SIYA Investments LLC : Dynamic Trading Program

archived programs
Year-to-Date
N / A
Oct Performance
-9.79%
Min Investment
$ 25k
Mgmt. Fee
0%
Perf. Fee
20.00%
Annualized Vol
23.70%
Sharpe (RFR=1%)
0.12
CAROR
-
Assets
$ 28k
Worst DD
-11.35
S&P Correlation
0.19

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
2/2013
Dynamic Trading Program -9.79 - - - - - - 1.04
S&P 500 4.46 - - - - - - 128.74
+/- S&P 500 -14.25 - - - - - - -127.70

Strategy Description

Summary

SIYA Investments started trading the Dynamic Trading Program in Feb 2013... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 10k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 20.00%
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 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD -20.00%
Worst Peak-to-Trough
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 5.00%
1-30 Days 95.00%
Intraday 0%

Decision-Making

Discretionary 5.00%
Systematic 95.00%

Strategy

Pattern Recognition
100.00%
Strategy Pie Chart

Composition

Currency FX
95.00%
Currency Futures
5.00%
Composition Pie Chart

Summary

SIYA Investments started trading the Dynamic Trading Program in Feb 2013

Investment Strategy

The Dynamic Trading Program uses pattern recognition using variations of classical charting principles for taking new positions. About 80% of the trades are in the direction of the short term trend and 20% of trades look for reversals.

Risk Management

The Dynamic Trading Program limits the risk on each position to less than 1.5%. Every order to take a new position has a stop loss order entered at the same time.

   

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
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
-11.35 3 - 7/1/2013 10/1/2013
-6.88 3 1 1/1/0001 4/1/2013
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
22.41 3 5/1/2013 7/1/2013
5.87 1 9/1/2013 9/1/2013
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-9.79 1 10/1/2013 10/1/2013
-7.18 1 8/1/2013 8/1/2013
-6.88 3 2/1/2013 4/1/2013
Show More

Time Windows Analysis

 1 Month3 Month
Number of Periods9.007.00
Percent Profitable44.4471.43
Average Period Return0.324.32
Average Gain6.739.70
Average Loss-4.80-9.12
Best Period9.9222.40
Worst Period-9.79-11.35
Standard Deviation6.8411.29
Gain Standard Deviation2.937.89
Loss Standard Deviation3.673.16
Sharpe Ratio (1%)0.040.36
Average Gain / Average Loss1.401.06
Profit / Loss Ratio1.122.66
Downside Deviation (10%)4.595.66
Downside Deviation (5%)4.385.15
Downside Deviation (0%)4.335.02
Sortino Ratio (10%)-0.020.55
Sortino Ratio (5%)0.050.79
Sortino Ratio (0%)0.070.86

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.