Potential Unlimited LLC : SlingShot Trend

archived programs
Year-to-Date
N / A
Feb Performance
4.35%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
6.10%
Sharpe (RFR=1%)
5.11
CAROR
-
Assets
$ 107k
Worst DD
N/A
S&P Correlation
-0.80

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
12/2010
SlingShot Trend 4.35 - - - - - - 8.23
S&P 500 3.20 - - - - - - 157.32
+/- S&P 500 1.15 - - - - - - -149.09

Strategy Description

Summary

The Advisor has built systems that monitor the sequential behavior of the “players” at the Wall Street crap or poker tables and then draws reasonable conclusions from past patterns in a way that would make you “The House” to quite a degree, since in the long run “The House” always... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 100k
CTA Max Funding Factor 1.00
Management Fee 0%
Performance Fee 25.00%
Average Commission $0
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 1200 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD -10.00%
Worst Peak-to-Trough 10.00%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 25.00%
1-30 Days 75.00%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Pattern Recognition
100.00%
Strategy Pie Chart

Composition

Currency Futures
15.00%
Precious Metals
15.00%
Energy
15.00%
Grains
15.00%
Interest Rates
10.00%
Livestock
10.00%
Softs
10.00%
Stock Indices
10.00%
Composition Pie Chart

Summary

The Advisor has built systems that monitor the sequential behavior of the “players” at the Wall Street crap or poker tables and then draws reasonable conclusions from past patterns in a way that would make you “The House” to quite a degree, since in the long run “The House” always wins. In short, you work on the basis of “What are the odds that human behavior will change?” The Advisor’s edge lies when it has a large enough historical sample to place a bet. The Advisor illustrates this by the random walk principle and super imposes to see what happens over multiple years and players are going to continue to make the same mistakes. Measurements are calculated and stored by archives that we can recall.

Investment Strategy

Machine learning is a scientific discipline that is concerned with the design and development of algorithms that allow computers to evolve behaviors based on empirical data, such as from sensor data or databases. We take advantage of examples (data) to capture characteristics of interest of their unknown underlying probability distribution. Data can be seen as examples that illustrate relations between observed variables. A major focus of machine learning research is to automatically learn to recognize complex patterns and make intelligent decisions based on data; the difficulty lies in the fact that the set of all possible behaviors given all possible inputs is too large to be covered by the set of observed examples of training data. Hence the learner must generalize from the given examples, so as to be able to produce a useful output in new cases. Artificial intelligence is a closely related field, as are probability theory and statistics, data mining, pattern recognition, adaptive control, computational neuroscience and theoretical computer science

Risk Management

The intelligent agent is a system that perceives its environment and takes actions which maximizes its chances of success. The simplest intelligent agents are programs that solve specific problems. The most complicated intelligent agents are rational, thinking humans. The paradigm gives researchers license to study isolated problems and find solutions that are both verifiable and useful, without agreeing on one single approach. An agent that solves a specific problem can use any approach that works — some agents are symbolic and logical, some are sub-symbolic neural networks and others may use new approaches. The paradigm also gives the Advisor a common language to communicate with other fields—such as decision theory and economics—that also use concepts of abstract agents. The intelligent agent paradigm became widely accepted during the 1990s.

   

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
8.23 3 12/1/2010 2/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
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Time Windows Analysis

 1 Month
Number of Periods3.00
Percent Profitable100.00
Average Period Return2.68
Average Gain2.68
Average Loss
Best Period4.35
Worst Period0.84
Standard Deviation1.76
Gain Standard Deviation1.76
Loss Standard Deviation
Sharpe Ratio (1%)1.47
Average Gain / Average Loss
Profit / Loss Ratio
Downside Deviation (10%)
Downside Deviation (5%)
Downside Deviation (0%)
Sortino Ratio (10%)
Sortino Ratio (5%)
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.