Wisdom Trading

Managed futures performance in May 2026 told two stories at once. The headline indices closed slightly negative on the month, but year-to-date numbers stayed firmly positive. Here is a look at the broad managed futures category through the most widely cited non-investable indices, and what the underlying market backdrop says about why.

A few weeks ago we wrote about how we use AI alongside Trading Blox — what it does well, what it doesn’t, and the workflow we run. The single biggest risk we flagged was overfitting — specifically, the way AI overfitting in trading systems quietly destroys...

Two things have changed how we build systematic strategies in the last eighteen months. The first is that large language models — Claude, ChatGPT, and their peers — have become genuinely useful for quant work. Not magic, not autonomous, but a real lever. The second hasn’t changed: Trading Blox is still the platform we trust to backtest, position-size, and stress-test portfoli...

The question we get most often from allocators considering their first managed futures allocation isn’t about strategy. It’s about structure: should I go through a managed account or a hedge fund?

It’s the right question. The strategy decision — trend following, multi-strategy, macro — is downstream of the structural one. The same CTA can run essentia...