KPI Systematic Fund | Admiralty Capital Group

Admiralty KPI Systematic Fund

KPI‑AI

We are pleased to announce the launch of our latest fund, the Admiralty KPI Systematic Fund. This fund seeks to provide investors with previously restricted access to advanced AI and algorithmic trading strategies across a multiplex of instruments. Managed by Admiralty Capital Group and Sub-Managed and operated by KPI‑AI, one of Admiralty’s earliest Venture Capital investments.

KPI‑AI

THE FUND

The Admiralty KPI Systematic Fund is a systematic trading fund managed by Admiralty Investment Management, a corporate authorised representative of Admiralty Capital Group (AFSL 554124), with KPI‑AI appointed as sub‑investment manager.

The Fund gives investors access to KPI‑AI’s Autonomous Portfolio Engine, a rules‑based system that applies artificial intelligence to a price analysis methodology developed over four decades.

Not directional

Rather than taking a directional view on any single market, the engine continuously scans a broad universe of liquid instruments across futures, equities, foreign exchange and digital assets.

Multiple horizons, multiple strategies

Each market is assessed across multiple time horizons and strategy types including trend following, countertrend, long/short and volatility contraction.

Six‑stage validation

Tens of thousands of candidate models are tested and only a small number survive before any capital is allocated.

Sized to loss behaviour

Position sizes are calibrated to each model’s own historical loss behaviour rather than to generic volatility rules.

Deliberate and auditable

Every selection and sizing decision is deliberate and auditable, so the portfolio adapts as conditions change without relying on discretionary judgement.

Not directional

Rather than taking a directional view on any single market, the engine continuously scans a broad universe of liquid instruments across futures, equities, foreign exchange and digital assets.

Multiple horizons, multiple strategies

Each market is assessed across multiple time horizons and strategy types including trend following, countertrend, long/short and volatility contraction.

Six‑stage validation

Tens of thousands of candidate models are tested and only a small number survive before any capital is allocated.

Sized to loss behaviour

Position sizes are calibrated to each model’s own historical loss behaviour rather than to generic volatility rules.

Deliberate and auditable

Every selection and sizing decision is deliberate and auditable, so the portfolio adapts as conditions change without relying on discretionary judgement.

The managers

Managed by Admiralty, powered by KPI-AI

KPI-AI is an AI-native investment manager and Admiralty's strategic partner for systematic trading. The firm has developed a fully autonomous trading platform that applies AI to a price-analysis methodology developed over 40 years, across global liquid markets - futures, equities, FX, and crypto. Portfolios are multi-market, multi-timeframe, and multi-regime - adaptive systems deploy the right strategy for current market conditions, regardless of direction.

November 2024
Admiralty's first investment in KPI-AI
Admiralty sees great potential in the AI algorithmic trading space, an age where ‘traditional investing’ has a risk of becoming obsolete.
April 2025
Admiralty's second investment in KPI-AI
KPI-AI develops an AI-powered, integrated risk-management technology that acts as both an investment and risk manager.
August 2026
Launch of the Admiralty KPI Systematic Fund
Admiralty and KPI-AI team work together to launch a Fund structure for investors.

PERFORMANCE

Modelled Performance

APE institutional strategy · Jul 2023 – Aug 2026 walk‑forward simulation* · net of fees

KPI Fund (net)Hurdle (RBA cash + 4%)

*All returns are based in USD and foreign exchange can positively or negatively impact returns. Modelled walk‑forward performance, net of fees (2% MER + 20% performance fee over RBA cash + 4% hurdle, high‑water mark). Wholesale clients only. Past performance is not a reliable indicator of future performance.

THE TEAM

The KPI‑AI Team

Managed & Supported by Admiralty Capital Group

Pete Percy

Director & Co-Founder

20+ years investment management, specialising in in the development of price-based algorithmic trading strategies. Leads KPI-AI’s research and development agenda, translating four decades of discretionary price expertise into systematic, machine-executed strategy

Dan Rowan

Director & Co-Founder

20+ years risk management. Former US Head of Risk at QIC (A$80B AUM). Predictive-analysis focus; builds self-tuning risk tools that adapt to all market types.

David Vassallo

Price Analysis & Co-Founder

40 years of price analysis. Advised HSBC, Société Générale and CIMB, averaged 18.34% p.a. over 15 years for tier-one institutions. Author of the methodology codified in the APE.

David Scallion

Chief Commercial Officer

20+ years delivering industry-leading solutions across financial services and global firms including Shell and NAB. Founder background; drives revenue channels and capital inflows.

Denis O’Sullivan

Engineering Director

20 years architecting complex automated decision systems, including at Caterpillar Inc. Architect of KPI-AI’s trading infrastructure and analysis technology.

Keith Graham

Non-Executive Director

Strategic governance with deep C-suite experience across private and publicly listed companies. Brings a strong business network and key insights to the executive team.

APPLY