Archsight Capital Partners LLC : Prometheus Trading Program

Year-to-Date: 14.57%
Sep Performance: -14.98%

Min Investment: $ 100k
Mgmt. Fee: 1.00%
Perf. Fee: 20.00%

Annualized Vol: 9.41%
Sharpe (RFR=1%): 0.63
CAROR: 6.65%

Assets: $ 4.6M
Worst DD: -16.39
S&P Correlation: 0.00

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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.

Period Returns

Program / Index	Sep	Qtr	2019	1yr	3yr	5yr	10yr	Since 10/2015
Prometheus Trading Program	-14.98	-16.39	-14.57	-14.96	18.37	-	-	29.37
S&P 500	1.72	1.19	18.74	2.15	35.89	-	-	41.70
+/- S&P 500	-16.70	-17.58	-33.31	-17.10	-17.52	-	-	-12.33

Strategy Description

Investment Strategy

Account & Fees

Type: Managed Account
Minimum Investment: $ 100k
Trading Level Incremental Increase: $ 50k
CTA Max Funding Factor
Management Fee: 1.00%
Performance Fee: 20.00%
Average Commission: $2.00
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: Daily
Redemption Frequency: Daily
Investor Requirements: Any Investor
Lock-up Period: 0

Trading

Trading Frequency: 24000 RT/YR/$M
Avg. Margin-to-Equity: 25%
Targeted Worst DD: -6.00%
Worst Peak-to-Trough: -2.73%
Sector Focus: Diversified Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 50.00%
1-30 Days: 50.00%
Intraday: 0%

Investment Strategy

Prometheus trades short- to medium-term options using a proprietary, systematic strategy comprised mainly of ratio spreads. Prometheus uses technical and fundamental analysis for each of its traded products to develop a market forecast. Every month, the trading program establishes an initial combination of futures options positions using the developed market forecast, along with a quantitative analysis of market option prices. Prometheus makes constant refinements to these initial positions based on the price movements (or lack thereof) of each product until the liquidation or expiration of the positions.

The trading program primarily focuses on trading options on S&P 500 Futures, Crude Oil Futures, Gold Futures, 30-Year U.S. Treasury Bond Futures, and Soybean Futures. ArchSight Capital, at its sole discretion, may add or delete futures products from participating customers' portfolios.

Risk Management

The bread and butter of the Prometheus Trading Program is its risk management. While many options strategies have defined entry and exit parameters, such binary techniques would fail to account for the changing the risk/reward profile of a ratio spread position over the course of its life. Prometheus continuously evaluates the risk/reward level of its positions and uses proprietary risk management procedures to make constant refinements and ensure that the desired risk and reward of those positions are well balanced at all times until liquidation or expiration. The goal of this risk management strategy is to produce consistent range of positive monthly returns that are largely uncorrelated with the stock, bond, and commodity 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
-16.39	3	-	6/1/2019	9/1/2019
-2.73	1	3	10/1/2016	11/1/2016
-1.30	2	3	10/1/2018	12/1/2018
-1.10	2	4	11/1/2015	1/1/2016
-0.51	1	2	3/1/2017	4/1/2017
-0.46	1	1	10/1/2017	11/1/2017
-0.15	1	1	3/1/2019	4/1/2019
-0.15	1	1	7/1/2017	8/1/2017
-0.03	1	1	5/1/2016	6/1/2016

Consecutive Gains

Run-up	Length (Mos.)	Start	End
23.84	11	12/1/2017	10/1/2018
5.60	3	5/1/2017	7/1/2017
5.26	2	9/1/2017	10/1/2017
5.22	4	7/1/2016	10/1/2016
4.29	2	2/1/2017	3/1/2017
4.10	2	10/1/2015	11/1/2015
1.78	2	4/1/2016	5/1/2016
1.57	3	1/1/2019	3/1/2019
1.56	1	12/1/2016	12/1/2016
0.75	2	5/1/2019	6/1/2019
0.10	1	2/1/2016	2/1/2016

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-16.39	3	7/1/2019	9/1/2019
-2.73	1	11/1/2016	11/1/2016
-1.30	2	11/1/2018	12/1/2018
-1.10	2	12/1/2015	1/1/2016
-0.79	1	1/1/2017	1/1/2017
-0.51	1	4/1/2017	4/1/2017
-0.46	1	11/1/2017	11/1/2017
-0.15	1	4/1/2019	4/1/2019
-0.15	1	8/1/2017	8/1/2017
-0.06	1	3/1/2016	3/1/2016
-0.03	1	6/1/2016	6/1/2016

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year
Number of Periods	48.00	46.00	43.00	37.00	31.00	25.00	13.00
Percent Profitable	68.75	80.43	95.35	97.30	96.77	100.00	100.00
Average Period Return	0.58	2.42	5.57	13.37	22.90	32.84	45.53
Average Gain	1.56	3.63	6.23	14.16	23.91	32.84	45.53
Average Loss	-1.60	-2.56	-8.00	-14.96	-7.18
Best Period	4.18	9.98	15.30	27.54	36.81	41.68	53.02
Worst Period	-14.98	-16.39	-15.89	-14.96	-7.18	5.30	18.37
Standard Deviation	2.72	3.99	5.65	9.11	10.18	8.62	8.63
Gain Standard Deviation	1.20	2.48	4.55	7.86	8.65	8.62	8.63
Loss Standard Deviation	3.76	5.22	11.16
Sharpe Ratio (1%)	0.18	0.54	0.90	1.36	2.10	3.57	4.92
Average Gain / Average Loss	0.98	1.42	0.78	0.95	3.33
Profit / Loss Ratio	2.16	5.84	15.98	34.08	99.87
Downside Deviation (10%)	2.32	2.76	2.89	3.34	2.65	0.99
Downside Deviation (5%)	2.24	2.51	2.50	2.62	1.56
Downside Deviation (0%)	2.22	2.45	2.42	2.46	1.29
Sortino Ratio (10%)	0.07	0.43	1.07	2.50	5.77	22.82
Sortino Ratio (5%)	0.22	0.87	2.03	4.72	13.72
Sortino Ratio (0%)	0.26	0.99	2.30	5.44	17.76

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Option Strategy Index	Month	5	0.98	3/2019
Option Strategy Index	Month	9	0.26	2/2019
Option Strategy Index	Month	9	0.26	2/2019
Option Strategy Index	Month	9	0.26	2/2019

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

^#5

Top Performer

OPTION STRATEGY INDEX

MARCH
2019

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Archsight Capital Partners LLC : Prometheus Trading Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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