Dynasty Capital Management : Dynasty Diversified

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

-Trading Strategies Dynasty Diversified Program relies primarily on computer trading strategies developed through technical analysis and quantitative analysis to time the entry and exit of trades. The strategies employed by The Program are based on the research of statistically significant... 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

-Trading Strategies Dynasty Diversified Program relies primarily on computer trading strategies developed through technical analysis and quantitative analysis to time the entry and exit of trades. The strategies employed by The Program are based on the research of statistically significant patterns that exists in the markets. These patterns offers superior risk to reward opportunities, due to its emphasis on identifying situations where markets that trades at historically low volatility levels is about to revert to its historical mean. These patterns were derived from an extensive, rigorous and quantitative study of a large database of historical market information; as well as Dynasty's own trading experience. Dynasty's approach to trading is to take positions and to assume market risk only when trading models identify these high confidence patterns. The strategies will patiently wait on the sidelines for favorable market conditions to develop. The length of time which The Program has a neutral position is determined by market volatility and/or market liquidity. Typically this approach will be on the sidelines during several big moves each year, but intends to provide above average returns with selective market exposure, avoiding the catastrophic draw downs characteristic of typical trend-following strategies. All strategies are derived from a basic model platform applied to three time dimensions - hourly, daily, and weekly - with profit taking points and stops built into each target pattern. The Program applies the same quantitative methods used to create its trading systems to create risk management strategies. Dynasty Diversified Program is designed to vary its risk control based on individual position risk profile, market volatility, overall portfolio risk, correlations of portfolio positions, and liquidity conditions. Generally, a maximum of 1% of overall portfolio value is given to an uncorrelated position as Initially Position Risk Tolerance. Correlated positions that create invisible overexposure/leverage or sudden change in market volatility/liquidity will cause the risk management protocol to decrease or eliminate market exposure.

   

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:
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.