Strategy overview

The Loblolly Trading program is a systematic, seasonality-driven trading framework designed to identify repeatable historical tendencies across global futures markets. The strategy begins with long-term seasonal patterns that have demonstrated persistent behavior over decades of data.

Seasonal signals are not traded in isolation. Each potential opportunity is evaluated using multiple quantitative confirmation filters, including trend and momentum measures, volatility regime screens, and market structure analysis. These filters are designed to validate the seasonal signal, remove noise, and determine whether market conditions are suitable for participation.

Trade entries, exits, and position management are governed by predefined rules. The strategy does not rely on discretionary judgment or short-term market narratives. Trades are initiated only when probability, timing, and risk conditions align, and otherwise valid seasonal setups may be rejected when risk thresholds are not met.

The program trades a diversified universe of futures markets across multiple sectors, including agricultural commodities, energies, metals, interest rates, and currencies. Holding periods generally range from several days to multiple weeks, depending on market behavior, volatility, and risk constraints.

The objective of the strategy is not constant exposure or short-term forecasting, but disciplined, risk-defined participation in market environments where historical tendencies and current conditions align.