Omni Trading, LLC : Bayou City Capital, L.P.

archived programs
Year-to-Date
N / A
Nov Performance
-0.23%
Min Investment
$ 20k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
38.58%
Sharpe (RFR=1%)
0.60
CAROR
16.00%
Assets
$ 6.1M
Worst DD
-80.35
S&P Correlation
0.48

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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since
1/2004
Bayou City Capital, L.P. -0.23 - - - -0.23 9.73 145.31 688.64
S&P 500 0.37 - - - 23.76 80.68 72.73 186.10
+/- S&P 500 -0.60 - - - -23.99 -70.95 72.59 502.54

Strategy Description

Summary

Omni Trading LLC is a Texas Limited Liability Company and is the General Partner of Bayou City Capital, LP, a Commodity Pool. Omni Trading is both a registered CPO and CTA with the National Futures Association. Omni developed the Trading Strategy from 2000 - 2003 and the Bayou City... Read More

Account & Fees

Type Fund
Minimum Investment $ 20k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $10.00
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 1300 RT/YR/$M
Avg. Margin-to-Equity 25%
Targeted Worst DD
Worst Peak-to-Trough 60.00%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 100.00%
1-30 Days 0%
Intraday 0%

Decision-Making

Discretionary 30.00%
Systematic 70.00%

Strategy

Fundamental
35.00%
Option-writing
65.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Omni Trading LLC is a Texas Limited Liability Company and is the General Partner of Bayou City Capital, LP, a Commodity Pool. Omni Trading is both a registered CPO and CTA with the National Futures Association. Omni developed the Trading Strategy from 2000 - 2003 and the Bayou City Capital Fund began utilizing the Trading Strategy in 2004. The Strategy, the S&P 500 Option Overwriting Program, is also available through a Managed Account investment with Omni Trading acting as the Advisor.

Investment Strategy

The Bayou City Capital Fund was started in 2000 to explore an option-selling strategy utilized with natural gas storage facilities. The Fund began with friends and family assets and originally, the Strategy was utilized over various asset classes, including natural gas, crude oil, and equity markets. Bayou City Capital began focusing solely on the S&P 500 for the Trading Strategy in 2004, which is based upon these premises: 1.) Markets can be Volatile 2.) Markets are Uncertain 3.) Sustained Predictability about Market Direction is Not Possible The Bayou City Capital Fund capitalizes on the premium market by Selling Options (receiving Premiums). Following the sell of an option, Bayou City’s profitability is determined by the extent, or amount, of the premium they are able to retain. Premiums received can be eroded or eliminated due to market fluctuations. Therefore, Bayou City Capital employs strict hedging strategies in an attempt to mitigate this erosion. stances. Over the last 10 years, the Fund has developed risk metrics and parameters to shape its option positions. A 3rd party, Liquid Holdings out of New York, provides real-time daily monitoring of the Fund's positions and ensures compliance with these proprietary risk limits.

Risk Management

Market conditions are identified utilizing proprietary technical metrics. During market downtrends, limit delta/directional risk, margin use, and number of short option positions. Under all market conditions, cover tail risk by closing open short option positions that have fallen below a defined value. In market panic scenarios, purchase VIX futures as a short-term hedge. In market crash scenarios, close short option positions and wait 1 month or until crash condition has alleviated.

   

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:
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:
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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
-80.35 3 30 8/1/2008 11/1/2008
-58.94 5 10 6/1/2011 11/1/2011
-35.58 16 - 9/1/2014 1/1/2016
-23.17 3 8 5/1/2007 8/1/2007
-16.34 2 9 9/1/2004 11/1/2004
-10.49 2 2 1/1/2007 3/1/2007
-5.01 2 1 4/1/2013 6/1/2013
-4.88 2 1 3/1/2004 5/1/2004
-4.77 1 1 9/1/2005 10/1/2005
-3.61 1 1 3/1/2014 4/1/2014
-1.83 1 1 6/1/2014 7/1/2014
-1.22 1 1 9/1/2012 10/1/2012
-0.45 1 1 4/1/2006 5/1/2006
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Consecutive Gains

Run-up Length (Mos.) Start End
111.20 13 6/1/2010 6/1/2011
106.98 5 12/1/2011 4/1/2012
58.91 7 2/1/2008 8/1/2008
54.30 3 4/1/2009 6/1/2009
53.17 8 6/1/2006 1/1/2007
53.12 1 12/1/2008 12/1/2008
48.26 5 8/1/2009 12/1/2009
43.78 9 7/1/2013 3/1/2014
34.99 4 6/1/2004 9/1/2004
27.41 6 11/1/2005 4/1/2006
24.88 6 11/1/2012 4/1/2013
24.84 3 7/1/2005 9/1/2005
24.37 3 1/1/2004 3/1/2004
22.79 2 8/1/2012 9/1/2012
22.61 15 7/1/2016 9/1/2017
17.36 2 4/1/2007 5/1/2007
15.68 1 12/1/2007 12/1/2007
14.46 2 12/1/2004 1/1/2005
12.81 1 9/1/2007 9/1/2007
12.78 2 5/1/2014 6/1/2014
12.03 2 2/1/2010 3/1/2010
11.39 1 10/1/2011 10/1/2011
11.34 1 2/1/2009 2/1/2009
9.93 1 5/1/2005 5/1/2005
9.26 1 2/1/2015 2/1/2015
8.75 3 9/1/2015 11/1/2015
7.91 1 11/1/2014 11/1/2014
7.57 2 8/1/2014 9/1/2014
7.15 4 2/1/2016 5/1/2016
6.81 2 6/1/2015 7/1/2015
4.23 1 6/1/2012 6/1/2012
3.20 1 3/1/2005 3/1/2005
0.01 1 4/1/2015 4/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-80.35 3 9/1/2008 11/1/2008
-58.67 3 7/1/2011 9/1/2011
-23.17 3 6/1/2007 8/1/2007
-22.99 2 4/1/2010 5/1/2010
-20.82 2 12/1/2014 1/1/2015
-18.90 1 1/1/2009 1/1/2009
-16.34 2 10/1/2004 11/1/2004
-16.08 1 10/1/2014 10/1/2014
-15.58 2 12/1/2015 1/1/2016
-15.15 1 8/1/2015 8/1/2015
-11.56 1 4/1/2005 4/1/2005
-10.81 1 11/1/2011 11/1/2011
-10.49 2 2/1/2007 3/1/2007
-10.40 1 1/1/2008 1/1/2008
-9.97 1 7/1/2009 7/1/2009
-7.81 2 10/1/2007 11/1/2007
-5.01 2 5/1/2013 6/1/2013
-4.88 2 4/1/2004 5/1/2004
-4.77 1 10/1/2005 10/1/2005
-3.61 1 4/1/2014 4/1/2014
-3.03 1 6/1/2016 6/1/2016
-2.78 1 5/1/2012 5/1/2012
-2.02 1 2/1/2005 2/1/2005
-1.83 1 7/1/2014 7/1/2014
-1.74 1 6/1/2005 6/1/2005
-1.45 1 7/1/2012 7/1/2012
-1.22 1 10/1/2012 10/1/2012
-1.11 1 3/1/2015 3/1/2015
-0.45 1 5/1/2006 5/1/2006
-0.44 1 3/1/2009 3/1/2009
-0.40 2 10/1/2017 11/1/2017
-0.07 1 5/1/2015 5/1/2015
-0.01 1 1/1/2010 1/1/2010
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods167.00165.00162.00156.00150.00144.00132.00120.00108.00
Percent Profitable71.2675.7672.8468.5974.0070.1468.1886.6795.37
Average Period Return2.026.2312.3623.4334.7348.9769.3097.60128.10
Average Gain6.4613.8025.1145.4158.1382.49110.56114.89135.37
Average Loss-8.99-17.42-21.84-24.57-31.89-29.77-19.12-14.77-21.55
Best Period53.1286.83101.22160.53211.52273.50387.66452.52692.11
Worst Period-69.95-80.35-76.66-67.63-74.14-69.77-51.16-36.31-35.90
Standard Deviation11.1419.7429.1744.3555.2673.6685.91112.81142.25
Gain Standard Deviation6.8812.2719.2433.4343.4861.6873.30111.44141.67
Loss Standard Deviation12.0720.0823.1721.3218.6519.0713.0312.1813.04
Sharpe Ratio (1%)0.170.300.410.510.600.640.770.830.86
Average Gain / Average Loss0.720.791.151.851.822.775.787.786.28
Profit / Loss Ratio1.782.483.084.045.196.5112.3950.54129.39
Downside Deviation (10%)8.1513.4017.4120.3722.2324.2621.1514.7611.70
Downside Deviation (5%)8.0413.0716.6718.5819.4420.2014.458.126.26
Downside Deviation (0%)8.0112.9916.4918.1518.7719.2613.006.905.27
Sortino Ratio (10%)0.200.370.570.901.221.602.535.158.59
Sortino Ratio (5%)0.240.460.711.211.712.334.5911.5219.63
Sortino Ratio (0%)0.250.480.751.291.852.545.3314.1424.29

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.