Systematic Momentum  ·  Newport Beach, California

Converging the waves
big institutions create.

A proprietary four-layer quantitative system built over two decades of live-capital trading. Engineered to detect institutional flows and isolate elite intraday momentum setups before the broader market reacts.

Request Private Placement Memorandum Our Approach ↓
20+
Years Live-Capital
4
System Layers
0
Overnight Exposure
20+
Years Live-Capital Trading
4
Quantitative System Layers
0
Overnight Exposure
Intraday
Strategy Horizon
0
Overnight Exposure
4
Layer Filter Architecture
20+
Years Live Capital
<2%
Max Risk Per Position

Systematic edge,
institutional discipline.

The Rogue Wave Intelligence System™ is a four-layer proprietary framework built over two decades of live-capital trading. Each layer independently filters the full US equity universe, and only candidates that survive all four reach the execution stage.

A proprietary regime classification engine adapts risk parameters, position sizing, and entry criteria in real time across all market conditions. Discipline is not a principle — it is architecture.

01
Core Momentum Engine
Seven quantitative factors composited into a single precision score to surface elite-tier setups with asymmetric intraday potential.
02
Institutional Flow Layer
Detection of block trades, cumulative delta divergence, and options sweep activity reveals institutional positioning before the move is public.
03
Quality & Conviction Filter
Secondary scoring overlay prioritizes high-conviction, institutionally-participated setups while penalizing speculative noise across all regimes.
04
Asymmetric Opportunity Tier
Size-controlled layer capturing rare high-velocity dislocations where the risk/reward profile justifies measured tactical exposure.

Every candidate travels the same path. Most are eliminated before execution.

T1
Core Momentum
Engine
Universe scanned
T2
Institutional
Flow Layer
Low score eliminated
T3
Quality &
Conviction
Noise filtered out
T4
Asymmetric
Opportunity
Non-qualifying removed
EXECUTION
High-conviction only
Trades deployed

Capital preservation
is the first mandate.

Position Level
Dynamic Kelly Criterion Sizing
Every position is sized using probability-weighted expected value modeling. Progressive stop-loss algorithms lock gains systematically. Maximum risk per trade is capped at 2% of portfolio.
Portfolio Level
Correlation & Drawdown Controls
Portfolio-level correlation controls prevent concentrated exposure. Hard intraday loss limit of 3% enforces an automatic circuit breaker. Maximum drawdown target held below 8%.
Structural Level
Zero Overnight Exposure
All positions carry a forced end-of-day exit. No capital is ever left exposed to overnight, weekend, or gap risk. The system operates exclusively within regular market hours.

Performance
that compounds.

Overall Win Rate 73%
Sharpe Ratio 2.3
Profit Factor 2.6
Avg. Risk / Reward 1 : 2.8
Max Drawdown (Realized) 4.2%
Strategy Universe US Equities

All performance figures presented above reflect the unaudited proprietary track record of the portfolio manager under personal live-capital deployment. These figures have not been independently verified or audited and do not represent the performance of any fund or pooled investment vehicle. Past performance is not indicative of future results. There can be no assurance that similar results will be achieved. Independent audit is scheduled for the fund’s first full fiscal year.

Illustrative — Not Audited Fund Returns
Jan Mar May Jul Sep Nov RWAM Strategy S&P 500 (illus.)

ILLUSTRATIVE ONLY — NOT AUDITED FUND RETURNS — PORTFOLIO MANAGER’S PERSONAL TRACK RECORD

Thomas Peters

Founder & Portfolio Manager

Two decades of live-capital momentum trading across every market regime. USC economics. Harvard Business School Executive MBA. United States Navy veteran.

Thomas has spent his career studying structural market inefficiencies and engineering proprietary systems to act on them with precision. The Rogue Wave Intelligence System™ is the culmination of that work — a quantitative framework refined across thousands of live trades, multiple capital cycles, and rigorous empirical testing.

His approach combines academic rigor with the pattern recognition that comes only from sustained time in markets. The result is a systematic process built on evidence, not intuition.

University of Southern California Economics
Harvard Business School Executive MBA
United States Navy Service Record
20+ Years Live-Capital Momentum Trading Proprietary Track Record
Serial Entrepreneur Undersea Energy · Rapidual · Rogue Wave Alpha

A structural moment
for momentum.

01
Regime Volatility Is Elevated
Rapid policy shifts, geopolitical fragmentation, and rate uncertainty are creating persistent intraday dislocations that systematic momentum strategies are uniquely positioned to capture.
02
Institutional Flow Is Increasingly Legible
Advances in options flow data, dark pool reporting, and real-time order book transparency have made institutional positioning detectable in ways that were not possible a decade ago.
03
Intraday Alpha Remains Under-Allocated
Most institutional capital is deployed in multi-day or multi-week holding periods. The intraday horizon remains structurally under-allocated, offering persistent opportunity for disciplined systems.
04
Zero Overnight Risk Is a Portfolio Hedge
In an environment of gap risk and overnight headline exposure, a strategy that is flat by market close offers genuine portfolio-level diversification for allocators carrying traditional long-biased positions.

Built for institutional confidence.

Legal Structure
Management Co.Rogue Wave Alpha Capital Management, LLC
General PartnerRogue Wave Alpha Capital GP, LLC
Fund VehicleRogue Wave Alpha Capital Fund I, LP
DomicileTexas (LP) — Operations: Newport Beach, CA
Investor EligibilityAccredited Investors Only
Offering TypeReg D — Private Placement
Economics
Management Fee1.5% Annually
Performance Fee20% of Net Profits
High-Water MarkYes — Investor Protected
Hurdle RateDisclosed Upon Qualification
Capital Terms
Minimum InvestmentDisclosed Upon Qualification
Initial Fund Target$50,000,000
SubscriptionQuarterly
RedemptionQuarterly with 30-Day Notice
Transparency & Reporting
Performance ReportsMonthly
Investor StatementsQuarterly
AuditAnnual — Independent Third Party
Investor PortalReal-Time Access (Coming Soon)
Service Providers
Legal Counsel
Retained — Available Upon Request
Fund Administrator
Disclosed in Offering Documents
Auditor
Disclosed Upon Investor Qualification
Prime Broker
Retained — Available Upon Request
Ready to review the full offering documents?
Qualified investors may request the Private Placement Memorandum and Limited Partnership Agreement upon completion of our investor qualification process.
Request PPM
The information presented in this section is for informational purposes only and is subject to change. Final terms, fees, and structural details are governed exclusively by the Private Placement Memorandum and Limited Partnership Agreement. Nothing herein constitutes an offer to sell or a solicitation to buy securities.

Start the
conversation.

Rogue Wave Alpha Capital Management welcomes inquiries from qualified accredited investors. We are open to conversations with family offices, high-net-worth individuals, and institutional allocators seeking systematic, risk-managed exposure to momentum-driven equity strategies.

Location
Newport Beach, California
Direct Inquiries
Entity
Rogue Wave Alpha Capital Management, LLC
Initial Fund Target
$50,000,000

Accredited Investors Only. This inquiry form is intended exclusively for individuals and entities who qualify as accredited investors under SEC Rule 501 of Regulation D. Submission of this form does not constitute an offer to sell or a solicitation of an offer to buy any security. No investment commitment can be made through this form.

Inquiry Received.
Thank you. A member of our team will respond within 2 business days. Please check your inbox, including your spam folder.
01
Confirmation Email You will receive a confirmation verifying we received your inquiry.
02
Investor Qualification Brief review to confirm accredited investor status prior to delivering offering documents.
03
Document Delivery Qualified investors receive the PPM and LPA via secure channel.
04
Introductory Call 30-minute call to walk through strategy, terms, and your questions.