SIYA Investments LLC : Dynamic Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 2020 1yr 3yr 5yr 10yr Since2/2013 Dynamic Trading Program -9.79 - - - - - - 1.04 S&P 500 4.46 - - - - - - 145.46 +/- S&P 500 -14.25 - - - - - - -144.41 Strategy Description SummarySIYA 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% Composition Currency FX 95.00% Currency Futures 5.00% SummarySIYA Investments started trading the Dynamic Trading Program in Feb 2013Investment StrategyThe 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 ManagementThe 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. 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 -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. x {{title}} x {{title}} Add Cancel