What you’ll actually learn

Five days, five concepts. By the end you’ll understand the building blocks of a real systematic strategy — not generic trading clichés.

• Day 1 · Probabilities — the math of an edgeProfit factor, expected losses in a row, and why win rate is really about how aggressively you can size and how long you can sit through a bad run — not about expectancy. Plus why combining mean reversion and trend following in the same book is one of the only real free lunches in this business.
• Day 2 · Finding an entryHow to time entries using mean reversion (buying the dip) and trend following (breakouts and volatility breakouts), with NASDAQ 100 backtests for each. Why systematic shorting is harder than it looks — and the structurally different way the live strategy solves it.
• Day 3 · Finding an exitWhy exits don’t make most of your money but a bad one can give it all back. The case for volatility-adjusted ATR stops over fixed-percent stops, and why stop discipline is the difference between living and dying through a bad run.
• Day 4 · Asset selection, crashes and risk managementWhat makes an asset class actually tradeable, why you don’t try to predict crashes (you react to them), and how to size each position so a normal sequence of losers doesn’t take you out.
• ADVANCEDDay 4 Continued · Advanced EdgesTwo structural edges that don’t show up in any retail trading course. Both compound on top of a real strategy. Both punish you if there’s no real strategy underneath. This is the layer that quietly drives nine years of out-performance — and the layer almost everyone walks past.
• Day 5 · Putting it all together — the live strategyHow the four concepts above run as a real system at MFAM. The 11-leg, three-engine Quantitative Leveraged L/S ETF Strategy that has compounded at 50.2% annualised against the S&P 500’s 14.6% over nine years — all rules-based, no discretion.

Meet your instructor

Henry Fung

Founding Partner, MF & Co. Asset Management · AFSL 520442 · RG146, ADA1, ADA2 · 19 years in financial services

Henry runs the quantitative trading desk at MFAM. His focus is rules-based strategies across Australian and US equities, options, and futures — nothing trades unless it’s been backtested over decades, walked forward, and quantified for regime risk.

He’s the architect of the MFAM Quantitative Leveraged L/S ETF Strategy — an 11-leg systematic strategy that combines trend-following long, mean-reversion and trend-following short across leveraged sector ETFs, with a live track record under MFAM’s AFSL. He’s a regular guest on Ausbiz and trading podcasts where he explains how systematic strategies work in plain English.