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LEVEX Capital Mgt Inc. - The Trade Within (TTW)

Principal(s): Ilan Levy-Mayer
Strategy: Trend Following / Algorithmic / Intraday / Diversified
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Investment Restrictions: 4.7 Exempt - QEPs Only

Statistics & Program Information

Sep 2025 Return 9.57%	Worst Drawdown ⁽²⁾ -24.35%	Minimum Investment $100,000
YTD Return: 22.63%	Losing Streak ⁽³⁾: -17.11%	AUM ⁽⁵⁾: $249,030
Annualized CROR⁽¹⁾ 30.15%	Sharpe Ratio 4% RF ROR⁽⁴⁾: 0.49	Calmar Ratio ⁽⁶⁾: N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology 100% Systematic	Style Sub-Categories Quantitative Trend Anticipatory Algorithmic	Trading Style 100% Trend Following
Market Sector 25% Stock Indices 10% Financials 25% Metals 15% Energies 15% Agriculturals 10% Softs	Holding Period 100% Intraday	Geographic Sector US Contracts: Futures

Start Date May-2025	Currency US Dollar	Management Fee 0-2%
Accepting New Accounts Yes	Min Investment $100,000	Incentive Fee 20.00
NFA Member Yes	Fund Minimum $0	Other Fees None
NFA Number 0380418	Margin ⁽⁷⁾ 0%	Avg Comm ⁽⁸⁾ $4
Notional Funds Yes	Round Turns Per Million ⁽¹⁰⁾ 10,000	Max Comm ⁽⁹⁾ $5

Starting Date: May-2025	Currency: US Dollar
Open to New Investors: Yes	Current Assets: $249,030
Open to US Investors: Yes	Annualized CROR: 18.64%
Minimum Fund Investment: $0
Minimum Managed Account: $100,000	Current Losing Streak: -17.11 %
Domocile:	Calmar: N/A
Subscriptions: N/A	Sharpe Ratio: 4% RF ROR 0.49
Redemptions: N/A	US Attorney: Not Listed
Lock Up: N/A	Offshore Attorney: Not Listed
Hurdle Rate: N/A	Administrator: Not Listed
Administraton Fee: 0.00%	Prime Broker: Not Listed
Management Fee: 0.00%	Auditor: Not Listed
Incentive Fee: 0.00%	NFA Member: Yes
Selling Fee: 0.00%	FINRA Member: No
Other Fees: None	Other Memberships: None

Type of Fund:	Domicile:	Strategy:

Track Record Prepared By: Chawla Group

Correlations:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

Trading Description

The TTW PROGRAM (The Trade Within) uses one main algorithm in several markets as well as using few different time frames in the same market with the objective looking for an intraday trend. Once the algorithm identifies a possible trade, the system generates automated orders and employs another algorithm, this time to enter the market at the best price possible. Once in a trade the system triggers correlated targets, stops and trailing stops if certain profit is achieved. The program will usually look for ONE TRADE ONLY in several markets each day in order to have diversification between market segments. The program relies on automatic, software execution in order to make trading more mechanical rather than emotional. The advisor also monitors fundamental data such as economic reports and schedules government data that may affect existing and potential trades. Currently the advisor is planning to trade liquid markets that offer volatility and volume for daytrading such as Mini SP500, Gold futures, mini NASDAQ, US Treasury bond futures, Mini Dow, Crude Oil futures, silver, natural gas, copper, sugar, coffee, beans and wheat and other liquid US futures contracts. The advisor implies his own set of rules as far as profit/loss levels, maximum number of markets he can be at in any given time and appropriate risk/reward per trade.

Risk Strategy

Background

Ilan Levy-Mayer is the principal of LEVEX. He is also an Associated Person ("AP") with Cannon Trading Company, an Introducing Broker located in Los Angeles, CA. Mr. Levy-Mayer holds an MBA in marketing and finance. He started in the futures industry in 1998 and has written several articles and was a guest speaker at a webinar held by the Chicago Board of Trade about qualities of successful trading.

Performance

Monthly Performance Since Jul 2024

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2025	-2.15%	22.70%	1.39%	11.70%	0.80%	0.80%	3.37%	-6.22%	-19.33%	9.57%				18.38%	-24.35%
2024							-7.01%	-9.42%	33.35%	-15.31%	8.92%	2.40%	6.10%	-15.77%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Footnotes

1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % the time-period. 3. Sharpe Ratio uses a 4% Risk Free ROR (Rate of Return) 4. Calmar Ratio Uses last 36 months of Data 5. The hypothetical growth of $1,000

++Qualified Eligible Investors Only:

A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions).

Exemptions:

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.

RISK DISCLOSURE

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

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.