Asset Management by Windsor Securities : MFIP Broad Heuristic Tactical Strategy (MBHT) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 14.78% Jun Performance -1.11% Min Investment $ 1,000k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 26.20% Sharpe (RFR=1%) 0.75 CAROR - Assets $ 27.2M Worst DD -21.56 S&P Correlation -0.01 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since4/2020 MFIP Broad Heuristic Tactical Strategy (MBHT) -1.11 -10.44 -14.78 -9.10 - - - 24.42 S&P 500 2.22 8.17 18.13 43.11 - - - 52.35 +/- S&P 500 -3.33 -18.61 -32.91 -52.22 - - - -27.93 Strategy Description SummaryMFIP Broad Heuristic Tactical Strategy (MBHT) is a newer strategy that utilizes proprietary "super models" to select targeted trading days. MBHT builds upon the breadth and depth of MFIP/WSI's market research. Creating a collection of "super-models" derived from MFIP/WSI's other trading... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 0% Performance Fee 25.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity 36% Targeted Worst DD Worst Peak-to-Trough 13.50% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Technical 100.00% Composition Stock Indices 100.00% SummaryMFIP Broad Heuristic Tactical Strategy (MBHT) is a newer strategy that utilizes proprietary "super models" to select targeted trading days. MBHT builds upon the breadth and depth of MFIP/WSI's market research. Creating a collection of "super-models" derived from MFIP/WSI's other trading strategies and matrices of various in-house indicators, MBHT targets what it deems to be high-probability trading days. When invested, MBHT takes up to beta 2 long or short exposure to equity markets. It takes equal positions in index-based derivatives based on the S&P 500, NASDAQ 100, and Russell 2000. MBHT takes no position at the end of the week and holds no positions over the weekend. Objectives are to achieve increased Alpha and reduced Beta: capital growth uncorrelated with equity, bond, and CTA indexes; absolute returns in all market scenarios; and added-value diversification to portfolios with other assets. 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 -21.56 5 - 1/1/2021 6/1/2021 -6.11 2 1 10/1/2020 12/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 55.51 7 4/1/2020 10/1/2020 8.64 1 1/1/2021 1/1/2021 Show More Consecutive Losses Run-up Length (Mos.) Start End -21.56 5 2/1/2021 6/1/2021 -6.11 2 11/1/2020 12/1/2020 Show More 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. x {{title}} x {{title}} Add Cancel