Future Trade AG : Thales Swing Trading Programme Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 15.61% Feb Performance -11.87% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 27.04% Sharpe (RFR=1%) 0.13 CAROR 1.10% Assets $ 3.9M Worst DD -66.87 S&P Correlation -0.19 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since6/2007 Thales Swing Trading Programme -11.87 -15.61 -15.61 -32.54 -47.06 -64.38 -50.47 16.29 S&P 500 5.94 8.65 4.76 33.19 44.98 101.57 193.41 170.03 +/- S&P 500 -17.81 -24.25 -20.37 -65.74 -92.04 -165.95 -243.88 -153.73 Strategy Description SummaryFuture Trade AG utilizes a systematic and discretionary trading system of globally diversified Futures Interest Contracts operating over multiple time frames with volatility and market risk control. Signals from the trading systems, market liquidity along side with discretionary trading... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $30.00 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 5760 RT/YR/$M Avg. Margin-to-Equity 16% Targeted Worst DD -35.00% Worst Peak-to-Trough 29.15% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 3.00% 1-3 Months 15.00% 1-30 Days 80.00% Intraday 2.00% Decision-Making Discretionary 15.00% Systematic 85.00% Strategy Counter-trend 8.00% Fundamental 2.00% Momentum 60.00% Pattern Recognition 5.00% Seasonal/cyclical 7.00% Technical 15.00% Trend-following 3.00% Composition Softs 30.00% Grains 20.00% Livestock 20.00% Precious Metals 8.00% Energy 8.00% Currency Futures 5.00% Interest Rates 5.00% Stock Indices 3.00% Industrial Metals 1.00% SummaryFuture Trade AG utilizes a systematic and discretionary trading system of globally diversified Futures Interest Contracts operating over multiple time frames with volatility and market risk control. Signals from the trading systems, market liquidity along side with discretionary trading are combined to determine the contract allocation. Position sizes are a function of equity, money management and market volatility. Positions can either be long, short or neutral on a given Futures Interest Contract. In addition, Future Trade AG may utilize spreading positions (intra-market spreads and inter-market spreads). All positions, except for spreading positions, have stop losses placed at the time a trade is opened. The systems have been designed to achieve substantial portfolio diversification and initially consists of two main strategies: long term and short term. Inside of these two strategies, Future Trade AG will use different trading sub-strategies designed to result in the required portfolio diversification. The short term programs will be engineered to attempt to extract profits from short to medium term price movements and often operate counter to identified long term major trends while the long term strategies attempt to profit from major trends. It is expected that Future Trade AG will introduce additional strategies and sub-strategies in the future with the overarching goal of preserving capital while targeting strong investment returns.Investment StrategySome of the indicators the system uses developed by Future Trade AG are based on moving averages of prices, or multiple averages, including exponential, weighted (single or multiple), chart patterns (head & shoulders, triangles, flags, etc.) on bar charts, momentum oscillators (rate of change of price and/or volume), support and resistance levels, overbought/oversold indicators as well as Cyclic Analysis. There is no concentration limit on a single Futures Interest Contract nor is the Account required to re-balance positions as a consequence of market movements.Risk ManagementFuture Trade AG use a "Anti-Martingale-Strategy for Risk- and Money Management. The Number of traded contracts per market are adjusted by algorithmic formulas according to changing market conditions under consideration because of volatility, as well as in relation to the total asset value of the accounts. Markets are not weighted, as is the case for every commodity market, but rather a separate trading signal with the corresponding number of contracts, entry and exit point including "stop-loss" is generated. Pro-active risk management is included within each of these strategies which will be designed to protect open profits, limit downside risk and minimize exposure to non-directional markets. There is active money management of cash balances whether or not required for margin at any given time with funds maintained in Government or Corporate Debt with an average credit rating of no less than AA. All open positions, except for spreading positions, will have a stop loss placed at the time the position is opened. We calculate the trade risk and the position size depending from the market volatility with following formula: (Trade Risk * Account Value in US-Dollar) / (Average True Range of last 20 days * Big Point Value in US-Dollar) 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 -66.87 56 - 6/1/2016 2/1/2021 -30.45 12 10 5/1/2012 5/1/2013 -25.93 7 2 11/1/2010 6/1/2011 -24.85 5 3 2/1/2008 7/1/2008 -23.39 7 10 4/1/2014 11/1/2014 -19.27 4 16 12/1/2008 4/1/2009 -16.67 8 1 9/1/2015 5/1/2016 -12.11 2 6 9/1/2011 11/1/2011 -0.13 1 1 6/1/2007 7/1/2007 Show More Consecutive Gains Run-up Length (Mos.) Start End 97.58 5 8/1/2008 12/1/2008 60.54 7 8/1/2007 2/1/2008 39.79 3 7/1/2011 9/1/2011 39.48 4 1/1/2014 4/1/2014 28.07 2 9/1/2019 10/1/2019 25.52 4 5/1/2020 8/1/2020 25.25 5 7/1/2010 11/1/2010 20.97 1 6/1/2016 6/1/2016 18.57 3 6/1/2013 8/1/2013 17.78 1 5/1/2009 5/1/2009 15.05 8 2/1/2015 9/1/2015 14.84 1 12/1/2014 12/1/2014 12.45 1 5/1/2012 5/1/2012 10.17 1 1/1/2010 1/1/2010 10.09 2 3/1/2016 4/1/2016 9.98 3 5/1/2019 7/1/2019 9.69 3 3/1/2010 5/1/2010 9.09 1 11/1/2009 11/1/2009 8.93 1 12/1/2011 12/1/2011 8.46 1 12/1/2019 12/1/2019 7.33 1 9/1/2016 9/1/2016 5.67 3 8/1/2014 10/1/2014 5.24 1 3/1/2011 3/1/2011 4.77 2 2/1/2012 3/1/2012 4.49 2 5/1/2008 6/1/2008 2.96 1 1/1/2017 1/1/2017 2.83 2 8/1/2012 9/1/2012 2.18 2 12/1/2012 1/1/2013 1.91 2 10/1/2017 11/1/2017 1.90 2 7/1/2017 8/1/2017 1.18 1 12/1/2015 12/1/2015 0.39 1 4/1/2018 4/1/2018 0.10 1 1/1/2018 1/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -39.74 6 9/1/2020 2/1/2021 -29.49 12 5/1/2018 4/1/2019 -27.03 4 1/1/2020 4/1/2020 -26.71 4 2/1/2013 5/1/2013 -23.03 5 2/1/2017 6/1/2017 -20.93 3 5/1/2014 7/1/2014 -19.27 4 1/1/2009 4/1/2009 -17.19 3 12/1/2010 2/1/2011 -15.69 1 5/1/2016 5/1/2016 -15.37 1 7/1/2008 7/1/2008 -15.02 2 3/1/2008 4/1/2008 -15.01 3 4/1/2011 6/1/2011 -14.31 5 6/1/2009 10/1/2009 -12.11 2 10/1/2011 11/1/2011 -11.25 3 10/1/2016 12/1/2016 -8.88 2 10/1/2015 11/1/2015 -8.83 1 12/1/2009 12/1/2009 -8.33 2 7/1/2016 8/1/2016 -8.31 1 11/1/2014 11/1/2014 -7.52 2 2/1/2018 3/1/2018 -7.40 1 2/1/2010 2/1/2010 -7.04 1 11/1/2019 11/1/2019 -6.46 2 10/1/2012 11/1/2012 -5.15 1 12/1/2017 12/1/2017 -4.59 1 8/1/2019 8/1/2019 -4.11 1 1/1/2012 1/1/2012 -3.45 2 6/1/2012 7/1/2012 -2.63 2 1/1/2016 2/1/2016 -0.81 1 9/1/2017 9/1/2017 -0.63 1 4/1/2012 4/1/2012 -0.36 1 6/1/2010 6/1/2010 -0.24 4 9/1/2013 12/1/2013 -0.13 2 6/1/2007 7/1/2007 -0.01 1 1/1/2015 1/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods165.003.006.0012.0018.0024.0036.0048.0060.00 Percent Profitable47.270.000.0025.0061.1166.670.000.0015.00 Average Period Return0.38-12.32-23.76-10.224.767.98-27.76-37.58-30.53 Average Gain6.105.2715.7715.786.91 Average Loss-4.97-12.32-23.76-15.38-12.55-7.62-27.76-37.58-37.14 Best Period33.62-6.11-5.139.8329.1334.97-6.51-9.9112.28 Worst Period-19.63-20.76-39.74-33.81-28.72-25.50-50.69-61.80-62.80 Standard Deviation7.807.5812.5912.7816.9015.5410.4313.4121.20 Gain Standard Deviation6.614.139.5911.653.93 Loss Standard Deviation4.567.5812.5910.029.149.2610.4313.4115.20 Sharpe Ratio (1%)0.04-1.66-1.93-0.880.190.38-2.95-3.10-1.68 Average Gain / Average Loss1.230.341.262.070.19 Profit / Loss Ratio1.150.111.984.140.03 Downside Deviation (10%)4.9914.8928.6319.4813.6911.9244.7260.6061.84 Downside Deviation (5%)4.8114.0126.8416.3810.237.5032.4643.7041.35 Downside Deviation (0%)4.7713.7926.3915.639.446.6629.6039.8536.94 Sortino Ratio (10%)0.00-0.91-0.92-0.78-0.21-0.19-0.97-0.98-0.94 Sortino Ratio (5%)0.06-0.90-0.90-0.680.320.80-0.95-0.95-0.86 Sortino Ratio (0%)0.08-0.89-0.90-0.650.501.20-0.94-0.94-0.83 Top Performer Badges Index Award Type Rank Performance Period Systematic Trader Index Month 5 7.91 8/2020 Diversified Trader Index Month 5 7.91 8/2020 IASG CTA Index Month 8 7.91 8/2020 IASG CTA Index Month 7 14.38 7/2020 Systematic Trader Index Month 7 14.38 7/2020 Diversified Trader Index Month 7 14.38 7/2020 IASG CTA Index Annual 6 34.28 2019 Systematic Trader Index Month 4 8.46 12/2019 Diversified Trader Index Month 4 8.46 12/2019 IASG CTA Index Month 4 8.46 12/2019 IASG CTA Index Month 1 13.44 10/2019 Systematic Trader Index Month 1 13.44 10/2019 Diversified Trader Index Month 1 13.44 10/2019 Diversified Trader Index Month 1 12.90 9/2019 IASG CTA Index Month 1 12.90 9/2019 Systematic Trader Index Month 1 12.90 9/2019 Diversified Trader Index Month 9 2.96 1/2017 Systematic Trader Index Month 5 7.33 9/2016 IASG CTA Index Month 5 7.33 9/2016 Diversified Trader Index Month 4 7.33 9/2016 Trend Following Strategy Index Month 4 7.33 9/2016 Trend Following Strategy Index Month 1 20.97 6/2016 IASG CTA Index Month 1 20.97 6/2016 Systematic Trader Index Month 1 20.97 6/2016 Diversified Trader Index Month 1 20.97 6/2016 Trend Following Strategy Index Month 5 5.41 4/2016 Systematic Trader Index Month 9 5.41 4/2016 IASG CTA Index Month 9 5.41 4/2016 Diversified Trader Index Month 9 5.41 4/2016 Diversified Trader Index Month 10 4.44 3/2016 IASG CTA Index Month 8 4.44 3/2016 Trend Following Strategy Index Month 4 4.44 3/2016 Trend Following Strategy Index Month 8 1.18 12/2015 Diversified Trader Index Month 9 2.85 6/2015 Trend Following Strategy Index Month 4 2.85 6/2015 IASG CTA Index Month 2 14.60 12/2014 Diversified Trader Index Month 2 14.60 12/2014 Trend Following Strategy Index Month 2 14.60 12/2014 Systematic Trader Index Month 2 14.60 12/2014 Trend Following Strategy Index Month 2 8.86 4/2014 Systematic Trader Index Month 3 8.86 4/2014 IASG CTA Index Month 5 8.86 4/2014 Diversified Trader Index Month 4 8.86 4/2014 Diversified Trader Index Month 1 16.47 3/2014 Systematic Trader Index Month 1 16.47 3/2014 IASG CTA Index Month 1 16.47 3/2014 Trend Following Strategy Index Month 1 16.47 3/2014 Trend Following Strategy Index Month 2 7.84 1/2014 Systematic Trader Index Month 5 7.84 1/2014 Diversified Trader Index Month 4 7.84 1/2014 IASG CTA Index Month 8 7.84 1/2014 Diversified Trader Index Month 9 4.35 8/2013 Systematic Trader Index Month 9 4.35 8/2013 Trend Following Strategy Index Month 4 4.35 8/2013 Trend Following Strategy Index Month 10 4.21 6/2013 Diversified Trader Index Month 4 8.39 12/2011 IASG CTA Index Month 7 8.39 12/2011 Systematic Trader Index Month 5 8.39 12/2011 Trend Following Strategy Index Month 1 8.39 12/2011 Systematic Trader Index Month 3 18.35 7/2011 Diversified Trader Index Month 3 18.35 7/2011 Trend Following Strategy Index Month 3 18.35 7/2011 IASG CTA Index Month 5 18.35 7/2011 Trend Following Strategy Index Month 5 4.48 3/2011 Trend Following Strategy Index Month 7 1.78 11/2010 Diversified Trader Index Month 5 10.91 7/2010 IASG CTA Index Month 6 10.91 7/2010 Systematic Trader Index Month 4 10.91 7/2010 Trend Following Strategy Index Month 2 10.91 7/2010 Systematic Trader Index Month 2 10.17 1/2010 Diversified Trader Index Month 2 10.17 1/2010 IASG CTA Index Month 4 10.17 1/2010 Trend Following Strategy Index Month 1 10.17 1/2010 Trend Following Strategy Index Month 6 17.78 5/2009 Systematic Trader Index Month 6 17.78 5/2009 Diversified Trader Index Month 8 17.78 5/2009 IASG CTA Index Month 9 17.78 5/2009 IASG CTA Index Annual 7 106.03 2008 Trend Following Strategy Index Month 7 33.62 10/2008 IASG CTA Index Month 7 33.62 10/2008 Diversified Trader Index Month 7 33.62 10/2008 Systematic Trader Index Month 7 33.62 10/2008 IASG CTA Index Month 2 15.41 9/2008 Diversified Trader Index Month 2 15.41 9/2008 Systematic Trader Index Month 2 15.41 9/2008 Trend Following Strategy Index Month 2 15.41 9/2008 Diversified Trader Index Month 8 11.39 8/2008 Trend Following Strategy Index Month 8 11.39 8/2008 Systematic Trader Index Month 10 11.39 8/2008 Diversified Trader Index Month 9 27.83 2/2008 IASG CTA Index Month 10 27.83 2/2008 Trend Following Strategy Index Month 8 27.83 2/2008 Systematic Trader Index Month 8 27.83 2/2008 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