CTA Profiles Sweet Futures

Start Date: Jan-2012
Mar Return: 2.56%
YTD Return: 7.87%
Annual CROR: 8.04

Worst Drawdown: -19.51%
Losing Streak: 0.00 %
Sharpe Ratio: 0.67
Calmar Ratio: N/A

Min Investment: $350,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0183261

Margin: 4-7%
Mgt Fee: 1.00%
Incentive Fee: 20.00%
Round Turns: 250

Trading Strategy: Using quantitative analysis, hundreds of indicators and several dozen models are employed. Many of these indicators have been tested though market cycles dating back to the early 1900's and include both technical and fundamental analysis. Alignments in the groups of indicators at inflection points determine the direction and the potential magnitude of the outcome to stock prices. Categories in which these indicators fall into are numerous and although not exclusive are as follows: the stock market structure, momentum, overbought and oversold, market sentiment and contrarian tools, valuations, monetary environment and macro factors. Each of these categories has different forecasting values and timeliness. Combining groups of indicators into an overlay can enhance the reliability of a signal. The models and indicators are also used to identify in advance the market climate likely to be encountered, whether trending or range bound, enabling the principle objective of GMI which is to profit from all types of markets while using strict control measures to minimize risk. Analysis and research to improve systems and strategies is an ongoing process. There is also a veto power on the indicators and models, which may be implemented during unique circumstances to potentially reduce risk.

Accounting Notes: Performance represents both Managed Accounts & the Navigator Fund through September 2017.

Trading Methodology
100% Discretionary
Trading Style
40% Trend Following
30% Contrarian
30% Short-Term Swing

Style Sub-Categories
Fundamental
Momentum
Quantitative
Trend Anticipatory

Holding Period
40% Long Term
25% Medium Term
25% Short Term
10% Intraday
Sector: US
Contracts:

Market Allocation
100% Stock Indices

Performance represents both Managed Accounts & the Navigator Fund through September 2017.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	0.98%	4.16%	2.56%										7.87%	0%
2023	4.29%	-2.25%	2.36%	0.94%	0.23%	4.61%	2.36%	-1.72%	-4.29%	-1.83%	6.65%	3.55%	15.28%	-7.66%
2022	-5.79%	-2.95%	3.70%	-6.46%	-0.24%	-5.45%	5.56%	-3.29%	-5.75%	4.18%	3.31%	-4.36%	-17.14%	-19.51%
2021	-1.11%	2.40%	3.33%	3.94%	0.49%	1.74%	1.71%	2.25%	-3.68%	5.38%	-0.53%	3.26%	20.6%	-3.68%
2020	-0.19%	-8.04%	-11.20%	5.89%	2.51%	1.34%	4.14%	5.45%	-2.82%	-2.03%	8.45%	2.70%	4.41%	-18.49%
2019	7.17%	2.49%	1.22%	2.93%	-4.82%	4.56%	0.86%	-1.40%	1.14%	1.38%	2.56%	1.92%	21.4%	-4.82%
2018	4.80%	-3.40%	-2.90%	0.12%	2.31%	0.32%	3.14%	2.52%	0.31%	-5.73%	1.56%	-7.34%	-4.95%	-11.29%
2017	1.32%	3.03%	-0.06%	0.76%	0.97%	0.33%	1.61%	0.18%	1.62%	1.86%	2.46%	0.75%	15.83%	-0.06%
2016	-3.91%	-0.10%	3.92%	0.08%	1.19%	0.08%	2.95%	-0.02%	-0.01%	-1.63%	2.93%	1.45%	6.93%	-4%
2015	-3.24%	5.13%	-1.34%	0.67%	0.90%	-1.70%	1.67%	-4.30%	-1.57%	4.25%	-0.15%	-1.32%	-1.42%	-5.85%
2014	-3.93%	4.72%	0.42%	0.08%	1.29%	1.28%	-1.18%	2.99%	-1.18%	1.77%	2.03%	-0.32%	8.03%	-3.93%
2013	3.85%	1.11%	3.11%	1.21%	1.65%	-1.50%	4.22%	-2.72%	2.72%	4.04%	2.75%	2.08%	24.69%	-2.72%
2012	1.73%	2.77%	2.12%	-0.53%	-5.09%	1.72%	0.25%	1.00%	1.67%	-1.45%	0.15%	0.49%	4.68%	-5.59%

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

Chart

Track Record Prepared By: Futures Accounting Compliance

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.

Qualified Eligible Investors - 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 $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin).

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.