MQ38 Cumulus Fund, LP

Minimum Investment
Management Fee 0.00%
Performance Fee 30.00%
Annualized Volatility 31.62%
Sharpe (RFR=1%) 0.27
Assets 704,759
Worst Drawdown -23.18
S&P Correlation -0.61


The MQ38 system uses a unique proprietary method of market analysis termed Dynamic Market Analysis (DMA). DMA trades most liquid financial instruments globally and to various position types (directional long/short, long only, spreads,and arbitrage). The MQ38 system systematically implements a sophisticated risk management strategy in which daily volatility is targeted. The MQ38 system was developed by studying the price movements of hundreds of futures contracts, equities, and forward contracts, spanning over forty years of price data. Robust trading algorithms were developed to assess the system’s potential of reacting to market changes and generating consistent returns in the long run. The system operates entirely using technical analysis and does not apply any fundamental factors. As a mechanical trading system, it is believed that the MQ38 System contains all elements required to analyze market data and direct trades. Continuous research and development of trading methodology. Highly consistent trading performance. Low correlations to traditional investments and hedge funds.