CTA Profiles Sweet Futures

Start Date: Dec-1995
Mar Return: 7.49%
YTD Return: -4.94%
Annual CROR: 7.10

Worst Drawdown: -53.55%
Losing Streak: -24.09 %
Sharpe Ratio: 0.40
Calmar Ratio: N/A

Min Investment: $500,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0269229

Margin: 10%-35%
Mgt Fee: 1.00%
Incentive Fee: 20%
Round Turns: 4,250

Trading Strategy: QCM offers investors a directional systematic global macro strategy that is actively managed. The strategy strives to generate long-term capital appreciation in a liquid investment through a set of proprietary models that generate uncorrelated absolute returns. QCM's approach combines decades of fundamental knowledge and experience of the markets with sound mathematical and technical skills. The strategy engineered into the overall QCM systematic model uses a combination of innovative strategic and tactical tools, driven at the macro level by a proprietary dynamic asset allocation algorithm. The individual components of the model are not correlated. Risk is managed top-down and bottom-up covering individual components as well as the portfolio.

In November 2018 QCM implemented its most significant and powerful upgrade to the firm's proprietary Systematic Model that drives its QCM SMP. This runs a long/short systematic macro strategy on Financial and Commodity futures generating its alpha through a set of uncorrelated components that operate independently, each pursuing their own return and risk. Risk Strategy: Risk is managed on various levels including market based stops, exposure caps & portfolio VAR level algo's on multiple time frames

Accounting Notes: In November 2018 QCM implemented milestone upgrades into its flagship GDP programme after a 3 year deep dive on its system. We opened up every piece of our portfolio management systems, re-examined all aspects of our strategy, identified weaknesses, corrected them and made them more future proof to handle newer environments more effectively. Over and above, we have added various new alpha tools to take the QCM Model that drives the investment process several levels higher.

Trading Methodology
100% Systematic
Trading Style
100% Multi-System with Trend & Counter Trend

Style Sub-Categories
Momentum
Volatility
Trend Anticipatory
Mean Reversion

Holding Period
25% Long Term
20% Medium Term
35% Short Term
20% Intraday
Sector: Global
Contracts: Futures

Market Allocation
25% Stock Indices
15% Currencies
30% Financials
10% Metals
10% Energies
6% Agriculturals
2% Meats
2% Softs

Recent Performance - Start Date of Program December 1995

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-6.34%	-5.58%	7.49%										-4.94%	-11.57%
2023	4.15%	-0.07%	-8.79%	-1.27%	-5.44%	3.01%	2.41%	-7.61%	-0.11%	-3.41%	3.87%	13.81%	-1.48%	-19.98%
2022	5.59%	0.17%	6.95%	1.31%	-1.36%	4.84%	1.89%	-2.08%	2.74%	-4.55%	-0.47%	-3.38%	11.51%	-8.21%
2021	-1.86%	7.23%	-1.12%	5.76%	2.23%	-1.99%	-4.06%	-0.89%	-3.82%	5.55%	-7.44%	-5.01%	-6.42%	-16.82%
2020	4.15%	8.75%	10.80%	0.84%	-1.01%	0.48%	3.53%	-0.91%	-7.91%	-3.86%	5.84%	3.12%	24.78%	-12.27%
2019	-2.06%	3.61%	10.26%	5.99%	9.36%	2.73%	0.94%	2.92%	-2.18%	-7.43%	1.31%	-4.95%	20.69%	-12.8%
2018	4.38%	-7.72%	-5.43%	-3.76%	-2.09%	-0.98%	-1.28%	0.70%	-2.15%	-1.95%	-4.36%	11.05%	-13.9%	-25.72%
2017	-1.30%	4.65%	-1.31%	-0.85%	0.39%	-8.65%	1.25%	1.14%	-3.29%	6.77%	-1.38%	-0.39%	-3.72%	-11.13%
2016	2.63%	2.56%	-5.29%	-1.07%	-0.15%	4.37%	0.80%	-2.78%	1.79%	-5.94%	-2.52%	2.10%	-4.02%	-10.69%
2015	13.51%	1.68%	3.10%	-9.34%	-0.96%	-7.90%	2.35%	-9.30%	0.55%	-0.45%	1.35%	-3.93%	-10.97%	-25.18%
2014	-4.78%	2.26%	-2.70%	2.31%	4.92%	1.05%	-3.07%	5.12%	-1.89%	-3.72%	11.94%	1.74%	12.65%	-5.54%
2013	5.12%	-3.25%	-1.23%	2.60%	-3.54%	-10.09%	-0.99%	-3.62%	-0.40%	3.30%	2.29%	-2.16%	-12.17%	-19.18%
2012	2.58%	4.00%	-1.44%	-0.35%	-1.24%	-3.33%	6.83%	1.54%	-0.31%	-10.91%	0.88%	-0.76%	-3.5%	-11.18%
2011	-0.52%	2.09%	-2.85%	5.04%	-4.94%	-3.98%	3.62%	-3.26%	-9.58%	-3.10%	-4.00%	-0.90%	-20.96%	-23.73%
2010	-10.20%	-0.12%	7.37%	1.19%	-5.99%	-0.54%	1.90%	5.61%	3.57%	6.38%	-0.69%	8.36%	16.26%	-10.31%
2009	-6.15%	-3.12%	-4.63%	-4.34%	7.01%	-3.30%	-1.43%	4.95%	1.69%	-3.53%	8.71%	-7.02%	-11.95%	-17.05%
2008	9.21%	20.02%	-6.28%	2.11%	2.00%	7.65%	-12.33%	-3.14%	-8.43%	13.77%	16.10%	12.76%	59.51%	-22.24%
2007	-5.89%	0.05%	-5.16%	8.13%	-0.12%	-0.22%	-3.16%	-6.53%	20.56%	7.33%	0.40%	3.81%	17.48%	-12.89%
2006	12.16%	-5.00%	5.11%	16.83%	-2.46%	-0.13%	-6.63%	-0.45%	0.42%	10.39%	4.41%	-1.54%	35.01%	-9.45%
2005	-4.36%	0.49%	2.85%	2.34%	2.58%	7.65%	-4.12%	8.93%	-0.65%	-9.14%	7.36%	7.61%	21.68%	-9.73%
2004	0.82%	7.33%	-2.39%	-3.53%	-2.98%	-5.02%	0.89%	-6.37%	-0.97%	2.24%	4.61%	-3.90%	-9.71%	-18.83%
2003	4.18%	4.44%	-2.97%	-1.60%	10.74%	-3.56%	-0.46%	-1.47%	0.32%	9.70%	-0.89%	4.99%	24.61%	-5.42%
2002	-2.49%	-6.54%	5.70%	-8.43%	1.34%	6.93%	4.90%	4.26%	6.92%	-7.11%	-5.49%	7.50%	5.48%	-12.2%
2001	-0.42%	2.52%	10.51%	-6.88%	-0.27%	-0.92%	-0.52%	1.85%	9.84%	5.35%	-3.17%	0.50%	18.44%	-8.47%
2000	-0.38%	-0.40%	-1.77%	-2.52%	2.46%	-1.18%	-3.00%	2.64%	-0.34%	1.94%	5.81%	4.12%	7.18%	-6.69%
1999	-7.69%	1.79%	-3.35%	5.92%	-0.75%	3.54%	0.51%	1.74%	0.02%	-5.50%	6.81%	2.01%	4.1%	-9.18%
1998	3.56%	2.69%	-0.73%	-8.02%	-1.35%	3.72%	-2.22%	15.43%	2.51%	-1.51%	2.96%	5.69%	23.21%	-9.92%
1997	2.22%	4.57%	2.71%	-5.44%	5.56%	-3.32%	2.75%	-5.71%	-2.83%	4.02%	-1.25%	7.56%	10.19%	-9.15%
1996	1.68%	-8.50%	11.62%	6.18%	-9.46%	-0.14%	-7.23%	0.19%	-1.53%	15.14%	5.05%	4.64%	15.48%	-17.25%
1995												14.51%	14.51%	0%

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

Chart

Track Record Prepared By: N/A

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.