Seneca Invest AG : Procyon Galaxy Trading (P)

archived programs
Year-to-Date
N / A
Jul Performance
-35.69%
Min Investment
$ 10k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
42.59%
Sharpe (RFR=1%)
1.13
CAROR
48.01%
Assets
$ 40k
Worst DD
-35.69
S&P Correlation
0.02

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
1/2009
Procyon Galaxy Trading (P) -35.69 - - - - - 39.18 307.63
S&P 500 1.26 - - - - - 51.28 319.45
+/- S&P 500 -36.95 - - - - - -12.10 -11.82

Strategy Description

Summary

Our Trading Strategy combines sophisticated risk management models, with a high probability market patterns recognition technique. The trader has developed a functionally centralized web-based platform, represents an application for our "two-boss" matrix management organization structure;... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 10k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $0
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency 15-30 Days
Redemption Frequency 15-30 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity 40%
Targeted Worst DD -27.58%
Worst Peak-to-Trough -28.24%
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 20.00%
1-3 Months 40.00%
1-30 Days 30.00%
Intraday 10.00%

Decision-Making

Discretionary 30.00%
Systematic 70.00%

Strategy

Counter-trend
50.00%
Technical
20.00%
Trend-following
30.00%
Strategy Pie Chart

Composition

Currency FX
80.00%
Precious Metals
10.00%
Energy
10.00%
Composition Pie Chart

Summary

Our Trading Strategy combines sophisticated risk management models, with a high probability market patterns recognition technique. The trader has developed a functionally centralized web-based platform, represents an application for our "two-boss" matrix management organization structure; which represents a solution for team-based discipline trading. We trade the world's most liquid currencies, such as the euro, the Japanese yen, the Swiss franc, the British pound, the Canadian dollar, the Australian, the New Zealand dollar in the over-the-counter market, in addition to the Crude Oil and Gold in the NYMEX market. The system provides us between 3 to maximum 8 tradable signals in a Month. Target 80 trades per year. The trade life span has an average of 72 hours. Target 55% winning percentage (Winning 48 trades from the 80 trades). Target of 1.7% profit per trade, while risking 1% (Reward/Risk = 1.7). Risk 30% of the previous trade profit.

Investment Strategy

Our Trading System represents 40% of our Trading Strategy. The system is Mechanical with the same pattern setup executed repeatedly; it has 3 components: 1- Technical Pattern 2- Behavior Pattern 3- Technical Filter a. Technical Pattern Technical Pattern represents 25% of our Trading Strategy We trade only one simple pattern, this pattern has been developed by our Team, and been traded since 2006. It is a combination of 2 classical patterns; Micro pattern inside a Macro pattern. This pattern is drawn on Daily and 4 hours charts. b. Behavior Pattern Behavior Pattern represents 10% of our Trading Strategy Shake Out, and Proactive; these are the 2 behavior patterns which we have developed, and they serve as a trigger, for our Technical pattern. c. Technical Filter Technical Filter represents 5% of our trading Strategy It is a simple pattern; combines Market Angle, ATR and Fibonacci extensions, serve as a signal filtration.

Risk Management

Risk Management represents 60% of our Trading Strategy We manage two types of risk: Market and Operational Risk. We have developed a Market Risk Management Model, and an Operational Risk Model. We have also built two platforms with sophisticated tools providing real-time risk identifying, assessing, mitigating, controlling, monitoring, and reporting. a. Market Risk Management Model: Our Operational Risk Management Model adopts a Down-Top approach. Risk Management components: Downside Limit, Reward/Risk, Sensitivity Analysis, Scenario Analysis, Correlation Analysis, Monitoring Positions, Leverage Risk, Volatility Risk, Event Risk, Peak to Trough Draw Down Analysis, Stress Testing, and contingency plans. Our Risk Management Model adopts an anti-martingale approach, in managing the pre-trade and intra-trade risk. It is scaling out in the falling markets and averaging up in the rising market. We compound the profit by implementing a developed formula representing a combination between “Compound and Flat ratio”; serving in optimizing the profit and minimizing the risk. ICA has developed Risk Management Platform software, which contains sophisticated tools and calculators serve in determining the optimal risk allocation per trade, optimal leverage, optimal scale out or average up formula, serving in optimizing the Reward/Risk asymmetry. b. Operational Risk Management Model: Our Operational Risk Management Model adopts a Top-Down approach. Risk Management components: Data management, Execution error, employee errors, system error, process tracking, behavior monitoring, performance monitoring, unauthorized activities, business interruption, Key man, Rogue Trader, Infrastructure risk, stress testing, contingency plans. We believe that the operational risk can match or even exceed the market risk. Aside to our in-house Risk Officers, we have strategic “independent risk managers” who serve as a second level of protection, helping in identifying, assessing, mitigating, controlling, and monitoring the risk.

   

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

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-35.69 1 - 6/1/2012 7/1/2012
-28.76 8 6 3/1/2010 11/1/2010
-16.81 2 2 1/1/2012 3/1/2012
-5.54 1 2 7/1/2011 8/1/2011
-5.20 1 1 5/1/2011 6/1/2011
-1.20 1 1 5/1/2009 6/1/2009
-0.24 1 1 10/1/2011 11/1/2011
-0.17 1 1 1/1/0001 1/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
166.69 9 7/1/2009 3/1/2010
54.99 4 2/1/2009 5/1/2009
34.59 3 4/1/2012 6/1/2012
22.42 2 12/1/2010 1/1/2011
20.92 2 12/1/2011 1/1/2012
19.71 1 5/1/2011 5/1/2011
11.54 1 3/1/2011 3/1/2011
11.44 2 9/1/2011 10/1/2011
7.77 1 7/1/2011 7/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-35.69 1 7/1/2012 7/1/2012
-28.76 8 4/1/2010 11/1/2010
-16.81 2 2/1/2012 3/1/2012
-5.54 1 8/1/2011 8/1/2011
-5.20 1 6/1/2011 6/1/2011
-5.16 1 4/1/2011 4/1/2011
-3.09 1 2/1/2011 2/1/2011
-1.20 1 6/1/2009 6/1/2009
-0.24 1 11/1/2011 11/1/2011
-0.17 1 1/1/2009 1/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods43.0041.0038.0032.0026.0020.00
Percent Profitable58.1473.1786.8490.63100.00100.00
Average Period Return4.1014.2129.1163.0688.38132.29
Average Gain11.1622.3335.8170.1588.38132.29
Average Loss-5.71-7.95-15.13-5.56
Best Period32.7355.56121.00197.90193.88256.17
Worst Period-35.69-27.92-28.28-8.565.7015.51
Standard Deviation12.2918.6931.2152.7345.9364.47
Gain Standard Deviation8.2614.0227.4150.2145.9364.47
Loss Standard Deviation10.109.4613.523.10
Sharpe Ratio (1%)0.330.750.921.181.892.02
Average Gain / Average Loss1.952.812.3712.62
Profit / Loss Ratio2.717.6615.62122.03
Downside Deviation (10%)7.486.667.753.320.37
Downside Deviation (5%)7.376.317.172.15
Downside Deviation (0%)7.356.237.031.87
Sortino Ratio (10%)0.491.953.4417.47217.34
Sortino Ratio (5%)0.542.213.9928.84
Sortino Ratio (0%)0.562.284.1433.73

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.