BOT Trading LLC : CKP EMT Program

archived programs
Year-to-Date
N / A
Aug Performance
2.55%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
7.02%
Sharpe (RFR=1%)
2.45
CAROR
-
Assets
$ 720k
Worst DD
-2.33
S&P Correlation
0.04

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
11/2010
CKP EMT Program 2.55 - - - - - - 16.06
S&P 500 -5.68 - - - - - - 193.43
+/- S&P 500 8.23 - - - - - - -177.37

Strategy Description

Summary

The CKP EMT Program predominantly trades e-mini options.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 10k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $4.32
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency 1-7 Days
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 20000 RT/YR/$M
Avg. Margin-to-Equity 50%
Targeted Worst DD -2.50%
Worst Peak-to-Trough 2.33%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 100.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

The CKP EMT Program predominantly trades e-mini options.

Investment Strategy

The CKP EMT Program is predominantly an e-mini options trading program. In trending markets, options “behind” the trend are sold. If there is a strongly trending market, bull or bear spreads or other combinations can be entered. In sideways moving markets, strangles are sold. They can either be uncovered, or covered by long options or by futures. CKP develops its daily trading signals out of a combination of fundamentals, chart analysis and several standard and proprietary indicators. The average holding time of a position is about 7 days. Profit target is set at a conservative 20-24% p.a. Minimum account size is $50k or equivalent in BP, EC or SF.

Risk Management

CKP attempts to hold the risk of any position to less than 2.5% of account value. However, no guarantee whatsoever can be given that this risk level can be adhered to in extreme market conditions.

   

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
Average RoR:
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Risk
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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:
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Risk
Standard Deviation:
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Loss Frequency:
Average Loss:
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Sharpe Ratio: (RF=1%)
Skewness:
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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
-2.33 2 1 1/1/2011 3/1/2011
-0.80 1 1 6/1/2011 7/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
8.19 3 11/1/2010 1/1/2011
7.97 3 4/1/2011 6/1/2011
2.55 1 8/1/2011 8/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.33 2 2/1/2011 3/1/2011
-0.80 1 7/1/2011 7/1/2011
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Time Windows Analysis

 1 Month3 Month
Number of Periods10.008.00
Percent Profitable70.0087.50
Average Period Return1.523.89
Average Gain2.624.61
Average Loss-1.05-1.21
Best Period3.918.19
Worst Period-1.86-1.21
Standard Deviation2.033.38
Gain Standard Deviation1.132.90
Loss Standard Deviation0.72
Sharpe Ratio (1%)0.711.07
Average Gain / Average Loss2.503.82
Profit / Loss Ratio5.8426.74
Downside Deviation (10%)0.860.91
Downside Deviation (5%)0.700.52
Downside Deviation (0%)0.660.43
Sortino Ratio (10%)1.292.93
Sortino Ratio (5%)2.067.06
Sortino Ratio (0%)2.319.10

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.