Glider Trading LLP : Glider Trading Strategy (Class C)

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

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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	2019	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%

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.

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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.

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year
Number of Periods	57.00	55.00	52.00	46.00	40.00	34.00	22.00
Percent Profitable	43.86	38.18	51.92	50.00	42.50	44.12	50.00
Average Period Return	0.17	0.44	1.21	1.56	1.10	0.12	-0.70
Average Gain	3.14	5.84	6.89	9.53	14.20	13.13	7.18
Average Loss	-2.16	-2.89	-4.93	-6.42	-8.58	-10.16	-8.58
Best Period	10.37	17.99	14.96	30.90	23.65	24.45	12.39
Worst Period	-5.71	-7.78	-10.34	-17.36	-16.30	-16.19	-14.86
Standard Deviation	3.33	5.21	7.14	10.57	12.53	12.97	8.85
Gain Standard Deviation	2.59	4.02	4.84	8.50	6.44	6.92	4.04
Loss Standard Deviation	1.46	2.14	2.70	4.85	4.20	4.34	3.41
Sharpe Ratio (1%)	0.02	0.04	0.10	0.05	-0.03	-0.15	-0.42
Average Gain / Average Loss	1.46	2.02	1.40	1.49	1.65	1.29	0.84
Profit / Loss Ratio	1.14	1.25	1.51	1.49	1.22	1.02	0.84
Downside Deviation (10%)	2.20	3.64	5.47	8.85	12.69	15.72	18.60
Downside Deviation (5%)	1.99	2.97	4.19	6.23	8.26	9.63	8.56
Downside Deviation (0%)	1.94	2.81	3.88	5.64	7.22	8.22	6.49
Sortino Ratio (10%)	-0.11	-0.22	-0.23	-0.39	-0.51	-0.64	-0.89
Sortino Ratio (5%)	0.04	0.07	0.17	0.09	-0.05	-0.20	-0.44
Sortino Ratio (0%)	0.09	0.16	0.31	0.28	0.15	0.01	-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.

^#10

Top Performer

DIVERSIFIED TRADER INDEX

MAY
2018

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Glider Trading LLP : Glider Trading Strategy (Class C)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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