Infinity Advisors : Treasury Trading Program

archived programs
Year-to-Date
N / A
Oct Performance
-4.54%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
7.34%
Sharpe (RFR=1%)
-0.10
CAROR
0.00%
Assets
$ 1.6M
Worst DD
-8.65
S&P Correlation
-0.10

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
9/2012
Treasury Trading Program -4.54 - - - - - - 0.01
S&P 500 2.32 - - - - - - 140.49
+/- S&P 500 -6.86 - - - - - - -140.48

Strategy Description

Summary

Infinity Advisors, LLC is in the business of providing trading advisory services to clients with respect to futures contracts and options on futures contracts. Infinity Advisors utilizes a combination of technical and fundamental analysis in its trading methodology. It primarily... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 100k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 2500 RT/YR/$M
Avg. Margin-to-Equity 25%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Financial & Metals Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 5.00%
1-30 Days 15.00%
Intraday 80.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Technical
100.00%
Strategy Pie Chart

Composition

Interest Rates
100.00%
Composition Pie Chart

Summary

Infinity Advisors, LLC is in the business of providing trading advisory services to clients with respect to futures contracts and options on futures contracts. Infinity Advisors utilizes a combination of technical and fundamental analysis in its trading methodology. It primarily trades both futures and options in the interest rate sector of the U.S. commodity futures markets. However, it may trade any futures contracts that fit its profit objectives and risk parameters.

Investment Strategy

The Treasury Trading Program seeks to profit from the fundamental view that U.S. Treasury prices are unusually high. (Yields, inverse to prices, are artificially low.) We project significantly higher rates on U.S. Treasuries, independent of inflation. Under normal inflation levels of 2-3% per year, we believe there is a high probability of a 10-year yield of 5-6% and a 30-year yield in excess of 6%. If problematic inflation develops, yields may rise much higher. The strategy is implemented through active, opportunistic and tactical short-biased trading of interest rate contracts including T-Bond, 10-Year Note, Ultra T-Bond and Eurodollar futures and options on futures. Why an active, tactical trading approach as opposed to simply buying puts or a long term passive short position? Although we are bearish on bonds long-term (bullish on rates), timing is difficult to predict. Rates may remain low for an extended period of time (puts could expire worthless) and Treasuries may rally from time to time due to geopolitical events.

   

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
-8.65 17 - 5/1/2013 10/1/2014
-3.57 1 1 1/1/0001 9/1/2012
-2.57 1 1 3/1/2013 4/1/2013
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
13.47 6 10/1/2012 3/1/2013
3.36 4 4/1/2014 7/1/2014
2.70 1 5/1/2013 5/1/2013
1.16 2 8/1/2013 9/1/2013
0.52 1 2/1/2014 2/1/2014
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-6.90 3 8/1/2014 10/1/2014
-4.45 4 10/1/2013 1/1/2014
-3.57 1 9/1/2012 9/1/2012
-2.57 1 4/1/2013 4/1/2013
-1.40 2 6/1/2013 7/1/2013
-0.93 1 3/1/2014 3/1/2014
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods26.0024.0021.0015.009.00
Percent Profitable53.8558.3352.3833.3366.67
Average Period Return0.020.521.090.501.51
Average Gain1.472.564.417.454.33
Average Loss-1.67-2.33-2.55-2.98-4.12
Best Period5.456.9013.4713.257.77
Worst Period-4.54-6.90-5.18-7.65-6.19
Standard Deviation2.123.154.615.764.64
Gain Standard Deviation1.492.083.813.752.01
Loss Standard Deviation1.341.891.742.242.14
Sharpe Ratio (1%)-0.030.090.13-0.090.00
Average Gain / Average Loss0.881.101.732.501.05
Profit / Loss Ratio1.031.541.901.252.10
Downside Deviation (10%)1.662.583.696.757.49
Downside Deviation (5%)1.472.032.393.683.40
Downside Deviation (0%)1.431.902.092.992.58
Sortino Ratio (10%)-0.23-0.27-0.37-0.67-0.81
Sortino Ratio (5%)-0.040.140.25-0.140.00
Sortino Ratio (0%)0.020.280.520.170.59

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.