Alderon Capital Management : Investment Program

archived programs
Year-to-Date
N / A
Performance
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
-
Assets
Worst DD
N/A
S&P Correlation
0.00

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

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

-Alderon was formerly Panamark Trading with assets under management of over $40 million. When Refco declared bankruptcy those assets were lost. The track record shown before December 2005 is on accounts at Refco. After 2005 is on accounts with Saxo. Trading methodology Alderon methodology... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 0k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-Alderon was formerly Panamark Trading with assets under management of over $40 million. When Refco declared bankruptcy those assets were lost. The track record shown before December 2005 is on accounts at Refco. After 2005 is on accounts with Saxo. Trading methodology Alderon methodology is based primarily on technical analysis and pattern vs. trend trading- being more aware of the role of fundamentals on larger time frames. The key to the success of the strategy is having an identifiable edge and most importantly- risk management. The market always provides opportunities and forecasting the trend and range ensures a consistent and achievable return target. Knowing what we expect from our system and controlling risk (stops AND position size) is of greater concern to the trading methodology than win/loss ratio. In simple terms having good pattern systems will tend to generate a more stable equity curve with smaller draw downs. Trend trades tend to have more equity curve volatility as draw downs tend to be more frequent and larger while gains tend to be more sporadic and larger than profitable pattern trades. Hence, we trade larger sized positions on patterns vs. trend trades. It is no secret that trend traders have enhanced their returns and reduced volatility by pattern trading around core positions. Alderon FX uses the price action/reaction to determine the theme for the session (i.e. trend or whip). We then look for setups using proprietary indicators to either go with the flow on trend days or pattern setups for those whippy sessions. While Alderon FX traders are not "Ellioticians" we do believe in the concept of pulse and reaction waves similar to the Taylor trading technique. Once the theme is determined we stay focused on looking for trends or patterns unless the market conditions change midstream in which case we switch. We have found that the theme usually stays intact for the session and trading results are better when this is the case. While different time frames are used to determine each trader's specific style, the proprietary indicators used are based on time fames. The time frame is an activity based reference referred to an "Octaves" where the 1st octave is extremely aggressive (i.e. 1 min) thru Octave # 6 which is the longest. Each is exponentially greater than the prior. In addition to the shorted time frames traded, Alderon does hold core positions on a longer time scale. ProActive used the shorter traded time frames to increase overall performance and smooth the equity curve with scalps and swings. This style requires that we do not have a hard opinion on any direction. The market ebbs and flows and we go along for the ride. As a result of this mindset, we believe anything can happen and we want to be positioned to take advantage when it does. When trading very short time frames intraday, we base the methodology on four different intra-day octaves that are not time dependant, as well as two end of day time frames. Then there are trends for all six time scales. Each time frame deals with its own volatility levels. ProActive manages trends with statistically created bands from non linear quadratic polynomials. These bands define direction. Violating the upper range triggers a long position. The opposite holds true for shorts. The worse case scenario sees us in a position and the opposite band that triggered entry gets violated. This is the stop and it never gets worse once the position is entered and it improves as the position becomes profitable. As a result, the risk is always known. We keep real time VAR measures so the max .75% is not exceeded. We have found this level the best fit from running Monte Carlo simulations. Overnight core is not to exceed that level but with fully diversified cores, very rarely are we fully allocated (.25% to .5% is typical). This is kept organically low because of the intra-day positions for and against the position. We are not fond of risk so we trade intraday aggressively to reduce risk - this may seem counter intuitive thinking but it works well practically.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Consecutive Gains

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Consecutive Losses

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Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.