CTA Profiles Sweet Futures

Start Date: Jan-2012
Oct Return: 0.81%
YTD Return: -2.09%
Annual CROR: 4.31

Worst Drawdown: -13.48%
Losing Streak: -6.69 %
Sharpe Ratio: 0.49
Calmar Ratio: N/A

Min Investment: $50,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0271551

Margin: 35-45%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 6,750

Trading Strategy: Two of the most time tested trading strategies are trend-following and options selling. Each have their own strengths and weaknesses. Trend-following does well in trending markets, but option selling can have difficulty. Trend-following slowly loses money in sideways markets, while options selling does well. Double Helix is a unique CTA that attempts to harness the power of both strategies. We sell weekly options on the S&P 500, but sell puts only â€“ no calls. Double Helix employs a sophisticated algorithm that trend-follows the S&P 500 Index. As long as the algorithm is indicating a sideways to higher S&P 500, Double Helix will initiate a new position each day. When the program signals a â€œmarket cautionâ€, and potentially a lower S&P 500, the program will cease new positions. Double Helix will continue to monitor markets and reenter when the S&P 500 is back in a sideways to higher pattern. Risk management is one of Double Helixâ€™s strongest attributes. All positions are monitored 24-hrs a day and managed by our sophisticated risk management system. Each position has a specific risk management level and will be exited, day or night, if that level is reached. Risk Strategy: N/A

Trading Methodology
95% Systematic
5% Discretionary
Trading Style
50% Trend Following
50% Option Trading

Style Sub-Categories
Trend Following
Pattern Recognition
Option Writer

Holding Period
100% Short Term
Sector: US
Contracts: Options

Market Allocation
100% Stock Indices

Recent Performance - Start Date of Program January 2012

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	0.83%	1.36%	1.47%	-3.12%	1.33%	1.63%	1.42%	-4.53%	-3.05%	0.81%			-2.09%	-7.44%
2023	1.17%	1.48%	0.16%	0.81%	1.00%	1.02%	1.25%	0.90%	0.57%	1.31%	1.28%	0.94%	12.55%	0%
2022	-1.10%	-2.52%	0.07%	-0.78%	1.75%	-3.28%	1.90%	1.60%	0.30%	1.42%	1.14%	0.38%	0.72%	-5.8%
2021	-2.53%	-0.05%	1.88%	1.01%	0.45%	1.73%	1.18%	0.96%	-0.21%	1.87%	-1.18%	0.54%	5.7%	-2.58%
2020	-2.13%	-7.32%	-0.29%	0.19%	0.15%	-1.61%	1.61%	1.25%	-0.80%	-0.29%	0.39%	1.11%	-7.77%	-10.71%
2019	1.55%	1.12%	1.31%	1.28%	-1.56%	1.68%	0.47%	-4.64%	1.78%	1.54%	1.40%	1.88%	7.88%	-4.64%
2018	0.21%	-0.35%	-1.15%	-0.38%	0.86%	0.85%	1.06%	0.45%	1.15%	-3.38%	1.37%	-1.69%	-1.1%	-3.71%
2017	0.81%	1.42%	1.41%	0.46%	0.51%	0.25%	-0.24%	-0.92%	1.13%	1.07%	0.97%	0.25%	7.33%	-1.16%
2016	-0.45%	-1.62%	1.10%	0.71%	1.38%	1.18%	1.27%	1.13%	-2.89%	0.60%	0.44%	0.93%	3.75%	-2.89%
2015	0.22%	3.34%	1.50%	1.57%	1.62%	0.01%	2.60%	-9.33%	-0.17%	2.22%	2.25%	-4.56%	0.53%	-9.71%
2014	-2.39%	0.78%	2.70%	1.69%	2.03%	1.05%	-1.93%	4.58%	0.58%	-9.26%	1.10%	-4.21%	-3.98%	-12.12%
2013	1.09%	0.71%	3.66%	2.21%	-0.99%	1.27%	2.06%	-1.91%	2.28%	0.75%	1.03%	2.18%	15.18%	-1.91%
2012	3.62%	2.45%	2.76%	1.99%	-2.63%	3.09%	1.13%	2.25%	0.98%	2.32%	0.82%	-0.06%	20.24%	-2.63%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.
THERE IS UNLIMITED RISK OF LOSS ASSOCIATED WITH WRITING SHORT OPTION CONTRACTS.

Chart

Track Record Prepared By: Turnkey Trading Partners

Footnotes:

(C) = Client Trading Results
(P) = Proprietary Trading Results
(P&C) = A Combination of Proprietary & Client Results.

Current Drawdown - The Current Losing Streak of the CTA, if any.

Worst Drawdown - The Worst Drawdown reflects the greatest loss from Inception. Worst Drawdown can be defined as the potential cost of higher return.

Annual Compound Rate of Return - The Annualized Compounded Rate of Return represents the average return of the CTA over the time frame of the report. It smoothes out returns by assuming constant growth.

Calmar Ratio - The Calmar Ratio - Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

Sharpe Ratio - The Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratios is calculated using a 1% risk-free rate of return.

Round Turns - Represents the annual number of Round Turns per $1 million.