A cross-asset decision overlay applied at the timing, conviction, and capital efficiency layer of institutional and CTA portfolios. We are not another source of direction. We improve the quality of decisions made on the direction you already have.
ATP develops rules-based models that produce decision overlays — applied as a structured directional view on each subscribed instrument, delivered daily before exchange open. The output is not an additional directional source. It is a decision input designed to sit alongside an existing systematic or discretionary process and improve the quality of decisions produced by that process. Most third-party providers add more information. ATP improves what the portfolio manager does with the information they already have.
A continuous directional overlay — strictly long or short on each instrument throughout the cycle. The overlay reverses when the model determines that the directional environment has shifted. There is no neutral state by design.
No model replacement. No required infrastructure change. The overlay is consumed at the layer that matches your existing framework — as a filter, a sizing input, a timing reference, or an attributable sleeve.
The overlay output acts as a regime gate, applied before a trade is expressed. It identifies environments structurally unfavourable for the existing directional thesis and reduces exposure to entries at exhaustion points.
Dynamic sizing adjustment based on regime conviction — increase exposure in higher-quality environments, reduce it in deteriorating ones. The output sits above the position sizing decision, not inside it.
Reduce adverse selection at the point of expression. For desks where entry and exit timing drives a meaningful share of returns, the overlay provides an independent view on short-horizon inefficiencies prior to every exchange open.
Overlay outputs are attributable to a designated client sleeve within the portfolio structure. Allocation mechanics are at full client discretion. ATP provides the input. The client decides how to account for it.
The 17-instrument universe is the primary delivery scope. Beyond direct coverage, the overlay outputs carry cross-asset implications across correlated equity, rates, and FX positions — particularly relevant for multi-strategy and macro mandates whose portfolio construction extends beyond the directly covered set.
| Asset class | Instruments | Count |
|---|---|---|
| Equity index futures | ES · NQ · YM · FESX · FDAX · NKD | 6 |
| Interest rate futures | ZB · ZN · ZF · FGBL · FGBM · FGBS | 6 |
| FX futures | 6E · 6B · 6J · 6A · 6C | 5 |
S2-2026 (the active Series) operates on a focused subset of the universe. Full 17-instrument coverage is scheduled to begin with S3-2026 on 29 June 2026.
Each Series is a structured eleven-week cycle aligned with the front-month futures contract window. Between Series, ATP operates a five-trading-day maintenance window during which models are retrained on newly ingested data and no overlay output is produced. Clients plan their evaluation cycle around known windows.
“Most diversification in institutional portfolios happens at the asset level. ATP provides diversification at the decision level — an independent input that is not explained by the same factors driving the rest of the book.”
ATP is built for institutional and CTA audiences with active futures exposure. The product is designed for portfolios where timing, conviction management, and capital efficiency are live operational questions — not for retail or sub-institutional mandates.
For portfolio managers running discretionary futures books with active directional views, the failure mode is rarely the thesis — it is the timing of expression and the sizing around conviction. ATP provides an independent conviction reference at the point of the decision that was already going to be made.
For multi-strategy platforms, the value is at the capital allocation layer. The overlay output is designed to be orthogonal to common factor exposures — it does not crowd with what existing pods are already doing. It helps prioritise which trades carry higher timing risk and where conviction is structurally better supported.
For systematic CTAs, ATP integrates above signal generation as a regime gate. It is designed for the failure modes systematic models encounter at regime transitions — late-stage entries, false breakouts, and deteriorating overlay quality during sideways and choppy markets. Your model logic stays intact.
ATP operates on short-horizon inefficiencies that are not captured by traditional factor premia. The conditional edge is derived from probability-weighted trade structuring under changing market conditions — specifically at points of maximum decision uncertainty, where institutional PnL leakage occurs and where traditional models provide the least structural guidance.
An overview of the methodology, data architecture, and operational characteristics most commonly evaluated by systematic research and risk teams. Detailed methodology is available under a due diligence framework.
Independent agent-models with one dedicated model per instrument rather than a pooled cross-asset model. Continuous learning framework with structured maintenance controls.
Approximately ten-year rolling window, refreshed daily. The dataset expands and shifts forward continuously, so models are exposed to the most recent regime information.
Exchange-licensed institutional-grade market data — tick-by-tick Time and Sales plus Level 1 and Level 2 market depth. ATP does not use third-party output providers as model inputs.
Strictly directional: Bullish, Bearish, or Same as Previous (the prior regime remains active). No neutral or flat state. End of Series marks the close of the active cycle.
Periodic written reports — Information Modules and Sentiment Classifications — distributed via CSV, API, or email. UTC timestamps for global audit. No intraday weight updates.
Structured dataset reevaluation at the end of every Series, followed by adjustments during the five-day inter-Series maintenance window. Daily data intake throughout active Series.
Three-part framework: systemic risk (regime shifts), system risk (production and delivery), data risk (feed integrity). Automated integrity checks across the pipeline.
Trade-level outputs available for independent evaluation. Live track records exist on selected instruments and are reviewed under a formal due diligence framework.
Minimum commitment: one complete quarterly cycle. Pilots are structured around Series boundaries so the client gets a complete, uninterrupted evaluation cycle.
For evaluation enquiries, due diligence, or distribution conversations, reach the team directly. We respond to all enquiries within one business day.