Cutler Investments : Cutler Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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. 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. 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 Consecutive Gains Run-up Length (Mos.) Start End Show More Consecutive Losses Run-up Length (Mos.) Start End 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