Aurapoint Asset Management LLC : Satco

archived programs
Year-to-Date
N / A
Dec Performance
2.62%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
13.46%
Sharpe (RFR=1%)
1.00
CAROR
-
Assets
$ 900k
Worst DD
-7.96
S&P Correlation
-0.06

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
7/2012
Satco 2.62 - - - - - - 22.43
S&P 500 2.36 - - - - - - 134.66
+/- S&P 500 0.26 - - - - - - -112.23

Strategy Description

Summary

Daytrades in the S & P e-mini (ES) and the Nasdaq e-mini (NQ). Flat every night. Trader experience spans over ten years with various proprietary firms in the Chicago area.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 100k
CTA Max Funding Factor 5.00
Management Fee 0%
Performance Fee 25.00%
Average Commission $3.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 15000 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD -10.00%
Worst Peak-to-Trough -7.96%
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 100.00%
Systematic 0%

Strategy

Momentum
25.00%
Pattern Recognition
25.00%
Technical
25.00%
Trend-following
25.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Daytrades in the S & P e-mini (ES) and the Nasdaq e-mini (NQ). Flat every night. Trader experience spans over ten years with various proprietary firms in the Chicago area.

Investment Strategy

Profit Target: 30% of the 5 day average true range (ATR) or 1.5-2 x the amount of points risked. Target will be placed either at a point of confluence or 'retest' area. If playing breakout, target will be placed to take advantage of extended range bar/retail price action. Risk: 20% of the ATR with 4-7 points being the anticipated average risk. Stop is NOT based upon a random # of points, but will be strategically placed away from an area of congestion signaling significant support/resistance. Stop Management: Stop will be moved to a 4 point risk following the trade moving 4 points in profit (8 total points), stop will be adjusted to break-even following a 6 point move in the anticipated direction. Values will be adjusted for volatility. Stop will NOT be moved to break-even arbitrarily. Daily Risk: Daily hard stop of 3% of account value. Afternoon Trade (following a winner): max risk 30% of the day's profit. Objective: To identify the day's 'narrative' early in the period, then enter on a retracement/consolidation which allows profit target to significantly outdistance the stop (which would represent a movement through a major level of confluence).

   

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

Reward
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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
-7.96 1 2 8/1/2012 9/1/2012
-5.89 2 3 5/1/2013 7/1/2013
-3.17 1 1 1/1/0001 7/1/2012
-1.94 1 1 10/1/2013 11/1/2013
-1.48 1 1 11/1/2012 12/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
17.79 5 1/1/2013 5/1/2013
10.89 3 8/1/2013 10/1/2013
8.84 2 10/1/2012 11/1/2012
3.56 1 8/1/2012 8/1/2012
2.62 1 12/1/2013 12/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.96 1 9/1/2012 9/1/2012
-5.89 2 6/1/2013 7/1/2013
-3.17 1 7/1/2012 7/1/2012
-1.94 1 11/1/2013 11/1/2013
-1.48 1 12/1/2012 12/1/2012
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Time Windows Analysis

 2 Year1 Month3 Month6 Month12 Month
Number of Periods2.0018.0016.0013.007.00
Percent Profitable100.0066.6781.2592.31100.00
Average Period Return40.011.204.018.5018.65
Average Gain40.013.516.209.3018.65
Average Loss-3.42-5.48-1.03
Best Period41.386.5711.9316.7325.25
Worst Period38.64-7.96-7.71-1.0311.20
Standard Deviation1.943.895.945.895.70
Gain Standard Deviation1.941.763.975.375.70
Loss Standard Deviation2.471.93
Sharpe Ratio (1%)19.590.290.631.363.10
Average Gain / Average Loss1.031.139.00
Profit / Loss Ratio2.064.90107.99
Downside Deviation (10%)2.563.000.97
Downside Deviation (5%)2.402.570.42
Downside Deviation (0%)2.362.470.29
Sortino Ratio (10%)0.310.936.20
Sortino Ratio (5%)0.471.4618.84
Sortino Ratio (0%)0.511.6229.67

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.