Soaring Pelican, LLC : Diversified S&P Program

Year-to-Date
6.69%
Aug Performance
7.40%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
11.24%
Sharpe (RFR=1%)
0.59
CAROR
7.29%
Assets
$ 15.2M
Worst DD
-11.00
S&P Correlation
-0.07

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
1/2011
Diversified S&P Program 7.40 7.08 6.69 0.18 4.32 22.36 - 84.06
S&P 500 -1.81 6.34 16.73 0.85 33.43 44.59 - 125.20
+/- S&P 500 9.21 0.75 -10.04 -0.67 -29.11 -22.23 - -41.14

Strategy Description

Summary

Manager Samuel Beckers has traded the S&P market full-time for over 13 years. His observations have led to the creation of simple, robust signals that capitalize on volatile market conditions. The program's performance has historically been positively correlated with the volatility... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 10k
CTA Max Funding Factor
4.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$7.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
7-14 Days
Redemption Frequency
7-14 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
4000 RT/YR/$M
Avg. Margin-to-Equity
0%
Targeted Worst DD
-10.00%
Worst Peak-to-Trough
11.04%
Sector Focus
Stock Index 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
0%
Systematic
100.00%

Strategy

Counter-trend
33.00%
Momentum
33.00%
Trend-following
34.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Manager Samuel Beckers has traded the S&P market full-time for over 13 years. His observations have led to the creation of simple, robust signals that capitalize on volatile market conditions. The program's performance has historically been positively correlated with the volatility of the S&P. In all cases positions are closed by the end of the day. The program only trades the e-mini contracts - no option selling.

Investment Strategy

Program methodology is rooted in human observation of repeatable market behavior, carefully quantified and translated into mechanical intraday trading systems that have stood the test of time. Success is partially derived from minimizing drawdown, decelerating losing periods, and maintaining daily risk between 0.5%-1% of the trading level.

Risk Management

The program is actually exposed to the market for a small percentage of the time. Stop loss orders are always in place, the markets traded have no shortage of liquidity. Risk size is mechanically decreased when the program is in an unfavorable phase.

   

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
-11.00 15 - 3/1/2018 6/1/2019
-10.43 15 9 6/1/2012 9/1/2013
-9.04 17 2 7/1/2016 12/1/2017
-7.90 1 4 3/1/2011 4/1/2011
-5.95 4 4 10/1/2014 2/1/2015
-4.48 2 1 12/1/2011 2/1/2012
-4.34 1 2 8/1/2011 9/1/2011
-2.57 1 1 6/1/2015 7/1/2015
-1.56 1 3 1/1/2016 2/1/2016
-0.59 1 1 1/1/0001 1/1/2011
-0.18 1 1 11/1/2015 12/1/2015
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
18.52 4 5/1/2011 8/1/2011
16.30 4 3/1/2012 6/1/2012
15.28 3 1/1/2018 3/1/2018
14.60 3 10/1/2011 12/1/2011
13.65 6 5/1/2014 10/1/2014
10.59 2 2/1/2011 3/1/2011
9.25 2 7/1/2019 8/1/2019
8.95 1 1/1/2014 1/1/2014
8.93 4 8/1/2015 11/1/2015
7.89 2 5/1/2015 6/1/2015
6.28 2 11/1/2012 12/1/2012
5.53 2 4/1/2013 5/1/2013
5.18 3 5/1/2016 7/1/2016
2.09 1 3/1/2015 3/1/2015
1.98 1 10/1/2013 10/1/2013
1.69 1 5/1/2017 5/1/2017
1.29 1 3/1/2014 3/1/2014
1.25 1 8/1/2017 8/1/2017
1.22 1 8/1/2012 8/1/2012
1.19 2 8/1/2018 9/1/2018
0.98 2 1/1/2019 2/1/2019
0.62 1 11/1/2016 11/1/2016
0.46 1 3/1/2016 3/1/2016
0.31 1 4/1/2019 4/1/2019
0.27 1 5/1/2018 5/1/2018
0.21 1 1/1/2016 1/1/2016
0.09 1 2/1/2013 2/1/2013
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-10.43 4 6/1/2013 9/1/2013
-7.90 1 4/1/2011 4/1/2011
-7.12 3 10/1/2018 12/1/2018
-6.36 1 7/1/2012 7/1/2012
-5.95 4 11/1/2014 2/1/2015
-4.48 2 1/1/2012 2/1/2012
-4.34 1 9/1/2011 9/1/2011
-4.02 3 8/1/2016 10/1/2016
-4.02 5 12/1/2016 4/1/2017
-3.34 2 9/1/2012 10/1/2012
-2.57 1 7/1/2015 7/1/2015
-2.53 1 1/1/2013 1/1/2013
-2.51 2 5/1/2019 6/1/2019
-2.50 4 9/1/2017 12/1/2017
-2.25 2 6/1/2017 7/1/2017
-2.13 1 2/1/2014 2/1/2014
-1.91 2 11/1/2013 12/1/2013
-1.71 2 6/1/2018 7/1/2018
-1.61 1 4/1/2018 4/1/2018
-1.56 1 2/1/2016 2/1/2016
-1.17 1 4/1/2014 4/1/2014
-1.11 1 3/1/2019 3/1/2019
-0.59 1 1/1/2011 1/1/2011
-0.43 1 4/1/2015 4/1/2015
-0.24 1 3/1/2013 3/1/2013
-0.21 1 4/1/2016 4/1/2016
-0.18 1 12/1/2015 12/1/2015
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods104.00102.0099.0093.0087.0081.0069.0057.0045.00
Percent Profitable51.9257.8458.5968.8283.9193.8392.75100.00100.00
Average Period Return0.641.773.496.9610.0112.3919.0327.7536.02
Average Gain2.784.958.3112.1812.7313.4220.7427.7536.02
Average Loss-1.71-2.61-3.33-4.55-4.14-3.22-2.91
Best Period12.7216.1026.0240.0146.1444.1743.5056.9574.95
Worst Period-7.90-9.66-9.63-8.99-10.41-5.39-5.822.8414.08
Standard Deviation3.245.077.3210.6011.2011.5512.2812.2718.20
Gain Standard Deviation2.754.055.578.5010.1111.1711.0112.2718.20
Loss Standard Deviation1.852.332.422.622.631.992.45
Sharpe Ratio (1%)0.170.300.410.560.760.901.301.931.70
Average Gain / Average Loss1.631.902.502.683.074.177.12
Profit / Loss Ratio1.792.613.535.9016.0263.4391.13
Downside Deviation (10%)1.922.924.055.635.365.376.894.495.09
Downside Deviation (5%)1.762.382.903.422.491.431.770.16
Downside Deviation (0%)1.722.262.642.921.950.910.98
Sortino Ratio (10%)0.120.180.250.350.450.400.471.381.65
Sortino Ratio (5%)0.320.641.031.743.427.249.04146.17
Sortino Ratio (0%)0.370.781.322.385.1413.5619.38

Top Performer Badges

Index Award Type Rank Performance Period
Stock Index Trader Index Month 3 1.72 7/2019
Stock Index Trader Index Month 8 2.87 3/2018
Systematic Trader Index Month 7 8.17 2/2018
IASG CTA Index Month 4 8.17 2/2018
Stock Index Trader Index Month 4 8.17 2/2018
Stock Index Trader Index Month 5 3.60 1/2018
Stock Index Trader Index Month 8 1.25 8/2017
Stock Index Trader Index Month 9 1.69 5/2017
Systematic Trader Index Month 10 2.71 5/2016
Stock Index Trader Index Month 6 2.71 5/2016
Stock Index Trader Index Month 8 0.21 1/2016
IASG CTA Index Month 8 3.41 10/2015
Systematic Trader Index Month 9 3.41 10/2015
Stock Index Trader Index Month 3 3.41 10/2015
Stock Index Trader Index Month 6 3.66 8/2015
Stock Index Trader Index Month 1 7.50 6/2015
Systematic Trader Index Month 2 7.50 6/2015
IASG CTA Index Month 5 7.50 6/2015
Stock Index Trader Index Month 4 2.23 10/2014
Stock Index Trader Index Month 7 3.29 9/2014
Stock Index Trader Index Month 4 2.03 7/2014
Stock Index Trader Index Month 6 3.54 5/2014
IASG CTA Index Month 4 9.50 1/2014
Stock Index Trader Index Month 1 9.50 1/2014
Systematic Trader Index Month 3 9.50 1/2014
Stock Index Trader Index Month 4 5.37 4/2013
Stock Index Trader Index Month 1 4.94 11/2012
Stock Index Trader Index Month 5 6.08 6/2012
Systematic Trader Index Month 7 6.08 6/2012
Systematic Trader Index Month 9 5.70 3/2012
Stock Index Trader Index Month 3 5.70 3/2012
Stock Index Trader Index Month 10 4.65 12/2011
Stock Index Trader Index Month 6 5.50 11/2011
Stock Index Trader Index Month 5 11.86 8/2011
Stock Index Trader Index Month 5 1.87 7/2011
Systematic Trader Index Month 5 7.87 3/2011
Stock Index Trader Index Month 2 7.87 3/2011

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.