Pinnacle Quant, LLC : Providence_Emini_Spooz (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 2.78% Oct Performance 2.78% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 35.00% Annualized Vol 7.71% Sharpe (RFR=1%) 1.61 CAROR - Assets $ 22k Worst DD N/A S&P Correlation 0.21 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 Oct Qtr 2019 1yr 3yr 5yr 10yr Since6/2018 Providence_Emini_Spooz (Proprietary) 2.78 2.78 2.78 2.78 - - - 20.31 S&P 500 2.04 1.92 21.16 12.01 - - - 11.73 +/- S&P 500 0.74 0.86 -18.38 -9.23 - - - 8.57 Strategy Description SummaryPinnacle Quant, LLC’s trading strategy is technical in nature. The general trading strategy is trend following, uses statistical analysis of past E-Mini S&P 500 futures price action going back over ten years, checks market internals, and various other indicators to determine trade... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 35.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity 0% 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 1.00% Intraday 99.00% Decision-Making Discretionary 25.00% Systematic 75.00% Strategy Pattern Recognition 33.00% Technical 50.00% Trend-following 17.00% Composition Stock Indices 100.00% SummaryPinnacle Quant, LLC’s trading strategy is technical in nature. The general trading strategy is trend following, uses statistical analysis of past E-Mini S&P 500 futures price action going back over ten years, checks market internals, and various other indicators to determine trade entries and exits. The model was developed by the Advisor and generates its own entry and exit signals and trade executions. The system trades both sides of the market (long and short). However, the number of long vs. short trades may not be evenly weighted; meaning the Advisor determines which trade direction to emphasize further, bullish (long) or bearish (short). Depending on various factors, the system may be set-up by Advisor to look for more long than short entries, or vice versa. Technical analysis of the markets generally includes a study of, among other things, price fluctuations, volume weighting, as well as support and resistance levels. All trade entries are executed fully automatically. However, trade exits may be discretionary, where the Advisor exits the trade manually, or automated where the Advisor's developed trading system exits the trade. 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 Consecutive Gains Run-up Length (Mos.) Start End 17.05 4 6/1/2018 9/1/2018 2.78 1 10/1/2019 10/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods17.0015.0012.00 Percent Profitable29.4133.3341.67 Average Period Return1.122.533.26 Average Gain3.797.597.82 Average Loss Best Period8.1715.9217.05 Worst Period0.000.000.00 Standard Deviation2.235.145.85 Gain Standard Deviation2.676.677.03 Loss Standard Deviation Sharpe Ratio (1%)0.460.440.47 Average Gain / Average Loss Profit / Loss Ratio Downside Deviation (10%)0.341.001.93 Downside Deviation (5%)0.070.200.38 Downside Deviation (0%) Sortino Ratio (10%)2.071.300.41 Sortino Ratio (5%)14.8211.227.24 Sortino Ratio (0%) 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