Systematic, seasonality-driven futures trading with disciplined risk control.

Loblolly Trading is a systematic trading program designed to evaluate repeatable historical tendencies across global futures markets. The strategy begins with long-term seasonal patterns that have demonstrated persistent behavior over decades of data and selectively filters those signals through quantitative confirmation layers to manage risk and remove noise.

Risk management is central to the process. Capital is deployed selectively across a diversified set of futures markets, and the program will forgo otherwise attractive opportunities when predefined risk thresholds are not met. The objective is not constant market exposure, but disciplined, risk-defined participation when probability, timing, and market conditions align.

Our approach

The trading program operates within a fully systematic, rule-driven framework. Trade decisions are generated and managed based on predefined criteria rather than discretion or short-term market narratives. Seasonal signals are validated using trend, volatility, and market structure filters before risk is accepted.

• Exposure is taken selectively, not continuously

• Risk is defined and constrained prior to entering a position

• Trades are skipped when volatility or market structure conditions are unfavorable

• Diversification is maintained across multiple futures market sectors

Performance information is available upon request to qualified investors. Past performance is not necessarily indicative of future results.