EF Financial Services : EF X

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
6/2009
EF X 0.00 0.13 - -59.65 -59.55 -67.02 - -72.23
S&P 500 3.77 4.15 - 22.68 64.34 96.26 - 114.50
+/- S&P 500 -3.77 -4.02 - -82.33 -123.88 -163.27 - -186.73

Strategy Description

Summary

Short 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%
Strategy Pie Chart

Composition

Stock Indices
95.00%
Energy
1.00%
Grains
1.00%
Interest Rates
1.00%
Currency Futures
1.00%
Precious Metals
1.00%
Composition Pie Chart

Summary

Short term (intraday and swing trading) highly speculative, mainly trading US Indexes, but looking for oportunities in Bonds, Grains, Energy, FX all US Futures.

Investment Strategy

EF 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 Management

EF 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.

   

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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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
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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
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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
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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.