Eickelberg & Associates : Phoenix Trading Program

archived programs
Year-to-Date
N / A
Jan Performance
-0.54%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
11.26%
Sharpe (RFR=1%)
0.71
CAROR
8.70%
Assets
$ 6.5M
Worst DD
-17.39
S&P Correlation
-0.02

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
1/1994
Phoenix Trading Program -0.54 - - - - - -0.76 315.74
S&P 500 2.26 - - - - - -5.85 619.32
+/- S&P 500 -2.80 - - - - - 5.10 -303.58

Strategy Description

Summary

-PRINCIPALS CHARLES EICKELBERG, PRESIDENT Graduated from DePaul University of Chicago in 1986 with a Bachelor's Degree in computer Science. Mr. Eickelberg has tested literally hundreds of proprietary trading systems both personally developed as well as commercially purchased. He utilizes... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
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 8000 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Diversified Traders

Holding Periods

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

Decision-Making

Discretionary 20.00%
Systematic 80.00%

Strategy

Composition

Summary

-PRINCIPALS CHARLES EICKELBERG, PRESIDENT Graduated from DePaul University of Chicago in 1986 with a Bachelor's Degree in computer Science. Mr. Eickelberg has tested literally hundreds of proprietary trading systems both personally developed as well as commercially purchased. He utilizes state-of-the-art commercial computer software as well as significant custom in--house developed software for testing trading systems, portfolio management theories, and money management principles. HENRY P. EICKELBERG, VICE PRESIDENT Graduated from the University of Illinois in 1957 with a Bachelor's Degree in Engineering Physics. Earned an MBA from University of Chicago in June, 1971. From 1972 to 1982, Mr. Eickelberg was President and Chairman of the Board of Ni-Tec, Inc., manufacturer of night vision equipment. He traded commodities for his personal account from 1979 to 1987. From 1988 until 1995 he was a Senior Consultant for William A. Golomski & Associates, Inc., an international consulting firm, consulting and lecturing on the principles of Business Management. Since 1991 he has been actively involved in developing commodity trading systems employing computerized technical trading methods. THE TRADING PROGRAM The Phoenix trading Program is based upon technical analysis and advanced pattern recognition tempered by discretionary application of market fundamentals. Although the program is highly computerized, the Trading Advisor may elect to override the programmed nature of the system in order to attempt to reduce losses or increase profits. Additionally, the Trading Advisor may use its discretion in timing market entries and exits or passing up a trade all together. The program's trading time frame is short-term in nature with day-trades comprising a majority of the trading activity. Occasionally, however, positions may be held for longer periods. PORTFOLIO & MONEY MANAGEMENT The program concentrates its trades on the S&P 500, Coffee and U.S. Treasury Bonds. Through a mathematical analysis of the inter-correlation of returns, the Trading Advisor attempts to trade a portfolio which provides for improved performance while functioning to reduce risk. The number of contracts entered into on any given trade is generally determined by the amount of the account's equity. As profits are realized, the number of contracts per trade is increased. Likewise as losses are realized, the number of contracts per trade is decreased. The exact markets and quantities traded may change from time to time. Trading in any individual account will be suspended if an investor's initial investment is reduced by more than 35% or if at any time an account experiences a Drawdown exceeding 40%.

   

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

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-17.39 8 16 4/1/1999 12/1/1999
-16.26 5 6 2/1/1996 7/1/1996
-12.42 66 - 4/1/2005 10/1/2010
-8.34 1 3 3/1/1995 4/1/1995
-8.24 9 9 5/1/2003 2/1/2004
-7.62 4 3 10/1/1997 2/1/1998
-7.50 3 2 10/1/1994 1/1/1995
-7.18 1 3 9/1/1995 10/1/1995
-4.29 1 1 4/1/1994 5/1/1994
-3.66 3 3 10/1/2001 1/1/2002
-2.82 1 1 8/1/1997 9/1/1997
-1.48 1 1 1/1/1999 2/1/1999
-1.34 1 1 5/1/1998 6/1/1998
-0.90 3 1 12/1/2004 3/1/2005
-0.88 1 1 7/1/1995 8/1/1995
-0.64 1 1 7/1/1994 8/1/1994
-0.35 1 1 8/1/2001 9/1/2001
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Consecutive Gains

Run-up Length (Mos.) Start End
71.31 13 8/1/1996 8/1/1997
38.42 16 2/1/2002 5/1/2003
25.28 4 1/1/1994 4/1/1994
17.38 7 7/1/1998 1/1/1999
17.34 2 6/1/1994 7/1/1994
16.73 1 1/1/2000 1/1/2000
12.89 4 11/1/1995 2/1/1996
12.27 2 2/1/1995 3/1/1995
11.22 2 9/1/1994 10/1/1994
10.26 3 5/1/1995 7/1/1995
9.72 3 3/1/1998 5/1/1998
9.41 4 8/1/2000 11/1/2000
7.58 3 10/1/2004 12/1/2004
7.54 2 3/1/1999 4/1/1999
7.53 2 4/1/2000 5/1/2000
7.04 5 4/1/2001 8/1/2001
6.62 15 11/1/2007 1/1/2009
6.30 2 9/1/1999 10/1/1999
6.22 1 9/1/1995 9/1/1995
4.81 4 3/1/2004 6/1/2004
3.28 1 10/1/1997 10/1/1997
2.54 1 4/1/2005 4/1/2005
2.35 1 8/1/2004 8/1/2004
1.96 1 11/1/2010 11/1/2010
1.66 1 10/1/2001 10/1/2001
1.50 3 3/1/2010 5/1/2010
1.28 1 5/1/2007 5/1/2007
1.16 7 4/1/2006 10/1/2006
1.07 1 9/1/2003 9/1/2003
0.83 1 2/1/2001 2/1/2001
0.82 2 2/1/2007 3/1/2007
0.63 1 7/1/2010 7/1/2010
0.59 2 8/1/2007 9/1/2007
0.56 1 4/1/2009 4/1/2009
0.33 1 12/1/2001 12/1/2001
0.30 1 12/1/2005 12/1/2005
0.17 1 12/1/2006 12/1/2006
0.13 1 11/1/2003 11/1/2003
0.09 1 12/1/2009 12/1/2009
0.03 1 9/1/2009 9/1/2009
0.02 1 7/1/2009 7/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-16.26 5 3/1/1996 7/1/1996
-15.79 4 5/1/1999 8/1/1999
-8.34 1 4/1/1995 4/1/1995
-7.92 2 2/1/2000 3/1/2000
-7.72 2 11/1/1999 12/1/1999
-7.62 4 11/1/1997 2/1/1998
-7.50 3 11/1/1994 1/1/1995
-7.18 1 10/1/1995 10/1/1995
-6.42 3 1/1/2006 3/1/2006
-5.34 7 5/1/2005 11/1/2005
-5.09 2 6/1/2000 7/1/2000
-4.29 1 5/1/1994 5/1/1994
-4.16 3 6/1/2003 8/1/2003
-2.99 3 12/1/2003 2/1/2004
-2.94 2 10/1/2009 11/1/2009
-2.85 1 11/1/2001 11/1/2001
-2.82 1 9/1/1997 9/1/1997
-2.49 1 10/1/2003 10/1/2003
-2.42 2 6/1/2007 7/1/2007
-2.35 1 9/1/2004 9/1/2004
-2.20 2 5/1/2009 6/1/2009
-2.13 3 8/1/2010 10/1/2010
-1.78 2 2/1/2009 3/1/2009
-1.64 1 7/1/2004 7/1/2004
-1.48 1 2/1/1999 2/1/1999
-1.34 1 6/1/1998 6/1/1998
-1.29 1 10/1/2007 10/1/2007
-1.19 2 12/1/2000 1/1/2001
-1.16 1 1/1/2002 1/1/2002
-1.11 1 3/1/2001 3/1/2001
-1.08 2 12/1/2010 1/1/2011
-0.90 3 1/1/2005 3/1/2005
-0.89 2 1/1/2010 2/1/2010
-0.88 1 8/1/1995 8/1/1995
-0.64 1 8/1/1994 8/1/1994
-0.35 1 9/1/2001 9/1/2001
-0.30 1 11/1/2006 11/1/2006
-0.27 1 6/1/2010 6/1/2010
-0.14 1 4/1/2007 4/1/2007
-0.13 1 1/1/2007 1/1/2007
-0.04 1 8/1/2009 8/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods205.00203.00200.00194.00188.00182.00170.00158.00146.00
Percent Profitable61.4664.0468.0069.0776.6078.5771.7670.8977.40
Average Period Return0.752.234.458.5512.8117.5028.4438.5648.93
Average Gain2.385.118.5014.1818.1123.5541.1055.8164.81
Average Loss-1.85-2.90-4.17-4.01-4.54-4.70-3.73-3.45-5.42
Best Period16.7322.7638.7967.5567.7278.7695.96155.85198.56
Worst Period-8.34-13.50-14.39-10.99-10.12-9.75-9.37-8.00-11.12
Standard Deviation3.255.799.8114.9217.8822.3230.2138.2946.32
Gain Standard Deviation2.864.949.1814.7017.1721.4626.4632.2540.62
Loss Standard Deviation1.842.933.543.012.742.682.782.233.47
Sharpe Ratio (1%)0.200.340.400.510.630.690.840.900.95
Average Gain / Average Loss1.281.762.043.543.995.0211.0116.1811.96
Profit / Loss Ratio2.053.144.337.9013.0618.3928.0039.4040.94
Downside Deviation (10%)1.813.044.315.496.557.8911.2814.3117.01
Downside Deviation (5%)1.652.573.303.253.213.343.904.285.29
Downside Deviation (0%)1.622.473.082.782.562.492.462.213.05
Sortino Ratio (10%)0.190.330.460.650.800.921.121.191.25
Sortino Ratio (5%)0.400.771.192.333.524.636.528.068.28
Sortino Ratio (0%)0.460.901.443.085.017.0211.5517.4416.06

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.