Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Oct-2025
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Orbits Venture Inc - Risk Sigma Program No. 2
Trading Strategy: Option Writer / S-Term / S&P
| Performance Since January 2020 | Track Record Compiled By: Self-Prepared |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.26% | -0.13% | 0.22% | 1.85% | 0.07% | -0.62% | 0.16% | 0.44% | 0.76% | 0.74% | – | – | 3.78% | -0.62% |
| 2024 | 0.73% | 0.78% | 1.30% | -0.03% | 0.98% | 0.93% | 1.04% | 0.69% | -1.76% | 0.61% | 0.41% | 1.18% | 7.03% | -1.76% |
| 2023 | 0.48% | 0.70% | 0.76% | 0.63% | 1.20% | 0.87% | 1.15% | 1.02% | 1.16% | 1.27% | 0.95% | 1.13% | 11.95% | 0.00% |
| 2022 | 0.90% | 0.44% | 0.91% | 0.96% | 1.19% | 0.93% | 0.61% | 0.89% | -0.06% | 1.09% | 0.74% | 0.44% | 9.40% | -0.06% |
| 2021 | -0.14% | 0.32% | 0.68% | 0.22% | 1.11% | 1.09% | -0.52% | 1.45% | 1.37% | 0.87% | 0.89% | 2.32% | 10.07% | -0.52% |
| 2020 | 0.60% | -0.93% | 3.41% | 0.97% | 0.93% | 0.45% | 0.60% | 0.67% | 0.91% | -0.19% | 0.39% | 0.87% | 8.98% | -0.93% |
Program Description: Risk Sigma is a short term mean reversion trading program focused on S&P 500 Futures and Options. It has average 5~10 days holding period. Shorter trading time frame and higher turnover seeks to reduce program volatility exposure and draw downs. Our strategy is generated by rigorous mathematical and quantitative models without having doctrinaire perspective favoring any prescribed textbook investing or trading methodology. Following the ebb and flow of market actions, we not only look at absolute returns but also focus on risk adjusted returns. Risk Sigma is available through managed accounts and offers daily transparency. We trade liquid product and can offer weekly liquidity. The program's goal is to maintain a Sharpe Ratio of high 2. The design of Risk Sigma is not keyed or correlated with other major indices such as S&P500, and thus offers great diversification value to investors.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -17.96% |
| From Jan 2018 to Feb 2018 | |
| Worst Month (Feb 2018) | -17.96% |
| Current Losing Streak | 0% |
| Average Monthly Return | 0.67% |
| Annualized Performance |
|
| Compound ROR (1) | 8.11% |
| Standard Deviation | 6.32% |
| Sharpe Ratio | 1.21 |
| Sterling Ratio | 0.74 |
| Calmar Ratio (3) | 4.52 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
