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  • J8 Capital Management LLP
    J8 Redwood Strategy
    Principal(s): Dr. Tillmann Sachs, Ian Fridlington, Sandy Chu, & Maximilian
    Head of Trading Vishal Sharma
    Strategy: Systematic / High Frequency / Momentum
  • For Additional Information Contact Sweet Futures
    Toll Free: 1-800-661-5618
    Direct: 1-312-216-5701
    Email: [email protected]
  • Start Date: Jul-2024
    Nov Return: -3.04%
    YTD Return: -0.06%
    Annual CROR: N/A
  • Worst Drawdown: -3.04%
    Losing Streak: -3.04 %
    Sharpe Ratio: -0.15
    Calmar Ratio: N/A
  • Min Investment: $1,000,000
    Currency: US Dollars
    Notional Funding: Yes
    NFA Number: 0516343
  • Margin: 5 - 15%
    Mgt Fee: 0.00%
    Incentive Fee: 0.00%
    Round Turns: 8,000
  • Trading Strategy: TThe J8 Redwood Strategy ("J8 RWS") is a fully systematic, higher frequency momentum strategy. It aims to deliver above-market returns with below-market volatility. The strategy uses quantitative models to analyze historical data for identifying and consistently exploiting market anomalies. It focuses on short-term patterns ranging from a few minutes to a few days. The asset allocation is risk-weighted and the portfolio is managed to a target volatility. The strategy trades highly liquid global futures markets across different time zones. Thereby, J8 RWS maintains non-correlation with traditional and alternative asset classes. J8 RWS uses the same long and short position signal engine as Andromeda but implements the said innovated risk management system. Andromeda was trading live from January 2015 until March 2024. J8 RWS is trading live since July 2024. Risk Strategy: N/A

    Accounting Notes: Client Return
  • Trading Methodology
    100% Systematic
  • Trading Style
    50% Trend Following
    20% Spread Trading
    30% 15% FX Carry
    15% Commodity Basis
  • Style Sub-Categories
    Momentum
    Quantitative
  • Holding Period
    100% Short Term
  • Sector: Global
    Contracts: Futures
  • Market Allocation
    33% Currencies
    33% Financials
    20% Metals
    8% Energies
    8% Agriculturals
    8% Softs
Client Return

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2024  1.06% 0.05% 0.01% 1.93% -3.04%   -0.06% -3.04%


PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

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Track Record Prepared By: CTA Services


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.