LEVEX Capital Management Inc. : 3636 DayTrading Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -7.92% Min Investment $ 36k Mgmt. Fee 2.00% Perf. Fee 25.00% Annualized Vol 53.60% Sharpe (RFR=1%) -0.37 CAROR -28.51% Assets $ 74k Worst DD -66.61 S&P Correlation 0.30 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 2020 1yr 3yr 5yr 10yr Since1/2017 3636 DayTrading -7.92 - - - -44.87 - - -48.90 S&P 500 -9.18 - - - 21.41 - - 63.14 +/- S&P 500 1.26 - - - -66.28 - - -112.04 Strategy Description SummaryThe 3636 DAYTRADING program uses multiple algorithms in several markets as well as using few different time frames in the same market with the objective of utilizing the following methods as seems necessary by market conditions: Counter trend strategies Break out strategies Trend following... Read More Account & Fees Type Managed Account Minimum Investment $ 36k Trading Level Incremental Increase $ 36k CTA Max Funding Factor Management Fee 2.00% Performance Fee 25.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 30000 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD -35.00% Worst Peak-to-Trough 50.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Counter-trend 40.00% Momentum 40.00% Trend-following 20.00% Composition Precious Metals 40.00% Energy 40.00% Softs 20.00% SummaryThe 3636 DAYTRADING program uses multiple algorithms in several markets as well as using few different time frames in the same market with the objective of utilizing the following methods as seems necessary by market conditions: Counter trend strategies Break out strategies Trend following strategies. The advisor believes that markets go through cycles of low volatility and high volatility, cycles of trending price action and choppy price action as well as cycles of higher volumes compare to lower volumes. Hence the need to incorporate multiple time frames and multiple strategies in an attempt to achieve smoother equity curve and reduce volatility in program performance. Once the algorithm identifies a possible trade, the system generates automated orders and employs another algorithm, this time to enter the market at the best price possible. Once in a trade the system triggers correlated targets, stops and trailing stops if certain profit is achieved. The system ends each day FLAT with no open positions. Investment StrategyThe program will look for day-trades in several markets each day in order to have diversification between market segments. The program relies on automatic, software execution in order to make trading more mechanical rather than emotional. The advisor also monitors fundamental data such as economic reports and schedules government data that may affect existing and potential trades.Risk ManagementStops are entered when positions are entered. System closes all positions before the close of the trading session. 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 -66.61 7 - 3/1/2018 10/1/2018 -29.23 5 3 1/1/2017 6/1/2017 -15.65 2 3 9/1/2017 11/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 49.20 4 12/1/2017 3/1/2018 42.73 3 7/1/2017 9/1/2017 30.74 1 11/1/2018 11/1/2018 14.48 1 8/1/2018 8/1/2018 2.91 1 5/1/2017 5/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -52.36 2 9/1/2018 10/1/2018 -38.77 4 4/1/2018 7/1/2018 -27.54 4 1/1/2017 4/1/2017 -15.65 2 10/1/2017 11/1/2017 -7.92 1 12/1/2018 12/1/2018 -5.10 1 6/1/2017 6/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods24.0022.0019.0013.007.00 Percent Profitable41.6736.3647.3746.150.00 Average Period Return-1.56-5.75-4.790.22-22.18 Average Gain12.9324.5322.8732.77 Average Loss-12.83-23.06-29.67-27.68-22.18 Best Period30.7443.4830.9958.27-9.59 Worst Period-34.66-45.46-61.23-54.75-41.42 Standard Deviation15.4726.4530.6836.8211.10 Gain Standard Deviation9.0615.486.1720.68 Loss Standard Deviation9.1910.7019.8919.6711.10 Sharpe Ratio (1%)-0.11-0.23-0.17-0.02-2.13 Average Gain / Average Loss1.011.060.771.18 Profit / Loss Ratio0.780.610.691.01 Downside Deviation (10%)11.7121.0427.0427.4831.50 Downside Deviation (5%)11.5120.3325.8224.9325.82 Downside Deviation (0%)11.4620.1525.5124.3224.44 Sortino Ratio (10%)-0.17-0.33-0.27-0.17-0.95 Sortino Ratio (5%)-0.14-0.30-0.20-0.03-0.92 Sortino Ratio (0%)-0.14-0.29-0.190.01-0.91 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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