A 21-year validated systematic FX trading strategy with 6,606 trades, 68.97% win rate, and a maximum drawdown of just 2.73%. Institutional alpha engineered for drawdown control.
Most hedge funds launch with a pitch deck and a promise. TRI Capital launches with 21 years of evidence.
The Market-Generated Intelligence (MGI) strategy exploits persistent behavioral patterns embedded in global currency markets — patterns rooted in institutional order flow and time-price structure that repeat because liquidity dynamics and human psychology are structurally constant.
The strategy does not rely on leverage amplification, discretionary market timing, or correlation to equity markets. It has been systematically back-tested across bull markets, bear markets, flash crashes, currency crises, and a global pandemic.
Derived strictly from price, volume, market structure, and session behavior — no external macro noise or subjective inputs
All positions closed before NY session close. No overnight gap risk, no weekend exposure, no vulnerability to after-hours events
~315 trades per year. The strategy trades when setup criteria are met — selectivity drives the 68.97% win rate
Performance without risk management is luck. Performance with disciplined risk management is a repeatable process.
See how TRI Capital Fund’s MGI strategy compares against major benchmarks and asset classes. Select investments below to compare.
*Based on 21-year back-tested data (Jan 2005 – Dec 2025). Past performance is not indicative of future results. All back-tested data is hypothetical. Capital is at risk. Full methodology available in the investor data room.
Back-tested performance establishes the theoretical edge. Live execution validates it. Over a 62-day live trading window, the strategy demonstrates strong alignment with the 21-year model.
Live execution results demonstrate strong directional alignment with the modeled edge. Win rate compressed by only 1.35 percentage points from back-test to live.
Risk management is not an afterthought at TRI Capital — it is the foundation upon which the strategy was built. Every structural decision was made with capital preservation as the primary objective.
100,000 simulations across the full 21-year dataset. Probability of ruin: 0.00%. Worst simulated drawdown: 16.89% (occurring in <1% of scenarios).
No position held without a predefined exit. Max historical single-trade loss across 21 years: 1.50%. Non-negotiable automated execution.
Programmatic daily loss limit enforced automatically. If reached, trading ceases for the remainder of the session. No exceptions. No human override.
Position size scales inversely with realized market volatility, preventing adverse conditions from amplifying drawdown.
All positions closed prior to NY session close. No overnight gap risk, no weekend exposure. An entire category of risk — eliminated by design.
Real-time monitoring of win rate, profit factor, and drawdown metrics ensures strategy performance remains aligned with historical parameters.
We earn only when we deliver
At the 21-year back-tested CAGR, investors net approximately 44%+ annually after all fees — still superior to most hedge funds on a gross basis.
| Metric | TRI Capital (MGI) | S&P 500 | Hedge Fund Index |
|---|---|---|---|
| Annual Return (CAGR) | 84.24% | ~10–11% | ~6–8% |
| Max Drawdown | 2.73% | 30%+ | 15–25% |
| Win Rate | 68.97% | N/A | ~50–55% |
| Profit Factor | 3.61 | N/A | ~1.2–1.5 |
| $100K Growth (21yr) | $37.13B | ~$630K | ~$350K |
| Losing Years | 0 | 3–4 | 4–5 |
Back-test period: Jan 2005 – Dec 2025 (21 years). All back-tested data is hypothetical. Past performance is not indicative of future results.
The team that built this strategy is the team managing it — providing full transparency and direct accountability to every investor.
Founder & Portfolio Manager
Sole architect of TRI Capital's proprietary systematic strategy. Over 8 years developing, stress-testing, and validating a rules-based intraday FX approach across 21 years of historical data and live forward-testing in production conditions. Built every component from first principles — pattern identification, signal engineering, back-test framework design, walk-forward validation, risk framework construction, and live execution oversight.
10+ Years Systematic FX Trading | Strategy Architect | 21-Year Validated Strategy
Strategic Partner
Over 30 years of finance and systems design experience. Built the proprietary technology stack powering the MGI strategy — including the back-testing engine, risk analytics platform, and automated execution infrastructure. Responsible for institutional-grade infrastructure scaling and continuous system reliability.
30+ Years Finance & Systems Design | Technology Architect | Infrastructure Scaling
Strategic Advisor — Capital Formation
Three-time Inc. 500 entrepreneur with multiple eight- and nine-figure exits across industries. Raised over $25 million in institutional and private growth capital. Oversees fund operational strategy, investor relations, and capital formation. Educated at Brown University (B.A.) and the Wharton School at the University of Pennsylvania (MBA).
Brown University, B.A. | Wharton School, MBA | 3x Inc. 500 Entrepreneur | $25M+ Capital Raised
We welcome detailed conversations with serious, qualified investors. TRI Capital’s team is directly accessible — there is no intermediary between our investors and the people responsible for the strategy.