawdown is 15%. Since the program is highly uncorrelated with stock market, it builds a good portfolio together with traditional stock market investments. The minimum investment for the program is $100,000.

For further information about Urban Tree Capital’s trading programs, please contact us at