Archsight Capital Partners LLC : Prometheus Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A 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 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 YTD 1yr 3yr 5yr 10yr Since10/2015 Prometheus Trading Program -14.98 - - - -7.18 25.60 - 29.37 S&P 500 1.72 - - - 35.89 49.39 - 95.26 +/- S&P 500 -16.70 - - - -43.07 -23.79 - -65.89 Strategy Description Investment StrategyPrometheus 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... Read More 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% Decision-Making Discretionary 20.00% Systematic 80.00% Strategy Option-spreads 80.00% Trend-following 20.00% Composition Precious Metals 25.00% Energy 25.00% Stock Indices 20.00% Grains 15.00% Interest Rates 15.00% Investment StrategyPrometheus 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 ManagementThe 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. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: 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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods48.0046.0043.0037.0031.0025.0013.00 Percent Profitable68.7580.4395.3597.3096.77100.00100.00 Average Period Return0.582.425.5713.3722.9032.8445.53 Average Gain1.563.636.2314.1623.9132.8445.53 Average Loss-1.60-2.56-8.00-14.96-7.18 Best Period4.189.9815.3027.5436.8141.6853.02 Worst Period-14.98-16.39-15.89-14.96-7.185.3018.37 Standard Deviation2.723.995.659.1110.188.628.63 Gain Standard Deviation1.202.484.557.868.658.628.63 Loss Standard Deviation3.765.2211.16 Sharpe Ratio (1%)0.180.540.901.362.103.574.92 Average Gain / Average Loss0.981.420.780.953.33 Profit / Loss Ratio2.165.8415.9834.0899.87 Downside Deviation (10%)2.322.762.893.342.650.99 Downside Deviation (5%)2.242.512.502.621.56 Downside Deviation (0%)2.222.452.422.461.29 Sortino Ratio (10%)0.070.431.072.505.7722.82 Sortino Ratio (5%)0.220.872.034.7213.72 Sortino Ratio (0%)0.260.992.305.4417.76 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 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel