Cutler Investments : Cutler Trading Program

archived programs
Year-to-Date
N / A
Performance
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
-
Assets
Worst DD
N/A
S&P Correlation
0.00

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.

Strategy Description

Summary

-The Cutler Trading Program is a non-discretionary, systematic, short-term trend-following approach based on proprietary momentum indicators. Trade entry and exit is based on indices constructed from statistically significant intra-day time periods. Trading is performed at pre-defined... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 0k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-The Cutler Trading Program is a non-discretionary, systematic, short-term trend-following approach based on proprietary momentum indicators. Trade entry and exit is based on indices constructed from statistically significant intra-day time periods. Trading is performed at pre-defined times during each session, which aids in minimizing "market noise" while still providing valid trade signals. Allocation is equal among the five futures instruments currently traded, U.S. T-Bonds and T-Notes and the S&P 500, Nasdaq and German DAX indices. Leverage for each market is based on analysis of current vs. historical risk/return payoff schedules. The program utilizes 12.0%- 14.0% of the trading capital for margin, and the duration of trades average 1 to 4 days in length. When a flat position is taken in one instrument, the assets allocated to that instrument remain in cash, reducing the capital committed to the program and thereby the day-to-day volatility. Annually, 2.0% of the assets are used for trading commission. Disciplined adherence to the Program's output is essential to the performance of the fund. The Trading Program undergoes continuous review in the context of historical, actual and pro-forma performance.

   

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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Sharpe Ratio: (RF=1%)
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Reward
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Risk
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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

Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.