Quantum Forecasting LLC : Quantuno Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance 0.00% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 17.28% Sharpe (RFR=1%) 0.38 CAROR 6.34% Assets $ 500k Worst DD -29.97 S&P Correlation -0.09 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 YTD 1yr 3yr 5yr 10yr Since1/2008 Quantuno Program 0.00 - - - - - -11.90 26.56 S&P 500 10.77 - - - - - 18.25 182.48 +/- S&P 500 -10.77 - - - - - -30.15 -155.92 Strategy Description SummaryQUANTUM FORECASTING LLC is a CTA that utilizes proprietary quantitative self-adapting data driven alpha models to analyze real-time market data and predict market direction and calculate target prices. The manager then create operational trading orders which aim to capitalize on movement,... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 25.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 24000 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD Worst Peak-to-Trough Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Composition Currency Futures 99.00% Stock Indices 1.00% SummaryQUANTUM FORECASTING LLC is a CTA that utilizes proprietary quantitative self-adapting data driven alpha models to analyze real-time market data and predict market direction and calculate target prices. The manager then create operational trading orders which aim to capitalize on movement, regardless of market direction. The original theoretical research began over 18 years ago initially for general purpose classification & forecasting then proven in numerous applications. R&D for use in financial trading systems has been ongoing since 2001 and live systematic trading on prop accounts in 2006. The forecaster, trading engine and OMS was internally developed, resulting in a high performance platform which applies concepts adapted principally from physics, mathematics & cybernetics. The manager provide security and transparency by entrusting all fund, custody, and account management to reputable FCM clearinghouses. KPMG audits the firm's track record and the underlying systematic trading platform is certified ISO 9001:2008. The manager trade highly liquid futures markets which allows for accurate daily valuation accounting and reduces liquidity risk. All accounts are individually managed with daily liquidity and outstanding transparency. Trading is high frequency & short term, mostly intraday, and generally uses less than 25% of margin equity to keep leverage within acceptable levels. The trading strategy is systematic, but all trading activity is constantly supervised to permit, if necessary all operations to be cancelled or offset within seconds. Discretionary intervention has historically been less than 1%. 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 Depth Length (Mos.) Recovery (Mos.) Peak Valley -29.97 22 - 11/1/2009 9/1/2011 -10.44 2 1 8/1/2008 10/1/2008 -8.54 2 2 3/1/2009 5/1/2009 -1.59 1 2 1/1/0001 1/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 43.85 5 11/1/2008 3/1/2009 31.13 7 2/1/2008 8/1/2008 18.86 6 6/1/2009 11/1/2009 6.03 2 12/1/2010 1/1/2011 2.85 1 5/1/2010 5/1/2010 1.08 1 4/1/2011 4/1/2011 0.75 1 7/1/2011 7/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.33 5 12/1/2009 4/1/2010 -10.44 2 9/1/2008 10/1/2008 -10.43 6 6/1/2010 11/1/2010 -8.86 2 5/1/2011 6/1/2011 -8.54 2 4/1/2009 5/1/2009 -7.53 2 2/1/2011 3/1/2011 -3.62 3 8/1/2011 10/1/2011 -1.59 1 1/1/2008 1/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods46.0044.0041.0035.0029.0023.00 Percent Profitable50.0050.0048.7851.4348.2860.87 Average Period Return0.632.164.7211.0715.1017.05 Average Gain4.139.6618.4534.4347.6639.62 Average Loss-3.15-5.35-8.35-13.67-15.30-18.04 Best Period15.1129.7940.0864.5773.4376.99 Worst Period-8.03-10.06-14.18-20.16-26.74-28.70 Standard Deviation4.999.9015.2628.3836.4235.10 Gain Standard Deviation4.448.659.6320.0923.9025.36 Loss Standard Deviation2.282.843.154.388.518.08 Sharpe Ratio (1%)0.110.190.280.350.370.43 Average Gain / Average Loss1.311.812.212.523.122.20 Profit / Loss Ratio1.441.812.112.672.913.42 Downside Deviation (10%)2.835.058.0513.3617.5018.41 Downside Deviation (5%)2.654.426.7010.6413.4513.42 Downside Deviation (0%)2.604.266.369.9812.4912.25 Sortino Ratio (10%)0.080.180.280.450.430.37 Sortino Ratio (5%)0.210.430.630.951.011.12 Sortino Ratio (0%)0.240.510.741.111.211.39 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