NDX Capital Management : Shadrach Program

archived programs
Year-to-Date
N / A
Feb Performance
-0.56%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
39.61%
Sharpe (RFR=1%)
1.13
CAROR
46.92%
Assets
$ 7.4M
Worst DD
-21.53
S&P Correlation
-0.08

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
9/2004
Shadrach Program -0.56 - - - - - 12.11 3,765.21
S&P 500 4.31 - - - - - 62.38 210.80
+/- S&P 500 -4.87 - - - - - -50.27 3,554.41

Strategy Description

Summary

TRADING STRATEGY NDX Capital Management utilizes a combination of technical and fundamental analysis in its trading methodology. The Advisor trades both futures and options on US exchanges, primarily in the livestock and grain sectors. However, the Advisor may trade any future contracts... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $15.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 900 RT/YR/$M
Avg. Margin-to-Equity 50%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Agricultural Traders

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Composition

Livestock
100.00%
Composition Pie Chart

Summary

TRADING STRATEGY NDX Capital Management utilizes a combination of technical and fundamental analysis in its trading methodology. The Advisor trades both futures and options on US exchanges, primarily in the livestock and grain sectors. However, the Advisor may trade any future contracts that fit its profit objectives and risk parameters. Much of the NDX Capital Management system is dedicated to position and spread trading in the livestock sector. Entry and exit signals are a product of technical analysis that includes both traditional charting techniques and a proprietary computer program. The robustness of a trade, characterized by confirmation of multiple technical indicators, determines the position size and verifies the entry point. Fundamentals, including seasonal influences, news events, and supply and demand, are variables considered in trade implementation. They also weigh on profit objective and trade duration. Fundamental factors are considered more in some markets than others, given their influence relative to the trade's timeframe parameters. NDX Capital Management offers two trading programs. Both programs focus trading in the livestock sector, and both typically utilize spreads. The technical parameters of the individual programs are defined somewhat differently, however. A variety of components - such as price, volatility, time, and open interest - are factored in technical analysis. The weightings, or importance, given to the various components affects the overall system, often to a large extent. It is this technical variance that establishes the two separate programs. The Abednego Program adheres to strict trade evaluation criteria from a technical aspect. The technical features of the Shadrach Program, however, allow elasticity, which ultimately results in a more aggressive trading approach. On occasion, the programs may trigger opposing positions. The programs are traded independent of one another. The Advisor's principal is Phillip D. Herbert. Mr. Herbert is the Chief Executive Officer of NDX Capital Management. His experience makes him ideally suited to the role he will assume as a principal of the Advisor. He has worked for 12 years as a full-time trader, deriving the majority of his income from his trading activities. While training others to become day traders, he learned to successfully identify personal characteristics associated with successful traders, as well as how to match those characteristics appropriately to systems and markets to create a winning trading strategy. He used this knowledge to assemble and supervise a staff of eight traders for his personal accounts. As a successful trader himself, he knows how to appeal to traders, to maintain their motivation, and to keep them focused and working within the boundaries of their chosen strategies. He began his career in the financial services industry as a stockbroker with Paine Webber Group Inc., where he was the top retail broker for two consecutive years while employed there from 1987 to 1991. From 1991 to 1993, he was employed as a retail broker for Pru-Bache Securities. In 1993, he left Pru-Bache Securities to open the Minneapolis branch of All-Tech Investments, Inc., a stock brokerage firm specializing in day trading using the Small Order Execution System on the NASDAQ exchange. By 1996, the firm provided training, order execution and clearing services for approximately 300 equity traders. In 1996, he left All-Tech and became a full-time trader at NDX Trading Inc., a broker dealer, where he continues to trade actively. NDX Trading provides services to day traders at its offices and through remote Internet connections. He received his Bachelor of Arts degree from the University of St. Thomas in 1986.

   

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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Average Gain:
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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
-21.53 1 4 4/1/2005 5/1/2005
-19.38 19 9 6/1/2009 1/1/2011
-15.90 1 2 6/1/2006 7/1/2006
-13.67 7 2 12/1/2006 7/1/2007
-9.55 1 1 10/1/2005 11/1/2005
-7.73 1 1 10/1/2004 11/1/2004
-7.22 1 2 6/1/2008 7/1/2008
-5.49 4 - 10/1/2013 2/1/2014
-4.92 1 1 10/1/2008 11/1/2008
-3.05 1 1 12/1/2007 1/1/2008
-1.41 1 2 4/1/2012 5/1/2012
-1.29 1 1 10/1/2007 11/1/2007
-1.21 1 1 3/1/2009 4/1/2009
-0.75 2 2 9/1/2012 11/1/2012
-0.41 1 1 4/1/2008 5/1/2008
-0.26 1 1 1/1/2009 2/1/2009
-0.10 2 1 10/1/2011 12/1/2011
-0.09 1 1 7/1/2012 8/1/2012
-0.08 3 1 6/1/2013 9/1/2013
-0.06 1 1 2/1/2008 3/1/2008
-0.04 1 1 2/1/2012 3/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
284.16 5 12/1/2004 4/1/2005
168.47 7 12/1/2005 6/1/2006
67.44 3 8/1/2005 10/1/2005
60.53 5 8/1/2006 12/1/2006
31.01 1 6/1/2008 6/1/2008
22.45 3 8/1/2007 10/1/2007
20.38 3 8/1/2008 10/1/2008
17.19 2 9/1/2004 10/1/2004
14.73 1 6/1/2005 6/1/2005
14.53 2 2/1/2011 3/1/2011
12.48 1 2/1/2008 2/1/2008
9.25 5 7/1/2010 11/1/2010
8.64 2 12/1/2008 1/1/2009
6.10 2 5/1/2011 6/1/2011
5.55 3 8/1/2011 10/1/2011
5.10 7 12/1/2012 6/1/2013
4.44 1 12/1/2007 12/1/2007
3.47 2 5/1/2009 6/1/2009
3.21 1 4/1/2008 4/1/2008
2.83 4 11/1/2009 2/1/2010
1.87 2 5/1/2007 6/1/2007
1.60 2 6/1/2012 7/1/2012
1.52 1 4/1/2012 4/1/2012
1.28 2 1/1/2012 2/1/2012
1.18 1 5/1/2010 5/1/2010
0.83 1 9/1/2012 9/1/2012
0.47 1 3/1/2009 3/1/2009
0.27 1 10/1/2013 10/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-21.53 1 5/1/2005 5/1/2005
-17.23 2 12/1/2010 1/1/2011
-15.90 1 7/1/2006 7/1/2006
-12.79 4 7/1/2009 10/1/2009
-11.70 1 7/1/2007 7/1/2007
-9.55 1 11/1/2005 11/1/2005
-7.73 1 11/1/2004 11/1/2004
-7.22 1 7/1/2008 7/1/2008
-5.49 4 11/1/2013 2/1/2014
-4.92 1 11/1/2008 11/1/2008
-4.02 4 1/1/2007 4/1/2007
-3.05 1 1/1/2008 1/1/2008
-2.70 1 7/1/2005 7/1/2005
-2.43 1 4/1/2011 4/1/2011
-1.41 1 5/1/2012 5/1/2012
-1.29 1 11/1/2007 11/1/2007
-1.21 1 4/1/2009 4/1/2009
-0.90 1 6/1/2010 6/1/2010
-0.86 2 3/1/2010 4/1/2010
-0.85 1 7/1/2011 7/1/2011
-0.75 2 10/1/2012 11/1/2012
-0.41 1 5/1/2008 5/1/2008
-0.26 1 2/1/2009 2/1/2009
-0.10 2 11/1/2011 12/1/2011
-0.09 1 8/1/2012 8/1/2012
-0.08 3 7/1/2013 9/1/2013
-0.06 1 3/1/2008 3/1/2008
-0.04 1 3/1/2012 3/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods114.00112.00109.00103.0097.0091.0079.0067.0055.00
Percent Profitable62.2878.5782.5784.4787.6390.11100.00100.00100.00
Average Period Return3.8012.7329.0765.00123.00167.10257.33440.70528.29
Average Gain8.0117.6536.6878.16141.15186.13257.33440.70528.29
Average Loss-3.15-5.32-7.01-6.53-5.56-6.26
Best Period64.02161.92254.47528.191100.081596.711882.003185.613633.80
Worst Period-21.53-16.44-13.62-10.85-19.00-17.432.516.995.13
Standard Deviation11.4329.4455.68113.96250.51340.04455.53825.85879.65
Gain Standard Deviation12.2031.3958.51119.47262.72353.22455.53825.85879.65
Loss Standard Deviation4.944.753.943.655.354.82
Sharpe Ratio (1%)0.330.420.510.560.490.490.560.530.59
Average Gain / Average Loss2.543.325.2311.9725.3929.75
Profit / Loss Ratio4.2012.1724.7865.10179.86271.02
Downside Deviation (10%)3.713.734.294.815.255.744.525.395.62
Downside Deviation (5%)3.603.363.523.283.082.970.08
Downside Deviation (0%)3.573.273.342.932.662.43
Sortino Ratio (10%)0.913.086.1912.4821.9827.3253.4777.7389.11
Sortino Ratio (5%)1.033.728.1119.5339.4755.623138.59
Sortino Ratio (0%)1.063.898.7122.2246.2768.71

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.