Revolution Capital Management: Platform Profile

Overview

Revolution Capital Management is a Denver-based CTA/CPO established in 2004.

Current first-party site describes two currently available programs:

• Alpha;
• Mosaic Institutional.

Current identity:

• Legal manager: Revolution Capital Management, LLC
• NFA ID: 0348297
• CTA: Yes
• CPO: Yes

May fit better for

• QEP investors;
• institutional managed-futures portfolios;
• allocators seeking shorter-term systematic strategies;
• investors wanting diversification away from classic long-term trend;
• clients able to support large account minimums;
• investors comfortable with performance fees.

May fit less well for

• retail investors;
• investors below $5 million;
• users demanding one uncontested public Alpha fee schedule;
• investors uncomfortable with short-term futures turnover;
• users who assume low trend correlation means positive performance during every trend reversal;
• clients who do not qualify under the current Regulation 4.7 site restriction.

Current first-party site is QEP/qualified-eligible only

Current Revolution legal page:

• Site access QEP context: Yes
• Retail public solicitation: No

Alpha and Mosaic Institutional are the current first-party programs

Current first-party overview:

• Current programs:
• Alpha
• Mosaic Institutional

Alpha is short- to medium-term and multi-strategy

Current first-party description:

• Alpha:
• Systematic: Yes
• Quantitative: Yes
• Holding period: about 4 days
• Annualized volatility target: 12%
• Markets: 33
• Seeks low trend correlation: Yes

It can profit with or against prevailing trends depending on pattern recognition.

Mosaic Institutional is even shorter term

Current first-party page:

• Mosaic Institutional:
• Systematic: Yes
• Quantitative: Yes
• Holding period: about 3 days
• Annualized volatility target: 12%
• Seeks zero long term trend correlation: Yes

Current first-party overview says the full product suite directs roughly $800M.

Alpha minimum is consistently $5M, but public fees conflict

IASG:

• Alpha:
• Minimum: $5M
• Management fee: 1.50%
• Performance fee: 20%

AutumnGold's current program report:

• Alpha:
• Minimum: $5M
• Management fee: 0%
• Incentive fee: 25%

Mosaic Institutional current public economics are $25M / 0% / 25%

Current IASG and recent AutumnGold:

• Mosaic Institutional:
• Minimum: $25M
• Management fee: 0%
• Performance fee: 25%

Current IASG describes Mosaic Institutional as a lower-volatility version of Mosaic.

Notional funding can apply

Current/near-current AutumnGold Alpha data identify notional funding.

The practical exposure and fee-base treatment must be confirmed in the governing account documents.

Low correlation does not guarantee portfolio protection

Current first-party materials emphasize low correlation to trend-following.

Assessment

Revolution is not a conventional long-horizon trend follower.

Its current first-party lineup emphasizes short-term systematic pattern recognition and low correlation to trend strategies.

The major due-diligence problem is Alpha's fee disclosure.

The minimum is consistently shown around $5M, but public fee databases disagree materially.

ROIStreet should preserve the disagreement and set the universal Alpha fee fields to undisclosed until the governing current disclosure document resolves it.