Autumn Gold Retail Report
Report Start Date: Mar-2021 - Report End Date: Jul-2024
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Robot Capital Corp - FINMATIX
Trading Strategy: Multi Strategy
Investment Restrictions: 4.7 Exempt - QEPs Only
| Performance Since March 2021 | Track Record Compiled By: N/A |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.26% | 1.75% | 1.74% | 1.97% | -3.05% | 0.06% | 2.18% | – | – | – | – | – | 5.91% | -3.05% |
| 2023 | 0.73% | 2.79% | -0.89% | 6.67% | -0.89% | -0.43% | 0.74% | 0.52% | 2.01% | -1.82% | 2.43% | -4.18% | 7.68% | -4.18% |
| 2022 | -9.93% | 1.92% | 5.55% | -11.34% | 15.92% | 13.14% | -11.71% | 6.60% | 2.54% | 7.34% | -0.05% | 7.23% | 27.21% | -14.09% |
| 2021 | – | – | 5.12% | 2.63% | 1.94% | 0.88% | -11.78% | 0.50% | 8.93% | -0.53% | 3.72% | 7.23% | 18.64% | -11.78% |
* ROR is non-compounded (sum of monthly returns).
Program Description: The FINMATIX program combines the VOL MULTI-MARKET (VMM) and MULTI STRATEGY INDEX (MSI) Programs, which is designed for investors seeking portfolio allocation to the non-correlated alternative markets without succumbing to the wide return variance and peak drawdown exposure typically seen in many absolute return programs. FINMATIX was constructed with risk management as the primary objective and is designed with a goal of reducing return volatility while targeting high risk-adjusted returns. The program's inherent mechanical nature utilizes dynamic measurements to develop volatility adjusted trade and risk management models.
The VMM program executes trades in the Gold, Copper, Silver, Crude and Heating Oil, RBOB Gasoline, Natural Gas, NASDAQ 100, Russell 2000, and US Treasury Note futures markets utilizing long and short strategies at expansion and contraction points in volatility. A multitude of strategy parameters for entry and exit signals are automatically executed according to pre-defined parameters without user intervention removing human emotions that may hinder the consistency and returns of the strategy.
The MSI program executes trades exclusively in the S&P 500 index futures market utilizing multiple long/short models non-correlated by both methodology and interval. The program is comprised with an intermediate term, often multiple days, strategy utilizing a unique method of analyzing investor sentiment and then executes long and short at expansion and contraction points in sentiment, respectively. The program utilizes various short term (intraday strategies) that are comprised of a unique set of mechanical models where maximum daily and monthly risk is finite and can be tailored to meet specific maximum or minimum draw down profiles. Most of the short-term positions are flat ahead of the underlying cash market close minimizing the majority of overnight price shock risk to capital.
The VMM program executes trades in the Gold, Copper, Silver, Crude and Heating Oil, RBOB Gasoline, Natural Gas, NASDAQ 100, Russell 2000, and US Treasury Note futures markets utilizing long and short strategies at expansion and contraction points in volatility. A multitude of strategy parameters for entry and exit signals are automatically executed according to pre-defined parameters without user intervention removing human emotions that may hinder the consistency and returns of the strategy.
The MSI program executes trades exclusively in the S&P 500 index futures market utilizing multiple long/short models non-correlated by both methodology and interval. The program is comprised with an intermediate term, often multiple days, strategy utilizing a unique method of analyzing investor sentiment and then executes long and short at expansion and contraction points in sentiment, respectively. The program utilizes various short term (intraday strategies) that are comprised of a unique set of mechanical models where maximum daily and monthly risk is finite and can be tailored to meet specific maximum or minimum draw down profiles. Most of the short-term positions are flat ahead of the underlying cash market close minimizing the majority of overnight price shock risk to capital.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -14.09% |
| From Dec 2021 to Apr 2022 | |
| Worst Month (Jul 2021) | -11.78% |
| Current Losing Streak | -0.88% |
| Average Monthly Return | 1.45% |
| Annualized Performance |
|
| Compound ROR (1) | 16.59% |
| Standard Deviation | 19.97% |
| Sharpe Ratio | 0.85 |
| Sterling Ratio | 1.21 |
| Calmar Ratio (3) | 1.42 |
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.
