Glider Trading LLP : Glider Trading Strategy (Class C)

archived programs
Year-to-Date
N / A
May Performance
2.56%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
11.53%
Sharpe (RFR=1%)
0.09
CAROR
1.35%
Assets
$ 8.7M
Worst DD
-20.60
S&P Correlation
0.11

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
9/2013
Glider Trading Strategy (Class C) 2.56 0.30 - 5.63 -7.96 - - 6.60
S&P 500 2.16 -0.32 - 11.04 27.07 - - 59.26
+/- S&P 500 0.40 0.62 - -5.40 -35.03 - - -52.66

Strategy Description

Summary

The Glider Trading Strategy is a fully systematic, directional strategy that is designed to participate in the strongest price movements available in the global futures market.... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 500k
Trading Level Incremental Increase
$ 100k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
No

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
650 RT/YR/$M
Avg. Margin-to-Equity
6%
Targeted Worst DD
Worst Peak-to-Trough
-9.06%
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
0%
Systematic
100.00%

Strategy

Momentum
70.00%
Pattern Recognition
20.00%
Trend-following
10.00%
Strategy Pie Chart

Composition

Summary

The Glider Trading Strategy is a fully systematic, directional strategy that is designed to participate in the strongest price movements available in the global futures market.

Investment Strategy

The aim of the Glider Trading Strategy is to participate in the strongest price movements among liquid futures and rotate into stronger price moves as opportunities arise. The Strategy processes collected data (Price, total and contract Volume and Open Interest) from over 120 futures by screening opportunities via a liquidity and ranking filter to generate its proprietary trading signals.

Risk Management

Glider Trading uses a pro-trend multi-dimensional risk analysis. New positions are taken only in the direction of an established trend. Risk is managed using both static and dynamic stops which allows profits to run and avoids profit targets. Risk is measured and monitored multi-dimensionally at a Portfolio, Future Group and Instrument level. The Glider Trading’s multi-dimensional risk analysis allows removal of excessive risk concentration.

   

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
-20.60 29 - 1/1/2015 6/1/2017
-6.97 5 4 1/1/0001 1/1/2014
-2.98 3 1 7/1/2014 10/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
17.99 3 11/1/2014 1/1/2015
10.76 2 12/1/2017 1/1/2018
9.85 4 4/1/2014 7/1/2014
8.86 2 1/1/2016 2/1/2016
6.48 1 10/1/2017 10/1/2017
6.05 2 7/1/2017 8/1/2017
4.14 1 2/1/2014 2/1/2014
4.00 1 6/1/2016 6/1/2016
3.76 2 4/1/2018 5/1/2018
1.83 1 11/1/2013 11/1/2013
1.76 1 11/1/2015 11/1/2015
1.53 1 4/1/2017 4/1/2017
1.08 1 11/1/2016 11/1/2016
0.92 1 2/1/2017 2/1/2017
0.47 1 9/1/2014 9/1/2014
0.45 1 9/1/2015 9/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.81 4 7/1/2016 10/1/2016
-8.85 2 2/1/2018 3/1/2018
-7.41 7 2/1/2015 8/1/2015
-6.68 3 3/1/2016 5/1/2016
-6.50 2 12/1/2013 1/1/2014
-6.36 2 5/1/2017 6/1/2017
-4.18 1 9/1/2017 9/1/2017
-3.58 1 3/1/2017 3/1/2017
-2.86 1 10/1/2014 10/1/2014
-2.74 1 11/1/2017 11/1/2017
-2.57 1 12/1/2015 12/1/2015
-2.28 2 9/1/2013 10/1/2013
-2.00 2 12/1/2016 1/1/2017
-1.38 1 10/1/2015 10/1/2015
-0.59 1 8/1/2014 8/1/2014
-0.04 1 3/1/2014 3/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods57.0055.0052.0046.0040.0034.0022.00
Percent Profitable43.8638.1851.9250.0042.5044.1250.00
Average Period Return0.170.441.211.561.100.12-0.70
Average Gain3.145.846.899.5314.2013.137.18
Average Loss-2.16-2.89-4.93-6.42-8.58-10.16-8.58
Best Period10.3717.9914.9630.9023.6524.4512.39
Worst Period-5.71-7.78-10.34-17.36-16.30-16.19-14.86
Standard Deviation3.335.217.1410.5712.5312.978.85
Gain Standard Deviation2.594.024.848.506.446.924.04
Loss Standard Deviation1.462.142.704.854.204.343.41
Sharpe Ratio (1%)0.020.040.100.05-0.03-0.15-0.42
Average Gain / Average Loss1.462.021.401.491.651.290.84
Profit / Loss Ratio1.141.251.511.491.221.020.84
Downside Deviation (10%)2.203.645.478.8512.6915.7218.60
Downside Deviation (5%)1.992.974.196.238.269.638.56
Downside Deviation (0%)1.942.813.885.647.228.226.49
Sortino Ratio (10%)-0.11-0.22-0.23-0.39-0.51-0.64-0.89
Sortino Ratio (5%)0.040.070.170.09-0.05-0.20-0.44
Sortino Ratio (0%)0.090.160.310.280.150.01-0.11

Top Performer Badges

Index Award Type Rank Performance Period
Diversified Trader Index Month 10 2.56 5/2018

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.