CTA Profiles Sweet Futures

Start Date: Sep-2020
Nov Return: 3.61%
YTD Return: 7.03%
Annual CROR: N/A

Worst Drawdown: -10.3%
Losing Streak:
Sharpe Ratio: 1.16
Calmar Ratio: 1.05

Min Investment: $350,000
Currency: US Dollars
Notional Funding: No
NFA Number: 0527741

Margin:
Mgt Fee: 1%
Incentive Fee: 20%
Round Turns: 0

Trading Strategy: Agile's Senti-Wave V Strategy Description: The strategy is an 80% systematic trading method developed from a proprietary trading system and used to capitalize on waves of over-sold or over-bought environments in the equity markets, and in the volatility of those markets. The strategy trades Volatility index futures (VIX) and takes advantage of directional momentum and volatility as a market sentiment barometer designed to achieve steady and consistently positive 12 month returns regardless of market direction. It targets these results in trendless or choppy market environments. Trades are short-term in duration from several days to several weeks. Past performance is not necessarily indicative of future results. Trading Futures and Options involves substantial risk of loss and is not suitable for all investors. See Accounting Notes Below. Risk Strategy: N/A

Accounting Notes:
1. Past results are not necessarily indicative of future results.
2. All trading results are actual and independently verified by NAV Consulting, Inc.
3. Pro Forma management fee is 1% p.a. calculated monthly, based on month end equity before incentive fee.
4. Pro Forma incentive fee is 20% quarterly.

Trading Methodology
80% Systematic
20% Discretionary
Trading Style
100% Trend Following

Style Sub-Categories
Volatility

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

Market Allocation
50% Stock Indices
50% VIX

Monthly Performance trading results are actual and independently verified by NAV Consulting, Inc. Pro Forma results are adjusted for a 1% Mgt Fee calculated monthly and Pro Forma 20% quarterly incentive fee. See accounting notes on page 2 for more details. The performance from September 2020 to January 2021 represents the trading results for an account traded pursuant to a Trading Authorization Power of Attorney provided to the Advisor's sole trading principal Kenneth Brandau operating pursuant to an exemption provided for in Commodity Exchange Act section 4m whereby he did not hold himself out generally to the public as a CTA and he had not furnished commodity trading advice to more than 15 persons during the course of the last 12 months. Beginning February 2021, the Advisor, Agile Investment Management LLC., began managing client accounts and the trading results are the composite actual performance. Performance of client accounts is compiled by NAV Consulting. Returns experienced by an individual investor may differ from those presented depending on the notional exposures in the investor's account and the timing of the investment and redemptions.

1) Past results are not necessarily indicative of future results, 2) All trading results are actual and independently verified by NAV Consulting, Inc., 3) Pro Forma management fee is 1% per annum calculated monthly, based on month end equity before incentive fee, 4) Pro Forma incentive fee is 20% quarterly.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR*	Max DD
2024	1.14%	0.84%	0.84%	1.09%	0.72%	0.63%	0.77%	-4.07%	1.80%	-0.34%	3.61%		7.03%	-4.07%
2023	1.49%	0.48%	1.07%	0.30%	0.61%	0.50%	0.49%	2.19%	-2.26%	2.57%	0.83%	0.37%	8.64%	-2.26%
2022	-3.20%	-1.21%	-1.67%	-4.22%	13.38%	-0.01%	1.89%	0.07%	-3.48%	3.25%	1.45%	2.13%	8.38%	-9.94%
2021	2.83%	0.76%	6.69%	-0.41%	1.31%	2.46%	1.91%	2.00%	-0.64%	3.56%	-1.65%	7.36%	26.18%	-1.65%
2020									5.87%	-3.25%	2.53%	-0.69%	4.46%	-3.25%

*The Annual ROR performance has been calculated by adding each monthly return. Please See Accounting Notes Below.

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

Chart

Track Record Prepared By: NAV Consulting

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 $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions.

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.