EF Financial Services : EF Xi

archived programs
Year-to-Date
N / A
Jan Performance
0.00%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
17.26%
Sharpe (RFR=1%)
0.49
CAROR
8.35%
Assets
$ 40k
Worst DD
-18.84
S&P Correlation
-0.40

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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
8/2012
EF Xi 0.00 - - - - - - 22.19
S&P 500 -3.10 - - - - - - 146.32
+/- S&P 500 3.10 - - - - - - -124.13

Strategy Description

Summary

Aimed at institutions and high net worth investors and uses the same approach and proprietary strategy as the EF X program above. EF Xi will focus on longer trading periods thereby reducing trading frequency. Given the minimum account size this program reduces leverage and is also... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 100k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $5.00
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 20%
Targeted Worst DD -20.00%
Worst Peak-to-Trough 25.00%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 80.00%
Intraday 20.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Technical
100.00%
Strategy Pie Chart

Composition

Stock Indices
50.00%
Currency Futures
10.00%
Precious Metals
10.00%
Energy
10.00%
Grains
10.00%
Interest Rates
10.00%
Composition Pie Chart

Summary

Aimed at institutions and high net worth investors and uses the same approach and proprietary strategy as the EF X program above. EF Xi will focus on longer trading periods thereby reducing trading frequency. Given the minimum account size this program reduces leverage and is also able to take multiple positions in different markets at the same time where as EF X cannot do so.

Investment Strategy

EF Xi 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 Xi strategy works to combine Multiple Charting Periods based on market activity and Fibonacci numbers rather than exclusively relying on time. Doing this is EF Xi’s attempt to eliminate “noise” within price charts which is produced by inactivity in the markets. EF Xi 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 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 Xi’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 Xi 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.

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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
-18.84 8 2 4/1/2013 12/1/2013
-0.60 1 1 12/1/2012 1/1/2013
-0.05 2 - 10/1/2014 12/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
47.17 10 1/1/2014 10/1/2014
2.37 3 2/1/2013 4/1/2013
1.31 4 6/1/2013 9/1/2013
0.36 3 10/1/2012 12/1/2012
0.23 1 8/1/2012 8/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-18.36 3 10/1/2013 12/1/2013
-1.87 1 5/1/2013 5/1/2013
-0.60 1 1/1/2013 1/1/2013
-0.05 3 11/1/2014 1/1/2015
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods30.0028.0025.0019.0013.00
Percent Profitable70.0071.4376.0084.21100.00
Average Period Return0.782.555.1810.0213.51
Average Gain2.165.568.7213.9813.51
Average Loss-3.11-4.97-6.03-11.10
Best Period21.5131.6931.7647.0921.70
Worst Period-12.92-18.36-17.63-17.420.94
Standard Deviation4.989.3310.5516.116.74
Gain Standard Deviation4.748.378.7214.016.74
Loss Standard Deviation4.537.437.888.40
Sharpe Ratio (1%)0.140.250.440.561.78
Average Gain / Average Loss0.691.121.451.26
Profit / Loss Ratio2.082.804.586.72
Downside Deviation (10%)2.665.005.527.161.87
Downside Deviation (5%)2.554.654.765.530.16
Downside Deviation (0%)2.524.574.605.18
Sortino Ratio (10%)0.140.260.490.703.16
Sortino Ratio (5%)0.280.500.981.6377.05
Sortino Ratio (0%)0.310.561.131.93

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.