Matic Capital Allocation, LLC : Matic Program

archived programs
Year-to-Date
N / A
Feb Performance
2.45%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
16.11%
Sharpe (RFR=1%)
0.27
CAROR
4.25%
Assets
$ 4.0M
Worst DD
-17.23
S&P Correlation
0.07

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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since
1/2013
Matic Program 2.45 - - - - -0.04 - 14.09
S&P 500 -0.41 - - - - 45.56 - 116.05
+/- S&P 500 2.86 - - - - -45.60 - -101.97

Strategy Description

Summary

In today’s market conditions we find looking far ahead is asking for unnecessary risk. World economy news, natural disasters, and anything in between are impossible to predict and not worth the risk. Matic Progam predicts short-term movement in price. It aims to forecast gold and other... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 250k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $2.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 3000 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Financial & Metals Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 20.00%
Intraday 80.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Counter-trend
25.00%
Momentum
25.00%
Pattern Recognition
25.00%
Technical
25.00%
Strategy Pie Chart

Composition

Precious Metals
100.00%
Composition Pie Chart

Summary

In today’s market conditions we find looking far ahead is asking for unnecessary risk. World economy news, natural disasters, and anything in between are impossible to predict and not worth the risk. Matic Progam predicts short-term movement in price. It aims to forecast gold and other precious metals on a daily basis. The program uses various linear and non-linear modeling of advanced regression analysis to show correct intraday direction. This method, coupled with precious metals daily volatility, has brought successful returns since programs inception on June 2010. Quantitative modeling allows us to structure our risk management with precision and not let outside sources in metals sector affect our trading. Instead we take advantage of the incoming volatility in price levels.

Matic's principal Mr. Milan Bhagat founded Matic in January of 2012 for the purpose of offering his proprietary trading strategies and methods to private investors. Mr. Bhagat became registered as an Associated Person and was approved as a Principal of Matic on May 7, 2012. Prior to entering into the investment business, from 2000 to 2002 Mr. Bhagat was employed at a computer software developer for Oringe Interactive, a Los Angeles-based multimedia company. After leaving Oringe Interactive, he established his own computer software development business. In early 2005, Mr. Bhagat began trading commodity futures with his own funds. In 2008, he began using his extensive knowledge of software development to design and build quantitative trading models to be used to trade in these markets. By 2010, he had developed a black-box computerized multi-strategy trading model with advance money management.

Investment Strategy

Matic Program analyzes trends, breakouts, reversals/pivots, and momentum movement to determine entry and exit points. Typically, eighty percent (80%) of the positions are initiated and exited on the same trading day. Positions held overnight are typically exited with a few trading days.

Risk Management

Risk is managed in various ways. The Program will exit trades by applying a stop or trailing loss per trade to limit drawdowns and wait for next opportunity. The following trade will use the previous loss and market conditions as a calculation to optimize the current trade’s stop or trailing loss input. Additionally, the Program surveys risk factors such as sharpe ratios, risk-adjusted returns, volatility and correlation analysis, and tail loss statistics. These progress reports determine the direction the model takes to limit drawdowns.

   

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:
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Risk
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Loss Frequency:
Average Loss:
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
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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

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-17.23 20 - 5/1/2014 1/1/2016
-7.71 2 4 9/1/2013 11/1/2013
-7.28 1 1 7/1/2013 8/1/2013
-7.28 2 1 1/1/2013 3/1/2013
-1.20 1 1 4/1/2013 5/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
17.55 1 4/1/2013 4/1/2013
12.93 2 6/1/2013 7/1/2013
10.98 1 9/1/2013 9/1/2013
10.27 4 2/1/2014 5/1/2014
3.32 1 12/1/2013 12/1/2013
2.75 1 1/1/2013 1/1/2013
2.45 1 2/1/2016 2/1/2016
1.82 1 10/1/2014 10/1/2014
1.81 1 9/1/2015 9/1/2015
1.69 1 11/1/2015 11/1/2015
1.50 1 3/1/2015 3/1/2015
1.11 1 12/1/2014 12/1/2014
0.71 2 7/1/2014 8/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.80 5 4/1/2015 8/1/2015
-7.71 2 10/1/2013 11/1/2013
-7.28 1 8/1/2013 8/1/2013
-7.28 2 2/1/2013 3/1/2013
-6.84 2 1/1/2015 2/1/2015
-4.05 2 12/1/2015 1/1/2016
-2.68 1 11/1/2014 11/1/2014
-2.28 1 6/1/2014 6/1/2014
-1.20 1 5/1/2013 5/1/2013
-0.60 1 10/1/2015 10/1/2015
-0.49 1 1/1/2014 1/1/2014
-0.32 1 9/1/2014 9/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods38.0036.0033.0027.0021.0015.00
Percent Profitable47.3750.0054.5551.8552.3840.00
Average Period Return0.451.182.332.623.984.84
Average Gain3.796.069.3615.1517.3421.56
Average Loss-2.56-3.71-6.10-10.87-10.71-6.31
Best Period17.5526.5234.9637.4738.5332.24
Worst Period-7.28-7.34-12.38-15.07-15.52-10.70
Standard Deviation4.656.8510.6115.1317.6815.79
Gain Standard Deviation4.496.449.209.4313.9611.15
Loss Standard Deviation1.982.153.844.424.473.00
Sharpe Ratio (1%)0.080.140.170.110.140.18
Average Gain / Average Loss1.481.631.531.391.623.42
Profit / Loss Ratio1.331.631.841.501.782.28
Downside Deviation (10%)2.573.806.3211.4113.1713.05
Downside Deviation (5%)2.373.165.108.758.936.81
Downside Deviation (0%)2.333.014.818.107.955.36
Sortino Ratio (10%)0.02-0.01-0.02-0.21-0.27-0.41
Sortino Ratio (5%)0.150.290.360.190.280.42
Sortino Ratio (0%)0.190.390.480.320.500.90

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.