Stein Investment Management : Trading Phoenix

archived programs
Year-to-Date
N / A
Aug Performance
-37.23%
Min Investment
$ 20k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
83.73%
Sharpe (RFR=1%)
0.31
CAROR
-
Assets
$ 392k
Worst DD
-50.76
S&P Correlation
0.28

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 2019 1yr 3yr 5yr 10yr Since
1/2014
Trading Phoenix -37.23 -49.08 - -31.42 - - - -14.14
S&P 500 -6.26 -6.42 - -1.56 - - - 10.64
+/- S&P 500 -30.97 -42.66 - -29.86 - - - -24.77

Strategy Description

Summary

Boris Stein has traded futures, stocks, and options for 20 years. He graduated from Minsk University with dual Masters Degree in Physics and Computer Science. After working as a Chief Information Officer for a major commercial company for many years, Mr. Stein focused his interests... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 20k
Trading Level Incremental Increase
$ 4k
CTA Max Funding Factor
1.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$4.00
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
75000 RT/YR/$M
Avg. Margin-to-Equity
12%
Targeted Worst DD
Worst Peak-to-Trough
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
40.00%
Systematic
60.00%

Strategy

Technical
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Boris Stein has traded futures, stocks, and options for 20 years. He graduated from Minsk University with dual Masters Degree in Physics and Computer Science. After working as a Chief Information Officer for a major commercial company for many years, Mr. Stein focused his interests on the emerging commodity market and became one of the first foreign currency traders in newly independent State of Belarus. Upon arrival to USA, Mr. Stein established himself as a successful businessmen and computer engineer through the ownership of two profitable companies and lucrative contracts in information systems industry. He used his solid mathematical background, strong analytical skills, and extensive knowledge of markets and scientific methods of research to pioneer new technical trading ideas and systems as well as innovative approaches to asset management. Mr. Stein left his successful computer consulting business in 2004 to form his commodity advisor firm, Stein Investment Management LLC (SIM), which is currently registered as a CTA and an NFA member. Mr. Stein won 2nd place in the Futures Division of the World Cup Trading Championship 2006, organized by Robbins Trading Company, trading with real money. SIM’s managed futures program Trading Edge was listed in Top 5 CTA Programs under $10mm AUM (Futures Magazine: April 2007, April 2009, August 2011, December 2011), and won 69 BarclayHedge's Performance Awards and 10 Morgan Hedge Awards, including 3rd place for the year 2010, and 5th place for the year 2011. Mr. Stein has published articles and was featured in numerous industry publications in USA and UK, including: Traders World, FINalternatives, FutureSource, Technical Analyst, Futures & Options Trader, Active Trader. As president, director, and sole principal of SIM, Mr. Stein is responsible for all trading decisions as well as the day-to-day operations of SIM.

Investment Strategy

We implemented the strategy called “Trading Phoenix”. It is a 60% systematic, 40% discretionary program, which invests only in S&P 500 index futures. It is a strictly day-trading program, so all positions are closed at the end of the day. This program can be as much profitable in rising stock market as in falling market, because it assumes both long and short positions (and has similar risks in those markets). The program incorporates more than two dozens of rigorously designed and tested independent mechanical trading systems, all of which are proprietary. The decision to take a certain position in the market is based on a bias indicated by these independent systems. The trades are taken only if their probable outcomes meet the strict criteria of the proprietary risk control system. Due to its complex and unique design, the returns of these three programs are uncorrelated with both market indices and with other alternative investments, making them an ideal product for adding real diversification to investor’s portfolios.

Risk Management

We diversify risk by using multiple uncorrelated mechanical systems. Stop-losses are always in place. All positions are closed by the end of day.

   

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
-50.76 5 - 3/1/2015 8/1/2015
-41.33 1 2 8/1/2014 9/1/2014
-22.34 3 2 2/1/2014 5/1/2014
-21.41 1 1 1/1/2015 2/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
137.02 4 10/1/2014 1/1/2015
42.66 3 6/1/2014 8/1/2014
27.45 1 3/1/2015 3/1/2015
25.86 1 5/1/2015 5/1/2015
24.86 1 7/1/2015 7/1/2015
13.01 2 1/1/2014 2/1/2014
3.60 1 4/1/2014 4/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-41.33 1 9/1/2014 9/1/2014
-37.23 1 8/1/2015 8/1/2015
-35.03 1 6/1/2015 6/1/2015
-23.17 1 4/1/2015 4/1/2015
-21.41 1 2/1/2015 2/1/2015
-14.19 1 3/1/2014 3/1/2014
-12.64 1 5/1/2014 5/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods20.0018.0015.009.00
Percent Profitable65.0055.5673.3388.89
Average Period Return2.275.8917.8637.66
Average Gain17.7228.0534.3646.29
Average Loss-26.43-21.81-27.51-31.42
Best Period42.82104.61137.4092.14
Worst Period-41.33-49.08-37.25-31.42
Standard Deviation24.1736.9143.7538.41
Gain Standard Deviation10.9733.7939.2830.32
Loss Standard Deviation11.4616.206.89
Sharpe Ratio (1%)0.090.150.400.95
Average Gain / Average Loss0.671.291.251.47
Profit / Loss Ratio1.251.613.4411.79
Downside Deviation (10%)17.0718.3815.7912.14
Downside Deviation (5%)16.8917.8414.7910.81
Downside Deviation (0%)16.8517.7014.5410.47
Sortino Ratio (10%)0.110.250.972.69
Sortino Ratio (5%)0.130.321.173.39
Sortino Ratio (0%)0.130.331.233.60

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.