Stein Investment Management : Trading Edge ST
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definitions page
Year-to-Date
0.27%
Jan 0.27%
|
Min. Investment |
$ 120k |
Inception |
Oct 2008 |
Assets |
$ 30k |
|
Mgmt Fee |
2.00% |
Sharpe (RFR=1%)
|
0.46 |
Worst DD |
-26.56 |
|
Perf Fee |
20.00% |
CAROR |
7.04% |
S&P Correlation |
-0.14 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2012 | 0.27 | | | | | | | | | | | | 0.27 | N/A |
| 2011 | 1.37 | 0.89 | -2.94 | -4.19 | 4.90 | 0.95 | 2.45 | -6.72 | 9.05 | 3.51 | 0.49 | 3.63 | 13.14 | -7.01 |
| 2010 | 5.90 | 0.53 | -2.23 | 4.65 | -3.67 | 5.34 | -3.31 | 1.03 | 1.51 | 2.94 | 3.55 | 3.00 | 20.34 | -3.67 |
| 2009 | 4.61 | -7.71 | -1.56 | -1.47 | -3.16 | 0.22 | -9.57 | 2.55 | 1.78 | -10.44 | 1.01 | 3.85 | -19.41 | -26.56 |
| 2008 | | | | | | | | | | 5.58 | 4.85 | 3.01 | 14.03 | N/A |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Strategy Description
Summary
-Trading Edge ST is a 80% systematic,
20% discretionary program, which invests only in SP 500 index futures. This program can be as much profitable in rising stock market as in falling market, because it assumes both long and short positions. The program incorporates about two dozens of rigorously designed and tested independent mechanical
trading systems, all of which are proprietary. The decision to take a certain position in the market is based on a bias indicated by these independent systems. The trades are taken only if their probable outcomes meet the strict criteria of the proprietary risk control system. Due to its complex and unique design, the returns of Trading Edge ST are uncorrelated with both market indices and with other alternative investments, making it an ideal product for adding real diversification to investor’s portfolios.
Investment Strategy
Our edge is many years of market research and rigorous testing, coupled with simultaneous live, real-time trading. We are the traders-contrarians, as we believe that in the short term, markets are emotionally driven. Our edge is in our ability to detect the market opportunities with very high probability and subsequently profit from it. The program incorporates about two dozens of rigorously designed and tested independent mechanical
trading systems, all of which are proprietary. The decision to take a certain position in the market is based on a bias indicated by these independent systems. The trades are taken only if their probable outcomes meet the strict criteria of the proprietary risk control system.
Risk Management
Stop Loss Triggers are ALWAYS in place. Risk reduction by diversification amongst 30+ computerized mechanical systems (components of the strategy). Dynamic trade size adjustments according to proprietary algorithms.
