CTA Profiles Sweet Futures

Start Date: Jan-2022
Mar Return: -2.17%
YTD Return: -2.98%
Annual CROR: N/A

Worst Drawdown: -9.7%
Losing Streak: -5.12 %
Sharpe Ratio: 0.30
Calmar Ratio: N/A

Min Investment: $1,000,000
Currency: US Dollars
Notional Funding: Yes
NFA Number: 0431162

Margin: 19%
Mgt Fee: 1.00%
Incentive Fee: 15.00%
Round Turns: 0

Trading Strategy: QTS Phoenix Strategy is a fully automated hybrid of the QTS Tail Reaper Strategy and E-mini S&P500 Futures (ES). It aims to deliver a robust strategy that can profit under most market conditions.

Accounting Notes: Phoenix is the combination of Tail Reaper and E-mini S&P500 futures (ES) strategies with equal weights. The performance data presented for the period of January 2022 to November 2022 is extracted (see hypothetical performance disclosure below), it represents the equal weighted combination of actual results of two accounts of QTS Partners, L.P. which is a commodity pool managed by the CTA. One account trading the QTS Tail Reaper strategy and another account that follows the E-mini S&P500 futures (ES) strategy. The performance data presented for the period of December 2022 to present represents actual results of an account of QTS Partners, L.P. The results reflect the deduction of transaction fees actually incurred as well as pro forma deductions of (i) an annual asset management fee of 1%, charged monthly and (ii) a performance allocation of 15%, taken monthly, subject to a high water mark. Due to the fixed number of contracts, returns are not compounded. No representation is being made that the clients of the CTA will experience results that are the same as the performance of the accounts, as shown here.

Trading Methodology
100% Systematic
Trading Style

Style Sub-Categories
Quantitative

Holding Period
100% Intraday
Sector: US
Contracts: Futures

Market Allocation
100% Stock Indices

Recent Performance - Start Date of Program January 2022

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR*	Max DD
2024	-0.34%	-0.47%	-2.17%										-2.98%	-2.96%
2023	7.87%	-2.87%	3.97%	1.73%	-0.90%	2.52%	1.13%	0.17%	-1.45%	-6.66%	3.90%	2.07%	11.48%	-8.01%
2022	-10.62%	2.66%	4.21%	2.72%	-7.53%	3.32%	6.63%	3.61%	-5.56%	8.23%	7.72%	-9.70%	5.69%	-10.62%

*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: 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.