Golden Point Capital Management, LLC : Global Systematic

Year-to-Date: N / A
Apr Performance: -14.99%

Min Investment: $ 250k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 39.23%
Sharpe (RFR=1%): 0.50
CAROR: 14.42%

Assets: $ 5.8M
Worst DD: -31.07
S&P Correlation: -0.20

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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	Apr	Qtr	2019	1yr	3yr	5yr	10yr	Since 7/2012
Global Systematic	-14.99	-27.90	-	-12.85	60.04	-	-	67.58
S&P 500	0.27	6.45	-	-0.97	29.28	-	-	49.73
+/- S&P 500	-15.26	-34.35	-	-11.88	30.76	-	-	17.85

Strategy Description

Summary

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: $5.00
Available to US Investors: Yes

Subscriptions

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

Trading

Trading Frequency: 3000 RT/YR/$M
Avg. Margin-to-Equity: 20%
Targeted Worst DD: -20.00%
Worst Peak-to-Trough: 20.00%
Sector Focus: Diversified Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 25.00%
1-3 Months: 25.00%
1-30 Days: 50.00%
Intraday: 0%

Summary

The strategy and concept of Golden Point Capital Management was developed over the course of the principal’s highly successful high frequency trading career. During this time the Principal studied intraday markets as well as built long term models to complement a high frequency approach. The principal quickly realized that many of the same concepts being applied regularly by short term traders could be applied successfully on a long term basis. In testing these hypotheses, the founder concluded that trading on a long term basis offered a superior risk / reward profile which includes many added benefits such as reduced trading costs, a greater average percentage return per trade, and greatly reduced infrastructure costs. Golden Point’s strategy combines diligent risk management, complete automation, and multiple redundant mathematical models, to create a profitable, long term, trading strategy.

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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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Index:

Monthly Annual

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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
-31.07	15	-	1/1/2015	4/1/2016
-22.62	5	11	4/1/2013	9/1/2013
-10.74	4	4	7/1/2012	11/1/2012

Consecutive Gains

Run-up	Length (Mos.)	Start	End
139.47	6	8/1/2014	1/1/2015
27.41	1	7/1/2015	7/1/2015
25.19	1	11/1/2015	11/1/2015
16.54	5	12/1/2012	4/1/2013
12.45	2	1/1/2016	2/1/2016
11.29	1	2/1/2014	2/1/2014
9.24	3	4/1/2014	6/1/2014
9.15	3	10/1/2013	12/1/2013
8.41	1	9/1/2015	9/1/2015
8.12	1	3/1/2015	3/1/2015
7.78	1	5/1/2015	5/1/2015
0.67	1	7/1/2012	7/1/2012
0.63	1	6/1/2013	6/1/2013

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-29.46	2	3/1/2016	4/1/2016
-20.88	1	4/1/2015	4/1/2015
-16.48	1	10/1/2015	10/1/2015
-16.09	3	7/1/2013	9/1/2013
-13.35	1	6/1/2015	6/1/2015
-12.22	1	12/1/2015	12/1/2015
-10.74	4	8/1/2012	11/1/2012
-8.36	1	5/1/2013	5/1/2013
-7.54	1	2/1/2015	2/1/2015
-7.20	1	8/1/2015	8/1/2015
-3.54	1	3/1/2014	3/1/2014
-1.80	1	7/1/2014	7/1/2014
-0.33	1	1/1/2014	1/1/2014

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year
Number of Periods	46.00	44.00	41.00	35.00	29.00	23.00
Percent Profitable	58.70	56.82	60.98	62.86	86.21	100.00
Average Period Return	1.73	6.54	16.18	40.48	78.04	108.56
Average Gain	8.57	19.34	32.50	70.05	91.73	108.56
Average Loss	-7.98	-10.29	-9.31	-9.56	-7.50
Best Period	30.44	59.06	139.47	175.76	199.91	184.06
Worst Period	-20.88	-27.90	-22.39	-18.88	-12.43	0.84
Standard Deviation	11.33	20.19	34.70	57.49	65.73	54.20
Gain Standard Deviation	8.76	16.86	35.70	53.55	60.18	54.20
Loss Standard Deviation	6.33	8.26	5.80	5.62	5.31
Sharpe Ratio (1%)	0.15	0.31	0.45	0.69	1.16	1.97
Average Gain / Average Loss	1.07	1.88	3.49	7.33	12.22
Profit / Loss Ratio	1.53	2.47	5.45	12.41	76.41
Downside Deviation (10%)	6.69	9.23	8.16	9.47	5.92	2.43
Downside Deviation (5%)	6.52	8.71	7.06	7.23	3.76	0.24
Downside Deviation (0%)	6.48	8.58	6.79	6.69	3.27
Sortino Ratio (10%)	0.20	0.58	1.68	3.75	11.90	40.45
Sortino Ratio (5%)	0.25	0.72	2.22	5.46	20.38	436.53
Sortino Ratio (0%)	0.27	0.76	2.38	6.05	23.88

Top Performer Badges

Index	Award Type	Rank	Performance	Period
IASG CTA Index	Month	6	10.02	1/2016
Trend Following Strategy Index	Month	7	10.02	1/2016
Diversified Trader Index	Month	7	10.02	1/2016
Systematic Trader Index	Month	8	10.02	1/2016
IASG CTA Index	3 Year Rolling	4	130.03	2012 - 2015
IASG CTA Index	Month	1	25.19	11/2015
Trend Following Strategy Index	Month	1	25.19	11/2015
Systematic Trader Index	Month	1	25.19	11/2015
Diversified Trader Index	Month	1	25.19	11/2015
Trend Following Strategy Index	Month	2	26.77	9/2014
Systematic Trader Index	Month	2	26.77	9/2014
Diversified Trader Index	Month	2	26.77	9/2014

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

^#6

Top Performer

IASG CTA INDEX

JANUARY
2016

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Golden Point Capital Management, LLC : Global Systematic

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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