CTA Profiles Sweet Futures

Start Date: Aug-2017
Dec Return: -3.23%
YTD Return: -1.64%
Annual CROR: -1.61

Worst Drawdown: -34.47%
Losing Streak: -24.67 %
Sharpe Ratio: 0.01
Calmar Ratio: N/A

Min Investment: $60,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 410680

Margin: 30%
Mgt Fee: 2.00%
Incentive Fee: 33.00%
Round Turns: 16,000

Trading Strategy: The GT Systematic Day Trading Program relies primarily technical indicators, specifically the Elliot Wave Principle, in determining positions. The Elliott Wave Principle is a form of technical analysis used by trader to analyze financial market cycles and forecast market trends by identifying extremes in investor psychology, highs and lows in prices, and other collective factors. The Elliott Wave Principle posits that collective investor psychology, or crowd psychology, moves between optimism and pessimism in natural sequences. These mood swings create patterns evidenced in the price movements of markets at every degree of trend or time scale. The program will result on both trend following and counter trend following position. Risk Strategy: The Advisor generally attempts to limit its daily risk to between one fourth of a percent (0.25%) and four percent (4%) of an account's equity per day. However, there is no guarantee that losses will be limited to these amounts.

Trading Methodology
100% Systematic
Trading Style
50% Trend Following
50% Contrarian

Style Sub-Categories
Pattern Recognition
Quantitative
Trend Anticipatory

Holding Period
100% Intraday
Sector: US
Contracts: Futures

Market Allocation
35% Stock Indices
15% Currencies
15% Financials
10% Metals
10% Energies
5% Agriculturals
10% Other Markets

Recent Performance - Start Date of Program August 2017

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2023	-9.09%	-4.00%	3.18%	7.77%	-3.20%	2.49%	1.26%	-12.23%	2.72%	12.90%	2.43%	-3.23%	-1.64%	-14.43%
2022	8.30%	-5.53%	2.83%	-1.71%	7.70%	4.87%	-1.91%	7.21%	5.72%	-13.89%	4.47%	-2.56%	13.82%	-13.89%
2021	-3.68%	4.73%	5.91%	-3.73%	-1.01%	-1.07%	-6.15%	-0.17%	-0.97%	0.30%	5.04%	-11.58%	-12.95%	-18.52%
2020	-9.62%	12.22%	19.57%	3.18%	0.20%	-6.66%	-7.33%	-9.34%	6.18%	1.06%	-1.35%	-6.89%	-3.09%	-22.71%
2019	9.65%	4.21%	-9.57%	0.48%	2.60%	-3.18%	-2.10%	2.70%	2.70%	3.22%	-1.69%	2.13%	10.35%	-11.64%
2018	-11.10%	14.10%	-5.60%	7.59%	4.70%	0.63%	2.81%	-7.80%	-5.85%	17.54%	1.01%	-15.48%	-2.79%	-15.48%
2017								4.21%	-2.49%	-4.13%	-4.01%	-4.90%	-11.07%	-14.66%

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

Chart

Track Record Prepared By: Donahue Associates LLC

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.