CTA Profiles Sweet Futures

Start Date: Apr-2021
Nov Return: -4.30%
YTD Return: -9.91%
Annual CROR: N/A

Worst Drawdown: -21.09%
Losing Streak: -15.26 %
Sharpe Ratio: 0.34
Calmar Ratio: 0.38

Min Investment: $250,000
Currency: US Dollars
Notional Funding: No
NFA Number: 0450301

Margin:
Mgt Fee: 2.00%
Incentive Fee: 20.00%
Round Turns: 5,500

Trading Strategy: The QUANT ALGO DTST DIVERSIFIED PROGRAM is a quantitative trading systems portfolio. Market Trading Algorithms are combined together in a portfolio using quantitative analysis. The strategies take advantage of short-term market fluctuations including trend, countertrend, and mean reversion price movements in a diverse group of liquid futures markets.

The Portfolio is a unique asset class, actively managed as an alternative investment for our clients. Proprietary algorithms have been tested and developed into fully automated trading systems. Trades are entered and exited using a 100% systematic approach.

Market Portfolios are developed using our own Portfolio Characterization Matrix to combine a wide range of diverse trading systems using diverse methodologies. Quantitative metrics are used to measure the level of diversity in the portfolio. The goal of the trading program is to employ the portfolio to capture risk adjusted returns in any type of market environment. The Portfolios are developed to trade bull markets, bear markets, different cycles of volatility, as well as a range of economic conditions including rising and falling interest rates. Risk Strategy: N/A

Accounting Notes: Monthly rates of return are calculated pursuant to the Only Accounts Traded Method ("OAT"). Under this method, rate of return are computed by dividing the aggregate net performance by the aggregate beginning equity for only those accounts which traded during the entire month and which had no material additions or withdrawals. It excludes new accounts, accounts that were open for only part of the month, and accounts which had material (i.e., 10% or more of beginning equity) additions or withdrawals, and other factors that may possibly distort rate of return.

Trading Methodology
100% Systematic
Trading Style
100% Quantiative / Mean Reversion

Style Sub-Categories
Contrarian
Quantitative
Mean Reversion

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

Market Allocation
53% Stock Indices
1% Currencies
1% Financials
26% Metals
14% Energies
2% Agriculturals
1% Meats
2% Softs

Recent Performance - Start Date of Program April 2021

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR*	Max DD
2024	-0.17%	-10.06%	-4.77%	5.35%	-3.21%	6.44%	1.33%	0.03%	1.57%	-2.12%	-4.30%		-9.91%	-14.5%
2023	9.10%	-4.26%	3.75%	5.47%	-4.27%	-0.17%	6.05%	5.14%	-6.80%	-0.65%	2.99%	-0.89%	15.46%	-7.41%
2022	-13.64%	-3.15%	12.49%	14.01%	11.75%	-9.83%	-0.08%	1.49%	-5.34%	-0.40%	20.50%	-13.18%	14.62%	-16.36%
2021				4.15%	2.08%	10.24%	3.94%	-7.68%	-12.04%	10.23%	-5.57%	10.76%	16.11%	-18.8%

*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: Compliance Supervisors

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.