Ira Bershatsky : Intraday Alpha Generator Program

archived programs
Year-to-Date
N / A
Sep Performance
0.00%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
16.64%
Sharpe (RFR=1%)
0.19
CAROR
2.90%
Assets
$ 86k
Worst DD
-15.01
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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
10/2006
Intraday Alpha Generator Program 0.00 - - - - - - 5.88
S&P 500 -9.08 - - - - - - 151.40
+/- S&P 500 9.08 - - - - - - -145.51

Strategy Description

Summary

-The Intraday Alpha Generator Program (the Program) is a day trading program. Day trading is an aggressive strategy in which the Advisor will attempt to profit from short-term price volatility and hold no overnight positions. The Advisor?s program (the Program) trades in the domestic... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $4.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 5000 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-The Intraday Alpha Generator Program (the Program) is a day trading program. Day trading is an aggressive strategy in which the Advisor will attempt to profit from short-term price volatility and hold no overnight positions. The Advisor?s program (the Program) trades in the domestic stock indices. The Program?s objective is to achieve significant price appreciation. The Program?s minimum account size is $100,000. However, the Advisor may accept smaller accounts at his discretion. The Advisor primarily will trade futures contracts on the E-Mini S&P 500 and E-Mini Russell 2000 indices. However, the Advisor may from time to time trade in other domestic stock indices or other futures. There are no limitations on the Advisor?s Program. The Program is automated and systematic which means the Advisor uses computer models or other systems to make trading decisions and enter orders and stops. The Program aims to profit from the intraday trend in the equity indices. The Advisor believes risk management is a significant contributor to profitability. Therefore, the Program employs various methods designed to control risk and increase profitability. The Advisor believes the Program?s success will result from its simplicity and its disciplined approach to trading and risk management.

   

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

Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.