J Scott Trading LLC : Stallion 1 Trading Program

Year-to-Date
N / A
Dec Performance
-0.45%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
2.53%
Sharpe (RFR=1%)
0.65
CAROR
-
Assets
$ 19.9M
Worst DD
-0.45
S&P Correlation
0.51

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
10/2019
Stallion 1 Trading Program -0.45 0.66 - - - - - 0.66
S&P 500 2.86 8.53 - - - - - 6.36
+/- S&P 500 -3.31 -7.88 - - - - - -5.70

Strategy Description

Investment Strategy

The Program utilized by the Advisor is a combination of technical analysis and computer-based optimization strategies. The Program is based on finding a specific pattern that develops in charts of instruments that once identified, represents trading opportunities with positive... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 100k
CTA Max Funding Factor
4.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$5.34
Available to US Investors
Yes

Subscriptions

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

Trading

Trading Frequency
3500 RT/YR/$M
Avg. Margin-to-Equity
10%
Targeted Worst DD
Worst Peak-to-Trough
0%
Sector Focus
Diversified Traders

Holding Periods

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

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Pattern Recognition
100.00%
Strategy Pie Chart

Composition

Currency Futures
23.00%
Energy
16.00%
Stock Indices
16.00%
Precious Metals
12.00%
Grains
12.00%
Interest Rates
8.00%
Livestock
8.00%
Softs
4.00%
Industrial Metals
1.00%
Composition Pie Chart

Investment Strategy

The Program utilized by the Advisor is a combination of technical analysis and computer-based optimization strategies. The Program is based on finding a specific pattern that develops in charts of instruments that once identified, represents trading opportunities with positive probabilistic outcomes.

   

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
-0.45 1 - 11/1/2019 12/1/2019
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Consecutive Gains

Run-up Length (Mos.) Start End
1.11 2 10/1/2019 11/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-0.45 1 12/1/2019 12/1/2019
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Time Windows Analysis

 1 Month
Number of Periods3.00
Percent Profitable66.67
Average Period Return0.22
Average Gain0.56
Average Loss-0.45
Best Period1.00
Worst Period-0.45
Standard Deviation0.73
Gain Standard Deviation0.63
Loss Standard Deviation
Sharpe Ratio (1%)0.19
Average Gain / Average Loss1.23
Profit / Loss Ratio2.47
Downside Deviation (10%)0.52
Downside Deviation (5%)0.31
Downside Deviation (0%)0.26
Sortino Ratio (10%)-0.36
Sortino Ratio (5%)0.45
Sortino Ratio (0%)0.85

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.