CTA Profiles Sweet Futures

Start Date: Mar-2021
Mar Return: 1.74%
YTD Return: 4.75%
Annual CROR: N/A

Worst Drawdown: -13.8%
Losing Streak:
Sharpe Ratio: 0.86
Calmar Ratio: N/A

Min Investment: $200,000
Currency: US Dollars
Notional Funding: Yes
NFA Number: 0522716

Margin:
Mgt Fee: 0.00%
Incentive Fee: 20.00%
Round Turns: 5,000

Trading Strategy: The FINMATIX program combines the VOL MULTI-MARKET (VMM) and MULTI STRATEGY INDEX (MSI) Programs, which is designed for investors seeking portfolio allocation to the non-correlated alternative markets without succumbing to the wide return variance and peak drawdown exposure typically seen in many absolute return programs. FINMATIX was constructed with risk management as the primary objective and is designed with a goal of reducing return volatility while targeting high risk-adjusted returns. The program's inherent mechanical nature utilizes dynamic measurements to develop volatility adjusted trade and risk management models.

The VMM program executes trades in the Gold, Copper, Silver, Crude and Heating Oil, RBOB Gasoline, Natural Gas, NASDAQ 100, Russell 2000, and US Treasury Note futures markets utilizing long and short strategies at expansion and contraction points in volatility. A multitude of strategy parameters for entry and exit signals are automatically executed according to pre-defined parameters without user intervention removing human emotions that may hinder the consistency and returns of the strategy.

The MSI program executes trades exclusively in the S&P 500 index futures market utilizing multiple long/short models non-correlated by both methodology and interval. The program is comprised with an intermediate term, often multiple days, strategy utilizing a unique method of analyzing investor sentiment and then executes long and short at expansion and contraction points in sentiment, respectively. The program utilizes various short term (intraday strategies) that are comprised of a unique set of mechanical models where maximum daily and monthly risk is finite and can be tailored to meet specific maximum or minimum draw down profiles. Most of the short-term positions are flat ahead of the underlying cash market close minimizing the majority of overnight price shock risk to capital.

Trading Methodology
100% Systematic
Trading Style

Style Sub-Categories

Holding Period
Sector:
Contracts:

Market Allocation

Recent Performance - Start Date of Program March 2021

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR*	Max DD
2024	1.26%	1.75%	1.74%										4.75%	0%
2023	0.73%	2.79%	-0.89%	6.67%	-0.89%	-0.43%	0.74%	0.52%	2.01%	-1.82%	2.43%	-4.18%	7.68%	-4.18%
2022	-9.93%	1.92%	5.55%	-11.34%	15.92%	13.14%	-11.71%	6.60%	2.54%	7.34%	-0.05%	7.23%	27.21%	-14.09%
2021			5.12%	2.63%	1.94%	0.88%	-11.78%	0.50%	8.93%	-0.53%	3.72%	7.23%	18.64%	-11.78%

*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.

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Track Record Prepared By: N/A

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 $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin).

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.