Pinnacle Quant, LLC : Providence_Emini_Spooz (Proprietary)

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

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 YTD 1yr 3yr 5yr 10yr Since
6/2018
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

Summary

Pinnacle 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%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Pinnacle 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.

   

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
17.05 4 6/1/2018 9/1/2018
2.78 1 10/1/2019 10/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
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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.