Longwood Capital Group LLC : Longwood Opportunity Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since5/2019 Longwood Opportunity Strategy 0.19 - - - - - - 4.13 S&P 500 1.31 - - - - - - 49.05 +/- S&P 500 -1.12 - - - - - - -44.91 Strategy Description SummaryThe 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% Composition Grains 40.00% Interest Rates 30.00% Stock Indices 30.00% SummaryThe 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 StrategyThe 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 ManagementRisk 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. 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 Consecutive Gains Run-up Length (Mos.) Start End 4.13 3 5/1/2019 7/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End Show More 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. x {{title}} x {{title}} Add Cancel