Cauldron Investments, LLC : Stock Index Plus Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance 1.33% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.18% Sharpe (RFR=1%) 1.12 CAROR 11.36% Assets $ 29.7M Worst DD -11.83 S&P Correlation 0.67 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 Since10/2009 Stock Index Plus 1.33 - - - 1.33 9.79 119.57 163.31 S&P 500 0.43 - - - 50.24 71.54 147.27 346.58 +/- S&P 500 0.90 - - - -48.91 -61.75 -27.71 -183.27 Strategy Description SummaryThe Stock Index Plus Program (SIP) is a multi-strategy, systematic, rules-based trading system focused in stock market indices such as the S&P 500, via trading its futures contracts and options. It consists of three independent subsystems: (1) trend-following, (2) trend-reversal, and... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $8.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1500 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -15.00% Worst Peak-to-Trough 20.00% Sector Focus Stock Index Traders Holding Periods Over 12 Months 10.00% 4-12 Months 20.00% 1-3 Months 30.00% 1-30 Days 40.00% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Counter-trend 15.00% Option-writing 35.00% Trend-following 50.00% Composition Stock Indices 100.00% SummaryThe Stock Index Plus Program (SIP) is a multi-strategy, systematic, rules-based trading system focused in stock market indices such as the S&P 500, via trading its futures contracts and options. It consists of three independent subsystems: (1) trend-following, (2) trend-reversal, and (3) options writing. This investment program is not intended to be an uncorrelated supplement to allocating capital assets in equity markets. Instead, it intends to provide a superior alternative to allocating capital assets in equity markets, with higher returns and lower volatility. The characteristics of the performance of SIP is therefore highly correlated with the stock market in bull markets, and either uncorrelated or negatively correlated in bear markets.Investment Strategy1. Trend-following 2. Trend-reversal 3. Options WritingRisk ManagementThe program uses low levels of leverage in all three subsystems to control risk, in addition to predetermined maximum risk percentages to control risk in both the trend-reversal and options writing systems. 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 -11.83 1 - 1/1/2018 2/1/2018 -10.82 2 6 4/1/2010 6/1/2010 -10.59 7 11 7/1/2015 2/1/2016 -8.53 3 5 5/1/2011 8/1/2011 -4.04 3 1 10/1/2013 1/1/2014 -1.49 2 1 11/1/2014 1/1/2015 -1.00 1 1 2/1/2015 3/1/2015 -0.60 1 1 4/1/2012 5/1/2012 -0.06 1 1 5/1/2015 6/1/2015 -0.03 1 1 1/1/2010 2/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 35.78 17 6/1/2012 10/1/2013 20.81 9 9/1/2010 5/1/2011 19.13 10 2/1/2014 11/1/2014 13.69 16 10/1/2016 1/1/2018 12.62 4 1/1/2012 4/1/2012 11.20 7 3/1/2018 9/1/2018 10.60 6 3/1/2016 8/1/2016 8.68 2 9/1/2011 10/1/2011 7.81 2 3/1/2010 4/1/2010 6.79 4 10/1/2009 1/1/2010 5.77 1 7/1/2010 7/1/2010 5.39 4 9/1/2015 12/1/2015 3.94 1 2/1/2015 2/1/2015 3.39 1 7/1/2015 7/1/2015 2.96 2 4/1/2015 5/1/2015 0.78 1 12/1/2013 12/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -11.83 1 2/1/2018 2/1/2018 -10.82 2 5/1/2010 6/1/2010 -9.55 1 8/1/2015 8/1/2015 -8.53 3 6/1/2011 8/1/2011 -6.20 2 1/1/2016 2/1/2016 -3.68 1 1/1/2014 1/1/2014 -1.51 1 9/1/2016 9/1/2016 -1.49 2 12/1/2014 1/1/2015 -1.14 1 11/1/2013 11/1/2013 -1.00 1 3/1/2015 3/1/2015 -0.71 2 11/1/2011 12/1/2011 -0.60 1 5/1/2012 5/1/2012 -0.06 1 6/1/2015 6/1/2015 -0.04 1 8/1/2010 8/1/2010 -0.03 1 2/1/2010 2/1/2010 Show More Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 8 0.00 10/2018 Stock Index Trader Index Month 8 1.33 9/2018 Trend Following Strategy Index Month 7 1.33 9/2018 Stock Index Trader Index Month 10 1.20 8/2018 Trend Following Strategy Index Month 7 1.83 7/2018 Stock Index Trader Index Month 6 2.03 6/2018 Trend Following Strategy Index Month 9 2.03 6/2018 Stock Index Trader Index Month 10 1.34 5/2018 Trend Following Strategy Index Month 9 1.34 5/2018 Trend Following Strategy Index Month 5 1.76 3/2018 Trend Following Strategy Index Month 5 1.17 9/2017 Stock Index Trader Index Month 8 1.17 9/2017 Trend Following Strategy Index Month 7 0.73 6/2017 Trend Following Strategy Index Month 9 1.01 3/2017 Stock Index Trader Index Month 9 0.86 2/2017 Trend Following Strategy Index Month 8 1.21 1/2017 Stock Index Trader Index Month 10 0.61 12/2016 Trend Following Strategy Index Month 10 0.50 10/2016 Trend Following Strategy Index Month 3 1.02 8/2016 Stock Index Trader Index Month 9 1.44 7/2016 Stock Index Trader Index Month 3 3.19 5/2016 Trend Following Strategy Index Month 2 3.19 5/2016 IASG CTA Index Month 6 3.19 5/2016 Systematic Trader Index Month 6 3.19 5/2016 Trend Following Strategy Index Month 6 2.84 3/2016 Stock Index Trader Index Month 3 2.84 3/2016 IASG CTA Index Sharpe 8 1.56 2015 IASG CTA Index 5 Year 8 94.54 2010 - 2015 Trend Following Strategy Index Month 9 0.19 12/2015 Trend Following Strategy Index Month 6 2.77 10/2015 Stock Index Trader Index Month 5 2.77 10/2015 Stock Index Trader Index Month 9 3.39 7/2015 Trend Following Strategy Index Month 7 3.94 2/2015 IASG CTA Index Sharpe 9 1.90 2014 IASG CTA Index 3 Year 10 73.81 2011 - 2014 Stock Index Trader Index Month 4 2.94 4/2014 Stock Index Trader Index Month 4 4.83 2/2014 IASG CTA Index Sharpe 6 1.95 2013 Stock Index Trader Index Month 6 4.25 7/2013 Stock Index Trader Index Month 9 3.09 4/2013 Stock Index Trader Index Month 8 2.08 3/2013 Stock Index Trader Index Month 4 4.06 1/2013 Trend Following Strategy Index Month 5 1.80 10/2012 Stock Index Trader Index Month 8 1.95 9/2012 Stock Index Trader Index Month 10 4.00 6/2012 Trend Following Strategy Index Month 2 4.00 6/2012 Stock Index Trader Index Month 6 3.83 3/2012 Trend Following Strategy Index Month 9 3.83 3/2012 Stock Index Trader Index Month 5 4.53 2/2012 Trend Following Strategy Index Month 3 5.88 10/2011 Stock Index Trader Index Month 7 5.88 10/2011 Stock Index Trader Index Month 6 2.19 4/2011 Trend Following Strategy Index Month 7 2.79 3/2011 Stock Index Trader Index Month 8 2.81 2/2011 Stock Index Trader Index Month 5 3.88 12/2010 Stock Index Trader Index Month 10 3.33 10/2010 Stock Index Trader Index Month 8 1.54 9/2010 Systematic Trader Index Month 9 5.84 7/2010 Trend Following Strategy Index Month 4 5.84 7/2010 Stock Index Trader Index Month 2 5.84 7/2010 Stock Index Trader Index Month 2 7.52 3/2010 IASG CTA Index Sharpe 7 5.00 2009 Stock Index Trader Index Month 10 0.40 10/2009 Stock Index Trader Index Month 4 5.67 9/2009 Stock Index Trader Index Month 6 5.51 8/2009 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