Tracking CTAs since 1994
Agile Investment Management
Senti-Wave V Program
Principal(s):
Strategy: Systematic / S-Term / Stock Indices & Volatility
Investment Restrictions: 4.7 Exempt - Qualified Eligible Persons Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
Agile's Senti-Wave V Strategy Description: The strategy is an 80% systematic trading method developed from a proprietary trading system and used to capitalize on waves of over-sold or over-bought environments in the equity markets, and in the volatility of those markets. The strategy trades Volatility index futures (VIX) and takes advantage of directional momentum and volatility as a market sentiment barometer designed to achieve steady and consistently positive 12 month returns regardless of market direction. It targets these results in trendless or choppy market environments. Trades are short-term in duration from several days to several weeks.
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Ken Brandau in 1993 opened American Capital Mgt-CTA and WorldWide Money Mgt-CTA, All Equity Growth Fund and 6800 Capital Corp. as Managing Hedge Fund Director, ChariTrust - Hedge Fund Research, NorthCoast Asset Mgt. as ETF strategy program developer, private wealth equity strategy developer and trader.
Performance
1) Past results are not necessarily indicative of future results, 2) All trading results are actual and independently verified by NAV Consulting, Inc., 3) Pro Forma management fee is 1% per annum calculated monthly, based on month end equity before incentive fee, 4) Pro Forma incentive fee is 20% quarterly.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.58% | -0.07% | 0.65% | -2.98% | -0.02% | 2.45% | 0.44% | 1.41% | 0.55% | 0.60% | 1.62% | – | 5.23% | -2.99% |
| 2024 | 1.14% | 0.84% | 0.84% | 1.09% | 0.72% | 0.63% | 0.77% | -4.07% | 1.80% | -0.34% | 3.61% | 2.54% | 9.57% | -4.07% |
| 2023 | 1.49% | 0.48% | 1.07% | 0.30% | 0.61% | 0.50% | 0.49% | 2.19% | -2.26% | 2.57% | 0.83% | 0.37% | 8.64% | -2.26% |
| 2022 | -3.20% | -1.21% | -1.67% | -4.22% | 13.38% | -0.01% | 1.89% | 0.07% | -3.48% | 3.25% | 1.45% | 2.13% | 8.38% | -9.94% |
| 2021 | 2.83% | 0.76% | 6.69% | -0.41% | 1.31% | 2.46% | 1.91% | 2.00% | -0.64% | 3.56% | -1.65% | 7.36% | 26.18% | -1.65% |
| 2020 | – | – | – | – | – | – | – | – | 5.87% | -3.25% | 2.53% | -0.69% | 4.46% | -3.25% |
Track Record Compiled By: NAV Consulting
Accounting Notes: 1. Past results are not necessarily indicative of future results, 2. All trading results are actual and independently verified by NAV Consulting, Inc., 3. Pro Forma management fee is 1% p.a. calculated monthly, based on month end equity before incentive fee, 4. Pro Forma incentive fee is 20% quarterly.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.