Longwood Capital Group LLC : Longwood Opportunity Strategy

archived programs
Year-to-Date
N / A
Jul Performance
0.19%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
3.62%
Sharpe (RFR=1%)
4.25
CAROR
-
Assets
$ 50k
Worst DD
N/A
S&P Correlation
-0.32

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
5/2019
Longwood Opportunity Strategy 0.19 - - - - - - 4.13
S&P 500 1.31 - - - - - - 22.20
+/- S&P 500 -1.12 - - - - - - -18.06

Strategy Description

Summary

The Longwood Opportunity Strategy discretionary in nature, with trade decisions based on proprietary statistical and technical analysis. The trading program focuses on spread strategies in the grain markets, and also effectively utilizes certain spread models in the equity indices,... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $4.94
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 15-30 Days
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 1100 RT/YR/$M
Avg. Margin-to-Equity 16%
Targeted Worst DD -2.00%
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 60.00%
Intraday 40.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Option-purchasing
60.00%
Option-spreads
30.00%
Option-writing
10.00%
Strategy Pie Chart

Composition

Grains
40.00%
Interest Rates
30.00%
Stock Indices
30.00%
Composition Pie Chart

Summary

The Longwood Opportunity Strategy discretionary in nature, with trade decisions based on proprietary statistical and technical analysis. The trading program focuses on spread strategies in the grain markets, and also effectively utilizes certain spread models in the equity indices, primarily the E-mini S & P. The strategy seeks profit opportunities as they arise and is not limited to spread trading, as outright futures and/or option positions may be taken.

Investment Strategy

The Longwood Opportunity Strategy is implemented by a veteran options trader whose extensive experience in the fundamentals of commodity markets is paired with proprietary statistical modeling in constructing numerous types of spreads, including calendar spreads, butterflies, and volatility spreads. The strategy evolves with changing markets and positions, and can be scaled into or out of as favorable profit opportunities arise. Additionally, it may take advantage of short-term market opportunities by scalping when market inequities are identified. On occasion LCG will enter into directional trades based on proprietary statistical or technical indicators. While trade creation relies on proprietary statistical analysis, entry points are based on technical analysis of both historical and current market conditions. Exit levels are discretionary, and determined by a preset combination of timing, technical and occasionally fundamental triggers.

Risk Management

Risk management is an essential component of the Longwood Opportunity Strategy and multiple factors are considered when assessing risk. The strategy utilizes a multi-faceted approach to risk, which takes into consideration a wide range of fundamental, statistical and technical factors. These factors are built in at trade initiation and applied while the trade progresses. Most importantly, multiple risk management tools are utilized to monitor existing trades in ever changing markets. Trade management is dynamic, both from an opportunity and risk perspective. The dynamic nature of the strategy results in the increase or decrease in specific aspects of position exposure to either capture more opportunity or mitigate risk given current market conditions.

   

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
4.13 3 5/1/2019 7/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
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Time Windows Analysis

 1 Month
Number of Periods3.00
Percent Profitable100.00
Average Period Return1.36
Average Gain1.36
Average Loss
Best Period2.19
Worst Period0.19
Standard Deviation1.04
Gain Standard Deviation1.04
Loss Standard Deviation
Sharpe Ratio (1%)1.23
Average Gain / Average Loss
Profit / Loss Ratio
Downside Deviation (10%)0.13
Downside Deviation (5%)
Downside Deviation (0%)
Sortino Ratio (10%)7.62
Sortino Ratio (5%)
Sortino Ratio (0%)

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.