CTA Trend v3
PaperMulti-timeframe trend-following across G10 rates, equity index, FX, and energy futures. Vol-targeted at 12% annualized.
- Asset
- Listed futures
- Inception
- 2025-Q1
- Capacity
- —
Systematic strategies. Paper-first. Independent.
Disciplined, model-driven trading — evaluated rigorously before any capital is at risk.
Northstar Systematics builds and operates systematic strategies across listed futures and FX. Every strategy is paper-traded, walk-forward-evaluated, and volatility-targeted before any allocation goes live.
Strategies
Currently in operation
Each strategy is evaluated on rolling out-of-sample windows. Paper status indicates a strategy is undergoing evaluation; capital is not yet committed.
3 strategies
Carry & Curve
PaperCross-sectional carry signal in G10 FX, neutralized to broad-dollar exposure. Lower-frequency rebalance with explicit transaction-cost gating.
- Asset
- FX
- Inception
- 2025-Q2
- Capacity
- —
Mean-reversion microstructure
PaperShort-horizon mean reversion in liquid futures, gated by realized volatility and order-book depth proxies. Held under-cap pending OOS confirmation.
- Asset
- Listed futures
- Inception
- 2024-Q4
- Capacity
- —
Methodology
How strategies move from idea to capital
The same four gates apply to every strategy. No exceptions, no discretionary overrides — that is the entire methodology.
01
Paper-first
No capital is committed until out-of-sample walk-forward results meet a pre-registered Sharpe threshold and drawdown bound. The threshold is set before the strategy is built, not after.
02
Walk-forward evaluation
Strategies are evaluated on rolling out-of-sample windows. Any in-sample optimization that fails OOS is retired without exception. We do not refit to recover.
03
Volatility-targeted sizing
Positions are sized to a fixed annualized vol budget per strategy. Risk capital is allocated mechanically, not discretionarily. Concentration is bounded ex-ante.
04
Drawdown-gated release
Capital release across paper → reduced-size live → full live is staged and conditional on realized drawdowns staying within the band predicted during paper evaluation. Misses trigger automatic capital pull-back.
Team
Principal team
Northstar Systematics is operated by a small principal team. Research, infrastructure, and execution are vertically integrated.
HA
Houman Azimi-Nejadi
Founder & Head of Research
Builds and operates Northstar Systematics' systematic strategies, infrastructure, and risk framework. Background in software systems and quantitative research.
Access
Request access to detailed materials
Detailed methodology notes, walk-forward results, and strategy documentation are available on request to qualified investors and peer quant teams.
Submissions are received by Northstar Systematics partners only and are not retained beyond the response. We typically reply within five business days.
Important disclosures
This site is provided for informational purposes only and does not constitute an offer to sell, or a solicitation of an offer to buy, any securities. Past performance — whether realized or hypothetical — is not indicative of future results. Walk-forward results shown reflect out-of-sample evaluation of model output and are not realized trading returns. Materials are intended for qualified investors and institutional allocators only.