J Scott Trading LLC : Stallion 1 Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Since10/2019 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 StrategyThe 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% 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% Investment StrategyThe 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. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 Show More Consecutive Gains Run-up Length (Mos.) Start End 1.11 2 10/1/2019 11/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -0.45 1 12/1/2019 12/1/2019 Show More 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. x {{title}} x {{title}} Add Cancel