CTA Profiles Sweet Futures

Start Date: Jul-2019
Nov Return: 5.43%
YTD Return: 17.70%
Annual CROR: 10.47

Worst Drawdown: -20.07%
Losing Streak: 0.00 %
Sharpe Ratio: 0.94
Calmar Ratio: 0.21

Min Investment: $500,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0523331

Margin: 5-16%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 617

Trading Strategy: The ARCM Ionic Strategy is a "Whole Portfolio" multi-strategy concept designed to deliver superior returns and lower drawdowns than a traditional investment portfolio. It is composed 3 components: Long Equity Index Futures (such as SP500 and Nasdaq100), Long Fixed Income Futures (such as 30 yr. US Treasury Bonds), and the ARCM Diversified Momentum Component. Ionic's purpose is to deliver the aggregate return/risk of a diversified Core Holdings Investment Strategy AND an Alternative Managed Futures Strategy within a single futures-based account. The Diversified Momentum Component uses a systematic quantitative approach, to trade and strictly manage risk across a current universe of 29 futures contracts in 8 market sectors (Financial Instruments - Govt. Securities, Foreign Currencies, Stock Indexes, Grains, Metals, Energies, Meats, and Soft Commodities). Risk Strategy: Risk Management is the most important factor in our decision-making process. Our algorithms monitor and strictly manage the risk of individual trades, sector risk and overall account position.

Accounting Notes: Proprietary Trading From July 2019 through Sept 2021. Combined Proprietary and Client Trading from October 2021.

Trading Methodology
95% Systematic
5% Discretionary
Trading Style
40% Trend Following
60% (Multi-Strategy)

Style Sub-Categories
Momentum
Pattern Recognition
Volatility
Quantitative
Trend Anticipatory
Long Short
Algorithmic
Absolute Return
Relative Value

Holding Period
6% Long Term
30% Medium Term
64% Short Term
Sector: US
Contracts: Futures

Market Allocation
45% Stock Indices
5% Currencies
25% Financials
4% Metals
5% Energies
7% Agriculturals
3% Meats
5% Softs
1% Other Markets

Proprietary Trading From July 2019 through Sept 2021. Combined Proprietary and Client Trading from October 2021. - Based on Proprietary Trading

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-0.20%	3.89%	0.58%	4.93%	-1.44%	3.83%	1.62%	1.54%	0.43%	-3.80%	5.43%		17.7%	-3.8%
2023	1.45%	-2.11%	-2.04%	1.22%	-1.62%	2.05%	1.84%	-3.32%	-1.53%	-3.47%	4.24%	4.06%	0.36%	-8.8%
2022	2.28%	3.83%	5.42%	0.37%	-1.79%	-2.36%	2.54%	-3.87%	-1.92%	-2.48%	-0.87%	-3.61%	-2.93%	-13.61%
2021	-0.70%	5.09%	1.36%	8.09%	2.21%	1.34%	1.27%	1.92%	-0.75%	3.60%	-0.88%	-1.04%	23.28%	-1.91%
2020	3.03%	-0.01%	1.40%	5.19%	0.89%	0.73%	3.80%	0.11%	-2.88%	-0.59%	4.28%	6.00%	23.84%	-3.45%
2019							-0.21%	1.55%	-5.52%	-3.36%	3.85%	1.96%	-2.03%	-8.69%

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

Chart

Track Record Prepared By: MJT Technologies

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.