CTA Profiles Sweet Futures

Start Date: May-2022
Aug Return: -15.15%
YTD Return: -4.29%
Annual CROR: -4.37

Worst Drawdown: -24.78%
Losing Streak: -20.67 %
Sharpe Ratio: -0.15
Calmar Ratio: N/A

Min Investment: $100,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0547412

Margin: 10-15%
Mgt Fee: 0
Incentive Fee: 25%
Round Turns: 2,000

Trading Strategy: The Safara ES Program is a fully systematic system whereby system signals are predetermined by a computer and executed by the Advisor manually. The trading program is always in the market, either long or short. The strategy is based on extensive cycle research, finding repeating patterns in the market and taking positions to profit from them. The strategy originates from ComhlaTech Limited. ComhlaTech is a predictiveâ€analytics and pattern recognition technology company operating out of Waterloo, Ontario, where John is the CIO and Founder. Currently, ComhlaTech Limited is focused on using its technology to assist investors in making informed investment decisions and reduce their risk. Mr. Bannan is actively engaged in the research and development of the predictive technology that is the backbone of the Comhla strategies. John uses for his trading personally and for the Advisor. Risk Strategy: The Advisor will trade 1 Eâ€Mini S&P 500 futures contract per $100,000 and 1 Micro Emini S&P 500 futures contract for each additional $10,000 in the trading account up to $200,000, in which case the Advisor will begin trading 2 Eâ€Mini S&P 500 contracts. Should the initial $100,000 have a losing trade resulting for example in losses of$10,000, then the Advisor will switch to trading 9 micro Eâ€mini S&P 500 contracts. The Advisorâ€™s trading program exclusively trades one type of contract in the US futures markets and is expected to carry trades overnight.

Accounting Notes: Prop Trading from May 2022 through April 2023. Client Trading from May 2023.

Trading Methodology
100% Systematic
Trading Style
100% Proprietary Cycles

Style Sub-Categories
Contrarian
Pattern Recognition
Quantitative
Long Short
Algorithmic

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

Market Allocation
100% Stock Indices

Prop Trading from May 2022 through April 2023. Client Trading from May 2023.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	2.99%	2.35%	-4.39%	6.43%	3.01%	-3.55%	5.85%	-15.15%					-4.29%	-15.15%
2023	-0.96%	3.79%	-1.68%	1.07%	2.14%	-11.70%	-5.54%	0.94%	-0.47%	-7.05%	8.54%	1.52%	-10.45%	-22.11%
2022					-2.38%	-9.19%	4.47%	9.15%	5.50%	6.49%	-8.96%	1.67%	5.12%	-11.35%

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

Chart

Track Record Prepared By: http://www.compliancesupervisors.com

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.