Orchard Capital : Systematic Forex Program

archived programs
Year-to-Date
N / A
Performance
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
-
Assets
Worst DD
N/A
S&P Correlation
0.00

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.

Strategy Description

Summary

-Systematic FOREX Program The Systematic FOREX program is an absolute return, short timeframe (0-3 day) trend following program that recognizes when a market is in a trend condition and seeks attractive opportunities to participate in the move. The technology and models used look for... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 0k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $0
Available to US Investors Request Information

Subscriptions

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

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-Systematic FOREX Program The Systematic FOREX program is an absolute return, short timeframe (0-3 day) trend following program that recognizes when a market is in a trend condition and seeks attractive opportunities to participate in the move. The technology and models used look for patterns that are predictive of a high quality trend and minimize entry during times when a market is quiet or highly volatile (â??spikeyâ??). In doing so, capital is efficiently deployed with the excess being available for investment in US government T-Bills. The system and models are tuned on a regular basis to changes in market characteristics such as volatility. All trades have a maximum stop-loss that is identified at the time a trade is entered to control risk, although such stop-loss orders do not guarantee against losses, as in certain market conditions such orders may not be filled at the requested price. Multiple markets are traded to provide program diversification. Markets currently traded are most regulated futures currency contracts, such as the EuroCurrency, Japanese Yen, British Pound, Australian Dollar, and the Canadian Dollar. The Advisors reserve the rights to trade other contacts as deemed necessary. The Advisor expects the average percentage of cash allocated to margin to be approximately 15%.

   

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
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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

Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.