CTA Profiles Sweet Futures

Start Date: May-2019
Nov Return: 1.45%
YTD Return: 1.87%
Annual CROR: 1.95

Worst Drawdown: -15.49%
Losing Streak: -5.69 %
Sharpe Ratio: 0.14
Calmar Ratio: 0.25

Min Investment: $500,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0370278

Margin: 15%
Mgt Fee: 0%-20%
Incentive Fee: 17.5%-20%
Round Turns: 4,000

Trading Strategy: Trading Evolution is a systematic strategy with a discretionary overlay. It currently invests exclusively in S&P 500 index futures (e-mini S&P). The program can be as much profitable in rising stock market as in falling market, because it assumes both long and short positions. The program incorporates more than 50 of rigorously designed and tested independent mechanical trading systems, all of which are proprietary. The decision to take a certain position in the market is based on a bias indicated by these independent systems. The trades are taken only if their possible outcomes meet the strict requirements of the proprietary risk control system. Due to their complex and unique design, the returns of Trading Evolution are uncorrelated with both market indices and with other alternative investments, making it an ideal product to add real diversification to most investorâ€™s portfolios. Risk Strategy: N/A

Accounting Notes: All performance is calculated using "Only Accounts Traded" method and represents net performance after all fees.

Trading Methodology
70% Systematic
30% Discretionary
Trading Style
30% Trend Following
40% Contrarian
30% Pattern Recognition

Style Sub-Categories
Pattern Recognition
Quantitative
Mean Reversion

Holding Period
30% Short Term
70% Intraday
Sector: US
Contracts: Futures

Market Allocation
100% Stock Indices

Recent Performance - Start Date of Program May 2019

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	2.25%	1.21%	-2.97%	-3.72%	0.02%	0.49%	1.42%	0.60%	0.75%	0.53%	1.45%		1.87%	-6.58%
2023	-0.95%	3.15%	1.01%	1.06%	2.03%	0.87%	-9.62%	0.27%	-3.91%	-0.75%	7.03%	0.08%	-0.63%	-13.57%
2022	1.91%	2.10%	3.03%	2.03%	-4.77%	-5.09%	-1.99%	4.15%	1.40%	2.47%	0.11%	2.02%	7.08%	-11.42%
2021	-4.10%	1.17%	1.67%	-9.00%	6.69%	-0.50%	-3.55%	0.70%	4.32%	4.02%	-6.65%	2.02%	-4.36%	-10.24%
2020	1.50%	1.50%	-2.92%	1.99%	3.48%	1.74%	1.68%	2.21%	-3.21%	3.34%	-4.09%	-1.83%	5.12%	-5.85%
2019					0.35%	0.90%	1.52%	2.43%	2.09%	-3.62%	-1.35%	0.03%	2.23%	-4.92%

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

Chart

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.