Alpha Centauri Capital Management LLC : Alpha Centauri Tactical Opportunities

Year-to-Date: 0.62%
Dec Performance: 0.81%

Min Investment: $ 500k
Mgmt. Fee: 1.00%
Perf. Fee: 20.00%

Annualized Vol: 6.61%
Sharpe (RFR=1%): 0.36
CAROR: 3.18%

Assets: $ 4.2M
Worst DD: -8.02
S&P Correlation: 0.04

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Growth of 1,000 - VAMI

Monthly Performance

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.

Period Returns

Program / Index	Dec	Qtr	2019	1yr	3yr	5yr	10yr	Since 1/2011
Alpha Centauri Tactical Opportunities	0.81	-0.13	-0.62	-0.62	-0.32	6.74	-	32.59
S&P 500	2.86	8.53	28.87	28.87	42.84	55.32	-	148.62
+/- S&P 500	-2.05	-8.66	-29.49	-29.49	-43.16	-48.58	-	-116.03

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 500k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor: 3.00
Management Fee: 1.00%
Performance Fee: 20.00%
Average Commission: $6.00
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: 1-7 Days
Redemption Frequency: Daily
Investor Requirements: QEP
Lock-up Period: 0

Trading

Trading Frequency: 1500 RT/YR/$M
Avg. Margin-to-Equity: 10%
Targeted Worst DD: -15.00%
Worst Peak-to-Trough: 8.04%
Sector Focus: Diversified Traders

Holding Periods

Over 12 Months: 5.00%
4-12 Months: 10.00%
1-3 Months: 15.00%
1-30 Days: 35.00%
Intraday: 35.00%

Summary

Alpha Centauri’s Tactical Opportunities is a discretionary global macro strategy seeking to deliver strong risk-adjusted returns uncorrelated with equity indexes or other major market benchmarks. Long-term trades are usually based on apparent fundamental mispricing and/or mean reversion. Medium trades are frequently countertrend and initiated after a small countertrend price move. Short term trades are informed speculation, generally executed in liquid markets and enter and exited based partly on simultaneous price movements in correlated markets.

Investment Strategy

Alpha Centauri looks for a variety of tactical opportunities across a broad range of markets. Motivation for trades include short and long-term breakdowns in correlated markets, informed speculation, and/or conviction that our macro predictions differ significantly from probabilities implied from market prices.

Risk Management

Due to the substantial leverage futures trading affords prudent risk management is a vital component to our investing strategy. In general, we run our program and relatively low margin-to-equity ratio. We monitor positions at the pairs and portfolio level for correlation to avoid inadvertent additive risk. We make frequent use of stops, usually explicit in highly liquid markets and implicit in less liquid markets.

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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.

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Index:

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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

Depth	Length (Mos.)	Recovery (Mos.)	Peak	Valley
-8.02	13	18	6/1/2015	7/1/2016
-7.77	6	-	5/1/2018	11/1/2018
-6.98	17	11	3/1/2012	8/1/2013
-2.78	2	1	1/1/0001	2/1/2011
-1.36	1	1	2/1/2018	3/1/2018
-1.28	1	3	9/1/2014	10/1/2014
-0.24	1	1	1/1/2015	2/1/2015
-0.19	1	1	12/1/2011	1/1/2012

Consecutive Gains

Run-up	Length (Mos.)	Start	End
17.92	8	3/1/2011	10/1/2011
8.35	6	4/1/2014	9/1/2014
8.06	6	8/1/2016	1/1/2017
6.13	4	9/1/2013	12/1/2013
5.07	4	3/1/2015	6/1/2015
5.06	2	10/1/2015	11/1/2015
4.65	2	4/1/2018	5/1/2018
4.60	2	7/1/2019	8/1/2019
4.51	1	5/1/2016	5/1/2016
4.29	3	12/1/2017	2/1/2018
3.79	2	12/1/2018	1/1/2019
3.05	1	1/1/2015	1/1/2015
2.96	3	12/1/2012	2/1/2013
2.50	2	2/1/2012	3/1/2012
2.32	1	9/1/2017	9/1/2017
2.16	2	2/1/2016	3/1/2016
2.11	1	2/1/2014	2/1/2014
2.10	1	10/1/2019	10/1/2019
1.83	2	3/1/2017	4/1/2017
1.61	1	5/1/2013	5/1/2013
1.10	1	11/1/2014	11/1/2014
0.81	1	12/1/2019	12/1/2019
0.74	1	7/1/2017	7/1/2017
0.71	2	8/1/2012	9/1/2012
0.70	2	9/1/2018	10/1/2018
0.39	1	12/1/2011	12/1/2011
0.25	1	5/1/2019	5/1/2019

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-6.72	3	6/1/2018	8/1/2018
-6.37	3	7/1/2015	9/1/2015
-5.17	1	4/1/2016	4/1/2016
-4.51	4	4/1/2012	7/1/2012
-4.46	2	6/1/2016	7/1/2016
-4.00	3	6/1/2013	8/1/2013
-3.81	1	8/1/2017	8/1/2017
-3.34	2	12/1/2015	1/1/2016
-3.18	1	9/1/2019	9/1/2019
-2.97	1	11/1/2019	11/1/2019
-2.78	2	1/1/2011	2/1/2011
-2.70	2	3/1/2013	4/1/2013
-2.69	1	1/1/2014	1/1/2014
-2.56	3	2/1/2019	4/1/2019
-1.98	1	2/1/2017	2/1/2017
-1.81	1	11/1/2018	11/1/2018
-1.36	1	3/1/2018	3/1/2018
-1.28	1	10/1/2014	10/1/2014
-1.03	2	10/1/2012	11/1/2012
-0.70	2	10/1/2017	11/1/2017
-0.37	1	3/1/2014	3/1/2014
-0.34	1	6/1/2019	6/1/2019
-0.28	2	5/1/2017	6/1/2017
-0.24	1	2/1/2015	2/1/2015
-0.19	1	12/1/2014	12/1/2014
-0.19	1	1/1/2012	1/1/2012

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	108.00	106.00	103.00	97.00	91.00	85.00	73.00	61.00	49.00
Percent Profitable	58.33	59.43	60.19	68.04	73.63	80.00	95.89	93.44	100.00
Average Period Return	0.28	0.89	1.64	2.84	3.93	5.64	9.28	13.03	16.36
Average Gain	1.52	2.84	4.10	5.23	6.08	7.32	9.71	14.02	16.36
Average Loss	-1.49	-1.95	-2.07	-2.26	-2.06	-1.10	-0.93	-1.17
Best Period	5.83	11.75	15.21	19.35	18.27	20.24	18.98	31.34	32.12
Worst Period	-5.17	-6.72	-7.77	-7.76	-6.50	-2.27	-1.69	-2.29	5.68
Standard Deviation	1.91	3.03	4.01	5.38	5.73	5.81	5.09	7.44	5.43
Gain Standard Deviation	1.17	2.04	3.11	4.79	5.09	5.27	4.73	6.63	5.43
Loss Standard Deviation	1.27	1.70	1.65	1.87	1.77	0.69	0.70	0.82
Sharpe Ratio (1%)	0.10	0.21	0.29	0.34	0.42	0.62	1.23	1.20	2.07
Average Gain / Average Loss	1.02	1.45	1.98	2.32	2.95	6.66	10.44	11.98
Profit / Loss Ratio	1.46	2.13	2.99	4.94	8.22	26.63	243.50	170.65
Downside Deviation (10%)	1.45	2.30	3.12	4.71	6.18	7.04	8.20	11.15	12.46
Downside Deviation (5%)	1.29	1.77	1.92	2.12	2.07	1.49	0.88	1.41
Downside Deviation (0%)	1.24	1.64	1.66	1.65	1.38	0.58	0.22	0.35
Sortino Ratio (10%)	-0.09	-0.15	-0.26	-0.46	-0.59	-0.66	-0.79	-0.76	-0.90
Sortino Ratio (5%)	0.15	0.36	0.60	0.87	1.17	2.43	7.13	6.36
Sortino Ratio (0%)	0.22	0.54	0.99	1.72	2.84	9.77	41.96	37.16

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Discretionary Trader Index	Month	8	2.10	10/2019
Discretionary Trader Index	Month	6	3.43	8/2019
Discretionary Trader Index	Month	9	1.13	7/2019
Discretionary Trader Index	Month	7	2.83	12/2018

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

^#8

Top Performer

DISCRETIONARY TRADER INDEX

OCTOBER
2019

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More Programs by Alpha Centauri Capital Management LLC

Program Name	CAROR
Alpha Centauri Tactical Opportunities	3.18%

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Alpha Centauri Capital Management LLC : Alpha Centauri Tactical Opportunities

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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