CTA Profiles Sweet Futures

Start Date: Jun-2024
Nov Return: 6.67%
YTD Return: 21.37%
Annual CROR: 11.10

Worst Drawdown: -24.57%
Losing Streak: -7.66 %
Sharpe Ratio: 0.69
Calmar Ratio: 0.22

Min Investment: $300,000
Currency: US Dollar
Notional Funding: Yes
NFA Number: 0523331

Margin: 8-20%
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 994

Trading Strategy: The ARCM Diversified Momentum Strategy uses a systematic, quantitative approach, to trade and strictly manage risk across a current universe of 31 futures contracts in eight market sectors (Financial Instruments - Govt. Securities, Foreign Currencies, Stock Indexes, Grains, Metals, Energies, Meats, Crypto (Futures), and Soft Commodities). All traded markets have significant volume and liquidity and are traded on major regulated Futures Exchanges. The heart of the Diversified Momentum Component has been derived from Mr. Abramsâ€™ experience and knowledge of Time Series Momentum and Cycle Identification. ARCM utilizes proprietary analysis to measure and ultimately act upon changes in price behavior driven by fundamental, technical, and discretionary shifts in supply and demand balance. In short, the Diversified Momentum Component is designed to take advantage of what ARCM believes are rhythms and rhymes created within individual derivatives markets. Algorithms are in place that dynamically identify these situations and opportunistically take advantage of them using a measured and risk-managed methodology. 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 October 2022. Combined Proprietary and Client Trading from November 2022.

Trading Methodology
95% Systematic
5% Discretionary
Trading Style
100% Trend Following

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

Holding Period
2% Long Term
29% Medium Term
69% Short Term
Sector: US Global
Contracts: Futures

Market Allocation
13% Stock Indices
13% Currencies
13% Financials
10% Metals
13% Energies
16% Agriculturals
6% Meats
13% Softs
3% Other Markets

Proprietary Trading From July 2019 through October 2022. Combined Proprietary and Client Trading from November 2022.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2024	-0.51%	4.18%	-1.28%	12.92%	-5.18%	3.95%	1.73%	0.88%	0.82%	-3.44%	6.67%		21.37%	-5.18%
2023	-1.97%	0.31%	-6.07%	1.17%	-1.25%	-1.53%	0.77%	-3.39%	3.46%	-2.52%	-0.77%	0.79%	-10.77%	-11.54%
2022	6.88%	7.53%	9.19%	6.31%	-2.33%	1.44%	-2.77%	-1.48%	4.12%	-7.24%	-6.74%	-0.25%	13.76%	-14.73%
2021	0.63%	9.32%	1.06%	10.66%	3.22%	0.28%	0.17%	1.66%	1.95%	3.91%	0.39%	-5.17%	30.78%	-5.17%
2020	3.21%	3.02%	5.36%	0.85%	-1.26%	-0.07%	2.48%	-3.60%	-3.65%	2.20%	1.12%	10.21%	20.85%	-7.12%
2019							-0.32%	2.90%	-10.16%	-7.16%	4.19%	1.90%	-9.17%	-16.59%

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.