Harbor Financial LLC : Voltage Aggressive

archived programs
Year-to-Date
N / A
Mar Performance
2.69%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
13.78%
Sharpe (RFR=1%)
0.62
CAROR
8.88%
Assets
$ 2.7M
Worst DD
-16.81
S&P Correlation
-0.15

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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since
4/2010
Voltage Aggressive 2.69 - - - - - 51.78 40.54
S&P 500 0.69 - - - - - 66.22 191.92
+/- S&P 500 2.00 - - - - - -14.44 -151.37

Strategy Description

Investment Strategy

An options spread consists of the simultaneous sale and purchase of options of different exercise prices and/or expiration months. By trading options and options spreads, the Advisor seeks to profit in three ways: (1) Premium collection - this technique yields profits as... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $15.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 3000 RT/YR/$M
Avg. Margin-to-Equity 50%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Stock Index Traders

Holding Periods

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

Decision-Making

Discretionary 25.00%
Systematic 75.00%

Strategy

Option-spreads
50.00%
Option-writing
50.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Investment Strategy

An options spread consists of the simultaneous sale and purchase of options of different exercise prices and/or expiration months. By trading options and options spreads, the Advisor seeks to profit in three ways: (1) Premium collection - this technique yields profits as sold options’ value declines over time. Profit is captured when sold options are repurchased at a reduced value, or when they expire worthless, allowing retention of the original sales proceeds; (2) Volatility Trading – market prices of options are dependent on observed and anticipated volatility of the underlying stock indexes. According to his trading system the advisor may enter options positions designed to profit from either an increase or a decrease in stock index volatility; and (3) Trend following – under certain conditions, the Advisor may enter options spreads which will profit from an established price trend. Central to the success of this strategy is the Advisor’s ability to predict the range of market movement over time frames ranging from thirty (30) to ninety (90) days. However, in general, the strategy does not depend on a prediction of equity market direction, and is designed to produce returns which are not correlated with equity market returns.

The Advisor uses an extensive historical database of stock index price movement to assist him in determining high probability exercise prices at which to sell option spreads. In addition, seasonal and technical analyses are employed to further optimize trade entries. Technical analysis includes the study of price, volume, momentum and other measures, as well as recurring price patterns and measures of investor sentiment. The Advisor regularly evaluates market volatility and other technical behavior and adapts the strategy’s entry, adjustment, and position sizing criteria to current market conditions. The Advisor places a strong focus on risk management intended to provide consistency of returns and to mitigate the extent of the losses that may occur. Although the Advisor’s strategy is narrowly focused, trades are entered into on a continuous basis across different exercise prices and expiration months for diversification purposes. Once trades are entered, the Advisor employs strict risk management procedures that are triggered by total portfolio exposure rather than individual position value. Supported by sophisticated options analysis software and many years of options trading experience, the Advisor determines the correct portfolio adjustment, when necessary.

Risk Management

Harbor Financial places a strong focus on risk management with the goal to provide consistency of returns and to mitigate the extent of the losses that will occur. We do not sell “naked options”. Options sales are generally executed as “spreads” in which the options sales are paired with the simultaneous purchase of other options as a hedge. Although our strategy is narrowly focused, trades are entered into on a continuous basis across different exercise prices and expiration months for diversification purposes. Once trades are entered, we employ strict risk management procedures which are triggered by total portfolio exposure rather than individual position value. Supported by sophisticated options analysis software and many years of options trading experience, Harbor Financial will determine the correct portfolio adjustment, with changing market conditions.

   

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
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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
-16.81 5 6 4/1/2013 9/1/2013
-13.15 6 7 1/1/0001 9/1/2010
-2.83 2 1 5/1/2012 7/1/2012
-2.61 2 2 6/1/2011 8/1/2011
-1.00 1 1 3/1/2012 4/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
18.61 7 9/1/2011 3/1/2012
17.22 4 12/1/2013 3/1/2014
9.31 5 8/1/2012 12/1/2012
8.67 4 3/1/2011 6/1/2011
7.12 3 2/1/2013 4/1/2013
7.00 2 12/1/2010 1/1/2011
5.35 1 10/1/2013 10/1/2013
5.08 1 10/1/2010 10/1/2010
4.95 1 8/1/2010 8/1/2010
4.10 1 6/1/2013 6/1/2013
3.40 1 8/1/2013 8/1/2013
2.50 1 5/1/2012 5/1/2012
1.59 1 6/1/2010 6/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-12.25 2 4/1/2010 5/1/2010
-11.91 1 5/1/2013 5/1/2013
-6.77 1 7/1/2013 7/1/2013
-6.20 1 9/1/2010 9/1/2010
-5.89 1 9/1/2013 9/1/2013
-2.83 2 6/1/2012 7/1/2012
-2.61 2 7/1/2011 8/1/2011
-1.50 1 11/1/2010 11/1/2010
-1.03 1 7/1/2010 7/1/2010
-1.01 1 11/1/2013 11/1/2013
-1.00 1 4/1/2012 4/1/2012
-0.88 1 2/1/2011 2/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods48.0046.0043.0037.0031.0025.0013.00
Percent Profitable66.6773.9179.0786.4993.55100.00100.00
Average Period Return0.792.825.3311.4319.3826.9838.18
Average Gain2.885.618.7113.8520.9026.9838.18
Average Loss-3.61-5.10-7.43-4.06-2.61
Best Period9.8814.1522.2422.8837.8142.1753.95
Worst Period-11.91-14.51-14.89-6.63-3.949.0331.94
Standard Deviation3.986.038.198.8511.5311.216.25
Gain Standard Deviation1.993.414.766.7410.2711.216.25
Loss Standard Deviation3.684.625.182.431.88
Sharpe Ratio (1%)0.180.430.591.181.552.235.62
Average Gain / Average Loss0.801.101.173.418.00
Profit / Loss Ratio1.703.124.4321.85115.94
Downside Deviation (10%)3.003.955.053.703.070.24
Downside Deviation (5%)2.873.554.262.041.10
Downside Deviation (0%)2.833.454.071.690.74
Sortino Ratio (10%)0.130.400.571.743.8468.60
Sortino Ratio (5%)0.250.721.135.1216.27
Sortino Ratio (0%)0.280.821.316.7626.02

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.