CTA Profiles Sweet Futures

Start Date: Apr-2021
Mar Return: 4.38%
YTD Return: 12.46%
Annual CROR: 28.62

Worst Drawdown: -8.01%
Losing Streak: 0.00 %
Sharpe Ratio: 1.91
Calmar Ratio: N/A

Min Investment: $50,000
Currency: US Dollar
Notional Funding: No
NFA Number: 0542927

Margin: up to 50%
Mgt Fee: 0.00%
Incentive Fee: 20.00%
Round Turns: 1,880

Trading Strategy: The IndigoOne trading program offered by AhlTrade uses an option writing strategy trading S&P 500 E-Mini Futures Options. Created and managed by Rick Ahlander, the principal and founder of AhlTrade, the program seeks to generate profits by capitalizing on the premium of deep out of the money options. It operates systematically, utilizing proprietary algorithms that employ technical analysis to identify market volatility while optimizing entry and exit points. The program continually evaluates its trade entry and exit criteria during the 24-5 market hours to ensure the most favorable outcomes.

Client ProForma performance adjusted for a 20% Incentive Fee. Accounts may only be opened through Tastytrade Inc, an Introducing Broker that clears through Apex Clearing Corporation.

Clients are required to provide AhlTrade with thirty (30) calendar days' notice to terminate the CTA Agreement.

Accounting Notes: Client ProForma performance has been adjusted for a 20% Incentive Fee. Accounts may only be opened through Tastytrade Inc, an Introducing Broker that clears through Apex Clearing Corporation. Clients are required to provide AhlTrade with thirty (30) calendar days' notice to terminate the CTA Agreement

Trading Methodology
95% Systematic
5% Discretionary
Trading Style
100% Option Trading

Style Sub-Categories
Option Writer
Other Option Strategy
Volatility
Quantitative
Trend Anticipatory
Mean Reversion
Algorithmic

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

Market Allocation
100% Stock Indices

Client ProForma performance has been adjusted for a 20% Incentive Fee. Accounts may only be opened through Tastytrade Inc, an Introducing Broker that clears through Apex Clearing Corporation. Clients are required to provide AhlTrade with thirty (30) calendar days' notice to terminate the CTA Agreement

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	3.84%	3.76%	4.38%										12.46%	0%
2023	2.36%	3.28%	-0.57%	5.30%	2.93%	-0.41%	1.98%	2.76%	-0.72%	4.56%	-1.78%	-5.78%	14.22%	-7.46%
2022	1.54%	2.76%	3.34%	-5.13%	10.74%	1.46%	-1.05%	5.08%	-1.03%	7.95%	2.29%	2.31%	33.62%	-5.13%
2021				6.94%	6.43%	2.43%	2.16%	4.56%	0.42%	-0.07%	-7.95%	7.75%	23.95%	-8.01%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.
THERE IS UNLIMITED RISK OF LOSS ASSOCIATED WITH WRITING SHORT OPTION CONTRACTS.

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.