MQ38 LLC : MQ38 Cumulus Fund, LP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -14.83% Min Investment $ 50k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 31.62% Sharpe (RFR=1%) 0.27 CAROR - Assets $ 705k Worst DD -23.18 S&P Correlation -0.61 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since4/2011 MQ38 Cumulus Fund, LP -14.83 - - - - - - 4.62 S&P 500 4.06 - - - - - - 169.55 +/- S&P 500 -18.89 - - - - - - -164.94 Strategy Description SummaryThe MQ38 system uses a unique proprietary method of market analysis termed Dynamic Market Analysis (DMA). DMA trades most liquid financial instruments globally and to various position types (directional long/short, long only, spreads,and arbitrage). The MQ38 system systematically... Read More Account & Fees Type Fund Minimum Investment $ 50k Trading Level Incremental Increase $ 20k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Technical 100.00% Composition Stock Indices 80.00% Precious Metals 10.00% Energy 10.00% SummaryThe MQ38 system uses a unique proprietary method of market analysis termed Dynamic Market Analysis (DMA). DMA trades most liquid financial instruments globally and to various position types (directional long/short, long only, spreads,and arbitrage). The MQ38 system systematically implements a sophisticated risk management strategy in which daily volatility is targeted. The MQ38 system was developed by studying the price movements of hundreds of futures contracts, equities, and forward contracts, spanning over forty years of price data. Robust trading algorithms were developed to assess the system’s potential of reacting to market changes and generating consistent returns in the long run. The system operates entirely using technical analysis and does not apply any fundamental factors. As a mechanical trading system, it is believed that the MQ38 System contains all elements required to analyze market data and direct trades. Continuous research and development of trading methodology. Highly consistent trading performance. Low correlations to traditional investments and hedge funds.Investment Strategy- System Sells and Buys extreme weakness or strength with multiple reduced risk entries and opportunistic risk-off exits. - Positions are developed over the course of a few days to a few weeks and generally held for 2 to 18 days. -Swing system employs intraday risk with fixed dollar/percentage risk rules to take advantage of both intraday mean reversion setups in the morning and trend trade opportunities throughout the day. - Day trades do 1 to 2 trades a day per system and strictly enforce risk controls. Additionally, these systems seek to function as a risk reduction component for overnight risk. - Many market participants stop out or reverse at key points, materializing losses. Our systems specifically seek not to cover on a high or sell a long position on a low and employ other risk management techniques to ensure that at these points of very low risk we are adding risk not reducing it and materializing losses. -Our edge is ensured by a multi-metric/discipline approach. We manage trade entry as a distinct discipline. We manage trading directional bias as a distinct discipline and we manage risk-off as a distinct discipline.Risk ManagementUsing allocation risk allows us to size positions relative to the riskiness in the market and add new risk when the odds significantly favor us, which usually is precisely when most people are risking out of trades. 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 -23.18 2 - 12/1/2011 2/1/2012 -6.66 1 1 9/1/2011 10/1/2011 -1.72 1 1 1/1/0001 4/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 23.79 5 5/1/2011 9/1/2011 19.92 2 11/1/2011 12/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -23.18 2 1/1/2012 2/1/2012 -6.66 1 10/1/2011 10/1/2011 -1.72 1 4/1/2011 4/1/2011 Show More Time Windows Analysis 1 Month3 Month Number of Periods11.009.00 Percent Profitable63.6488.89 Average Period Return0.796.50 Average Gain5.969.99 Average Loss-8.25-21.40 Best Period17.2120.16 Worst Period-14.83-21.40 Standard Deviation9.1311.64 Gain Standard Deviation6.175.46 Loss Standard Deviation5.50 Sharpe Ratio (1%)0.080.54 Average Gain / Average Loss0.720.47 Profit / Loss Ratio1.263.73 Downside Deviation (10%)5.967.54 Downside Deviation (5%)5.797.22 Downside Deviation (0%)5.757.13 Sortino Ratio (10%)0.060.70 Sortino Ratio (5%)0.120.87 Sortino Ratio (0%)0.140.91 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