Applied Capital Systems, LLC Need help with terms? United States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 415041 Program Past 12 Months Oct YTD CAROR WDD AUM Min Inv Visits ACS Systematic Diversified Portfolio 1X N/A - -12.57 $ 500k 3870 ACS Systematic Diversified Portfolio 2X N/A - -26.82 $ 250k 3648 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. CTA Introduction APPLIED CAPITAL SYSTEMS employs proprietary quantitative disciplines, which analyze technical market information in order to generate trading signals. These approaches involve the mathematical measurement of security price weakness and strength as well as the utilization of various patterns. All models utilize volatility filters in order to ascertain the current market environment in terms of trend and counter-trend features to further enhance profitability. Multiple models and iterations are utilized and based upon proven parameters developed by the principals which serve to diversify and lower risk in the overall model portfolio in terms of approach and time-frame: counter-trend, anticipated trend and trend ranging from short-term to long-term (3 days to 4 months, typically, with an average overall trade duration of approximately 14 days). Up to 27 liquid G-7 foreign and domestic markets are currently traded in order to provide further portfolio diversification across currencies, energy, equities, fixed-income, agriculture and metals. Research is continuous and various markets and models will be added provided they pass robust out-of-sample testing and stress analysis by the principals. ACS believes it can provide a diversified, systematic macro approach with superior risk-adjusted returns, which have low correlations to markets, in general, as well as to other CTA’s and should be able to generate a profit in most market environments. Models tend to be uncorrelated with each other over the long-term enhancing the overall portfolio risk profile; various risk management techniques are also applied in order to limit drawdowns (dynamic updating of portfolio parameters and weights, restricted mean-variance optimization, scaling leverage, sector weight caps and stops).