ITFX : 3C Saturn Currency Trading Program

archived programs
Year-to-Date
N / A
Oct Performance
-2.10%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
4.98%
Sharpe (RFR=1%)
2.69
CAROR
15.21%
Assets
$ 19.5M
Worst DD
-2.10
S&P Correlation
0.03

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
1/2003
3C Saturn Currency Trading Program -2.10 - - - - - - 128.43
S&P 500 -16.94 - - - - - - 304.83
+/- S&P 500 14.84 - - - - - - -176.40

Strategy Description

Summary

-ITFX has developed over many years its own proprietary set of Algorithmic Trading Systems. The system is comprised of 20 algorithmic systems, each with its own individual logic. From this perspective it?s possible to be long and short at the same time on the same market.Basically... 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 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
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

-ITFX has developed over many years its own proprietary set of Algorithmic Trading Systems. The system is comprised of 20 algorithmic systems, each with its own individual logic. From this perspective it?s possible to be long and short at the same time on the same market.Basically all strategies are ?trend following? with a medium trade frequency (around 2-3 per week), with a particular regard to market volatility. The total portfolio is taken care of by money management algorithms.......

   

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.