Extra Mile Trading Llc : Gold Futures Trading Program

archived programs
Year-to-Date
N / A
Aug Performance
-11.00%
Min Investment
$ 50k
Mgmt. Fee
Perf. Fee
Annualized Vol
21.85%
Sharpe (RFR=1%)
-1.05
CAROR
-
Assets
$ 0k
Worst DD
-11.00
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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
5/2010
Gold Futures Trading Program -11.00 - - - - - - -7.71
S&P 500 -4.74 - - - - - - 205.51
+/- S&P 500 -6.26 - - - - - - -213.22

Strategy Description

Summary

The Gold Futures Trading program is a counter-trend trading program that based 90% on pattern recognition and has a 10% discretion with regards to placement of the trailing stop on open positions.

The first half of the position has a pre-determined target while the second... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee
Performance Fee
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity 22%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Financial & Metals Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 50.00%
Intraday 50.00%

Decision-Making

Discretionary 10.00%
Systematic 90.00%

Strategy

Counter-trend
67.00%
Pattern Recognition
33.00%
Strategy Pie Chart

Composition

Precious Metals
100.00%
Composition Pie Chart

Summary

The Gold Futures Trading program is a counter-trend trading program that based 90% on pattern recognition and has a 10% discretion with regards to placement of the trailing stop on open positions.

The first half of the position has a pre-determined target while the second half has a trailing stop designed to ride out the move in the gold market.

   

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
-11.00 1 - 7/1/2010 8/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
3.70 3 5/1/2010 7/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-11.00 1 8/1/2010 8/1/2010
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Time Windows Analysis

 1 Month
Number of Periods4.00
Percent Profitable75.00
Average Period Return-1.83
Average Gain1.23
Average Loss-11.00
Best Period3.42
Worst Period-11.00
Standard Deviation6.31
Gain Standard Deviation1.90
Loss Standard Deviation
Sharpe Ratio (1%)-0.30
Average Gain / Average Loss0.11
Profit / Loss Ratio0.34
Downside Deviation (10%)5.71
Downside Deviation (5%)5.54
Downside Deviation (0%)5.50
Sortino Ratio (10%)-0.39
Sortino Ratio (5%)-0.34
Sortino Ratio (0%)-0.33

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.