J Scott Trading LLC : Stallion 1 Trading Program

archived programs
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 - - -0.45 - - - 0.66
S&P 500 2.86 - - 28.87 - - - 19.23
+/- S&P 500 -3.31 - - -29.32 - - - -18.57

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
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.