EF Financial Services : EF X Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 0.00% Min Investment $ 10k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 23.79% Sharpe (RFR=1%) -0.92 CAROR -21.66% Assets $ 10k Worst DD -72.42 S&P Correlation -0.29 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 Aug Qtr 2020 1yr 3yr 5yr 10yr Since6/2009 EF X 0.00 - - - - - -54.57 -72.23 S&P 500 3.77 - - - - - 81.40 304.35 +/- S&P 500 -3.77 - - - - - -135.96 -376.58 Strategy Description SummaryShort term (intraday and swing trading) highly speculative, mainly trading US Indexes, but looking for oportunities in Bonds, Grains, Energy, FX all US Futures.... Read More Account & Fees Type Managed Account Minimum Investment $ 10k Trading Level Incremental Increase $ 1k CTA Max Funding Factor Management Fee 0% Performance Fee 25.00% Average Commission $4.75 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 40% Targeted Worst DD -25.00% Worst Peak-to-Trough 19.25% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 1.00% Intraday 99.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Technical 100.00% Composition Stock Indices 95.00% Currency Futures 1.00% Precious Metals 1.00% Energy 1.00% Grains 1.00% Interest Rates 1.00% SummaryShort term (intraday and swing trading) highly speculative, mainly trading US Indexes, but looking for oportunities in Bonds, Grains, Energy, FX all US Futures.Investment StrategyEF X is a short term proprietary trading strategy based on pure technical analysis. It primarily focuses on three simple setups: Continuation of the Trend, Possible Change of the Trend, and Sideways Pricing Activity. The last of these set ups evaluates certain market conditions in an attempt to determine when it might be best to stay out of the market and on the sidelines until a new possible trend might develop. Through these methodologies the EF X strategy works to combine Multiple Charting Periods based on market activity and Fibonacci numbers rather than exclusively relying on time. Doing this is EF X’s attempt to eliminate “noise” within price charts which is produced by inactivity in the markets. EF X also utilizes different Exponential Moving Averages as indicators on various charts to signal and identify potential trends. Here the longer period will be the Main Trend and shorter periods will be used to look for retracements in pricing. This creates what we call Price Average Compression which occurs at the Confluence of the Main Trend. When combining these proprietary factors, at the manager’s discretion a position is taken when it is believed there will be a period of trend continuation. In doing so the manager will attempt to follow a Main Trend and its corrections until price activity and EMA´s begin trading horizontally. When a trend begins to compress it should occur in shorter and shorter periods providing signs that market exhaustion might be at hand. Such signs may possibly signal the end of the current trend allowing for EF X to potentially benefit. By identifying when a potential correction might take place the manager should be able to exit the trade or make adjustment to stops in a favorable manner. When market exhaustion starts to appear over longer periods this will be seen as a signal that the Main Trend might be ending. Accordingly such a change could also signal a possible change of the trend altering the EF X’s view of the initial Main Trend. Usually within EF X positions will be held for a day or less up to several days depending on the lifetime of the signal. The strategy however tends to mainly focus on intraday activity.Risk ManagementEF X will attempt to use stop losses targeting 1% to 2.5% of the account value depending on many factors such as market volatility, Average True Range, and Contract Size. Please keep in mind however that although we will be using stop losses there is no guarantee they will be executed in a timely fashion. Accordingly there is no way to ensure losses will not occur, however we believe using stops is one of the best risk management tools available to the strategy. Conversely if the market moves in favor of the positions established by the EF X, the manger may adjust stops to a Break Even level in an attempt to further reduce risk on any specific position. 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 -72.42 56 - 6/1/2009 2/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 13.72 7 11/1/2010 5/1/2011 6.84 3 5/1/2010 7/1/2010 6.75 4 11/1/2009 2/1/2010 6.23 5 1/1/2012 5/1/2012 5.97 4 6/1/2013 9/1/2013 4.33 3 7/1/2011 9/1/2011 2.57 2 11/1/2012 12/1/2012 1.63 3 7/1/2012 9/1/2012 0.65 1 2/1/2013 2/1/2013 0.57 1 4/1/2013 4/1/2013 0.43 1 11/1/2011 11/1/2011 0.34 3 3/1/2014 5/1/2014 0.29 1 6/1/2009 6/1/2009 0.17 1 1/1/2014 1/1/2014 0.13 1 7/1/2014 7/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -59.18 3 10/1/2013 12/1/2013 -32.39 3 8/1/2010 10/1/2010 -16.06 4 7/1/2009 10/1/2009 -8.76 2 3/1/2010 4/1/2010 -6.78 1 10/1/2011 10/1/2011 -5.81 1 5/1/2013 5/1/2013 -2.32 1 6/1/2011 6/1/2011 -2.29 1 12/1/2011 12/1/2011 -1.70 1 2/1/2014 2/1/2014 -1.04 1 3/1/2013 3/1/2013 -0.91 1 10/1/2012 10/1/2012 -0.11 1 1/1/2013 1/1/2013 -0.09 1 6/1/2014 6/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods63.0061.0058.0052.0046.0040.0028.0016.00 Percent Profitable63.4955.7441.3832.6936.9625.000.000.00 Average Period Return-1.74-4.58-8.88-16.29-19.90-22.46-32.75-51.50 Average Gain1.232.784.424.335.537.05 Average Loss-7.94-13.85-18.28-26.30-34.81-32.30-32.75-51.50 Best Period4.827.4513.189.7312.0914.98-3.02-18.26 Worst Period-32.66-59.18-59.76-60.07-59.92-59.01-59.07-69.22 Standard Deviation6.8713.7718.8023.3424.5223.6718.3720.30 Gain Standard Deviation1.142.253.203.333.265.47 Loss Standard Deviation9.5716.4719.6022.2718.3518.5518.3720.30 Sharpe Ratio (1%)-0.27-0.35-0.50-0.74-0.87-1.03-1.95-2.74 Average Gain / Average Loss0.160.200.240.160.160.22 Profit / Loss Ratio0.310.250.170.080.090.07 Downside Deviation (10%)7.0614.7121.7031.4036.6540.1951.7675.65 Downside Deviation (5%)6.9314.2720.6228.7432.1933.6540.0758.94 Downside Deviation (0%)6.9014.1620.3528.1031.1332.1237.3955.13 Sortino Ratio (10%)-0.30-0.39-0.52-0.68-0.75-0.81-0.94-0.97 Sortino Ratio (5%)-0.26-0.34-0.46-0.60-0.66-0.73-0.89-0.94 Sortino Ratio (0%)-0.25-0.32-0.44-0.58-0.64-0.70-0.88-0.93 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