Strategic Ag Trading : SAT GRAINS

archived programs
Year-to-Date
N / A
Jul Performance
2.38%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
16.35%
Sharpe (RFR=1%)
0.58
CAROR
9.67%
Assets
$ 10.3M
Worst DD
-20.27
S&P Correlation
0.01

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
4/2002
SAT GRAINS 2.38 2.55 - 0.74 -5.65 -5.73 92.61 212.20
S&P 500 -1.51 2.48 - 14.53 49.38 95.48 75.21 79.25
+/- S&P 500 3.89 0.07 - -13.79 -55.03 -101.21 17.40 132.95

Strategy Description

Summary

The SAT Grains Program is traded by Charles Wickens. The trading methods used by Mr. Wickens combine both fundamental and technical analysis with the ultimate determinations made on the basis of fundamental analysis. The Program trades in the agricultural markets. Mr. Wickens’ analysis... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
1.00
Management Fee
2.00%
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
4500 RT/YR/$M
Avg. Margin-to-Equity
10%
Targeted Worst DD
9.70%
Worst Peak-to-Trough
-20.27%
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
100.00%
Intraday
0%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
50.00%
Technical
50.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

The SAT Grains Program is traded by Charles Wickens. The trading methods used by Mr. Wickens combine both fundamental and technical analysis with the ultimate determinations made on the basis of fundamental analysis. The Program trades in the agricultural markets. Mr. Wickens’ analysis also looks at certain technical factors, such as the price of a commodity in relation to its price during previous periods, open interest, and volume. These factors are generally used by Mr. Wickens to assist in determining when to liquidate positions. The trading philosophy is threefold: fundamental, technical and innate. “In the long run, the fundamentals of the grain markets ultimately win.” Mr. Wickens’ cash trading experience, coupled with the constant influx of fundamental contacts, allow him to stay close to the pulse of the market. Mr. Wickens constantly monitors both the short- and long-term technical picture, but he also tries to be aware of the intra-market technical opportunities. The third category of the trading philosophy is defined as innate. Consistent, successful trading is not just a chart point or a new fundamental development, but the ability to decipher all of the inputs and determine which is relevant to the market at this juncture. In summary, the most important attribute to longevity and profitability in today’s market is the ability to change. Change does not necessarily mean bullish or bearish, but, increasing or decreasing position size; whether to take profits or let them run; to trade or not to trade; an aggressive or a patient posture; an emerging market or the end of the trend; to name a few instances.

   

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
-20.27 3 2 10/1/2003 1/1/2004
-18.78 14 9 6/1/2009 8/1/2010
-16.44 3 6 11/1/2006 2/1/2007
-13.30 30 - 5/1/2011 11/1/2013
-12.21 12 2 9/1/2005 9/1/2006
-10.78 8 2 10/1/2002 6/1/2003
-6.29 1 1 4/1/2004 5/1/2004
-6.09 1 5 6/1/2008 7/1/2008
-5.98 2 3 9/1/2007 11/1/2007
-4.99 3 1 2/1/2008 5/1/2008
-3.69 2 1 6/1/2005 8/1/2005
-2.59 1 1 2/1/2009 3/1/2009
-2.09 1 1 7/1/2002 8/1/2002
-1.83 1 1 1/1/0001 4/1/2002
-1.39 2 1 12/1/2004 2/1/2005
-0.76 1 1 7/1/2004 8/1/2004
-0.31 1 1 10/1/2004 11/1/2004
-0.15 1 1 4/1/2005 5/1/2005
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Consecutive Gains

Run-up Length (Mos.) Start End
45.51 7 3/1/2007 9/1/2007
30.87 4 7/1/2003 10/1/2003
27.57 3 2/1/2004 4/1/2004
23.76 3 5/1/2002 7/1/2002
16.22 2 10/1/2006 11/1/2006
15.15 4 2/1/2011 5/1/2011
14.68 3 12/1/2007 2/1/2008
14.42 2 6/1/2004 7/1/2004
13.62 3 4/1/2009 6/1/2009
12.07 1 6/1/2005 6/1/2005
11.07 4 9/1/2010 12/1/2010
9.99 4 11/1/2008 2/1/2009
9.44 2 3/1/2005 4/1/2005
7.75 1 6/1/2008 6/1/2008
7.57 2 2/1/2006 3/1/2006
7.00 2 9/1/2002 10/1/2002
6.81 2 9/1/2004 10/1/2004
6.45 1 8/1/2008 8/1/2008
5.16 1 4/1/2003 4/1/2003
5.06 1 9/1/2005 9/1/2005
4.18 3 12/1/2013 2/1/2014
4.10 4 1/1/2012 4/1/2012
3.15 4 9/1/2012 12/1/2012
2.95 2 6/1/2014 7/1/2014
2.94 1 10/1/2011 10/1/2011
2.41 1 1/1/2010 1/1/2010
2.19 1 6/1/2010 6/1/2010
1.99 1 9/1/2009 9/1/2009
1.94 1 4/1/2013 4/1/2013
1.60 1 12/1/2004 12/1/2004
1.58 2 9/1/2013 10/1/2013
0.91 1 11/1/2005 11/1/2005
0.70 1 2/1/2013 2/1/2013
0.40 1 7/1/2006 7/1/2006
0.12 1 8/1/2011 8/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-20.27 3 11/1/2003 1/1/2004
-16.44 3 12/1/2006 2/1/2007
-10.42 4 2/1/2010 5/1/2010
-9.59 3 4/1/2006 6/1/2006
-7.92 5 11/1/2002 3/1/2003
-7.86 2 5/1/2003 6/1/2003
-7.52 4 5/1/2012 8/1/2012
-6.48 4 5/1/2013 8/1/2013
-6.29 1 5/1/2004 5/1/2004
-6.09 1 7/1/2008 7/1/2008
-5.98 2 10/1/2007 11/1/2007
-5.91 2 7/1/2010 8/1/2010
-5.69 2 7/1/2009 8/1/2009
-5.32 1 10/1/2005 10/1/2005
-5.18 2 6/1/2011 7/1/2011
-4.99 3 3/1/2008 5/1/2008
-4.27 3 10/1/2009 12/1/2009
-3.79 3 3/1/2014 5/1/2014
-3.69 2 7/1/2005 8/1/2005
-3.47 2 11/1/2011 12/1/2011
-3.38 2 12/1/2005 1/1/2006
-3.11 1 1/1/2011 1/1/2011
-2.77 1 9/1/2011 9/1/2011
-2.60 2 8/1/2006 9/1/2006
-2.59 1 3/1/2009 3/1/2009
-2.15 2 9/1/2008 10/1/2008
-2.09 1 8/1/2002 8/1/2002
-1.94 1 11/1/2013 11/1/2013
-1.83 1 4/1/2002 4/1/2002
-1.39 2 1/1/2005 2/1/2005
-0.76 1 8/1/2004 8/1/2004
-0.32 1 1/1/2013 1/1/2013
-0.31 1 11/1/2004 11/1/2004
-0.15 1 5/1/2005 5/1/2005
-0.14 1 3/1/2013 3/1/2013
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods148.00146.00143.00137.00131.00125.00113.00101.0089.00
Percent Profitable52.0358.9062.2465.6971.7681.6084.9689.1195.51
Average Period Return0.882.635.0010.0216.0122.2034.7847.8366.59
Average Gain3.987.3410.7818.1324.3728.2341.8654.3670.16
Average Loss-2.49-4.12-4.53-5.51-5.25-4.53-5.21-5.56-9.25
Best Period23.6727.5743.6756.8976.8485.0694.22117.81159.05
Worst Period-12.29-20.27-11.59-13.90-13.65-8.63-13.10-9.69-12.05
Standard Deviation4.727.8310.3915.2019.8423.8528.9634.0244.34
Gain Standard Deviation4.256.308.8712.2517.1922.3025.4830.0742.10
Loss Standard Deviation2.253.843.164.223.222.783.922.682.80
Sharpe Ratio (1%)0.170.300.430.590.730.851.101.291.39
Average Gain / Average Loss1.601.782.383.294.656.238.049.787.58
Profit / Loss Ratio1.742.563.926.3011.8027.6445.3880.01161.10
Downside Deviation (10%)2.534.214.746.707.237.329.2510.9311.31
Downside Deviation (5%)2.363.713.644.533.973.053.543.323.18
Downside Deviation (0%)2.323.603.384.053.262.272.502.022.03
Sortino Ratio (10%)0.190.330.530.751.161.632.062.403.44
Sortino Ratio (5%)0.340.641.241.993.656.628.9713.1819.31
Sortino Ratio (0%)0.380.731.482.474.919.8013.9023.6932.83

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 8 1.04 2/2014
Agricultural Trader Index Month 3 2.91 12/2013
Agricultural Trader Index Month 9 0.58 10/2013
Agricultural Trader Index Month 7 1.94 4/2013
Agricultural Trader Index Month 10 -0.14 3/2013
Agricultural Trader Index Month 6 0.63 12/2012
Agricultural Trader Index Month 10 0.03 11/2012
Agricultural Trader Index Month 4 2.34 9/2012
Agricultural Trader Index Month 7 2.21 4/2012
Agricultural Trader Index Month 7 2.94 10/2011
Agricultural Trader Index Month 10 -1.97 6/2011
Agricultural Trader Index Month 8 0.94 5/2011
Discretionary Trader Index Month 10 6.81 4/2011
Agricultural Trader Index Month 3 6.81 4/2011
Agricultural Trader Index Month 9 2.30 3/2011
Agricultural Trader Index Month 7 4.40 2/2011
Agricultural Trader Index Month 3 1.39 11/2010
Agricultural Trader Index Month 7 2.19 6/2010
Agricultural Trader Index Month 9 2.41 1/2010
Agricultural Trader Index Month 7 1.99 9/2009
Agricultural Trader Index Month 9 1.93 6/2009
Agricultural Trader Index Month 7 2.36 5/2009
IASG CTA Index Month 9 8.90 4/2009
Discretionary Trader Index Month 4 8.90 4/2009
Agricultural Trader Index Month 1 8.90 4/2009
Agricultural Trader Index Month 6 2.05 2/2009
Agricultural Trader Index Month 3 2.91 1/2009
Agricultural Trader Index Month 5 3.03 12/2008
Agricultural Trader Index Month 4 1.65 11/2008
Agricultural Trader Index Month 9 -0.27 10/2008
Agricultural Trader Index Month 9 -1.89 9/2008
Agricultural Trader Index Month 5 6.45 8/2008
Discretionary Trader Index Month 6 6.45 8/2008
Agricultural Trader Index Month 7 7.75 6/2008
Discretionary Trader Index Month 10 7.75 6/2008
Agricultural Trader Index Month 6 -0.09 3/2008
Agricultural Trader Index Month 3 10.20 2/2008
Discretionary Trader Index Month 9 10.20 2/2008
Discretionary Trader Index Month 10 3.18 1/2008
Agricultural Trader Index Month 6 3.18 1/2008
Agricultural Trader Index Month 6 -1.17 11/2007
Discretionary Trader Index Month 5 15.03 9/2007
Agricultural Trader Index Month 1 15.03 9/2007
Agricultural Trader Index Month 2 6.86 8/2007
Discretionary Trader Index Month 5 6.86 8/2007
Agricultural Trader Index Month 2 1.40 7/2007
Agricultural Trader Index Month 2 7.91 6/2007
Discretionary Trader Index Month 3 7.91 6/2007
IASG CTA Index Month 10 7.91 6/2007
Agricultural Trader Index Month 6 0.43 5/2007
Agricultural Trader Index Month 3 6.36 4/2007
Discretionary Trader Index Month 4 6.36 4/2007
Discretionary Trader Index Month 4 1.28 3/2007
Agricultural Trader Index Month 3 1.28 3/2007
Agricultural Trader Index Month 9 -4.68 1/2007
Agricultural Trader Index Month 9 -2.92 12/2006
Discretionary Trader Index Month 8 8.59 11/2006
Agricultural Trader Index Month 5 8.59 11/2006
Discretionary Trader Index Month 6 7.03 10/2006
Agricultural Trader Index Month 3 7.03 10/2006
Agricultural Trader Index Month 7 -0.41 9/2006
Agricultural Trader Index Month 7 -2.20 8/2006
Agricultural Trader Index Month 4 0.40 7/2006
Agricultural Trader Index Month 9 -5.81 6/2006
Agricultural Trader Index Month 9 -3.96 5/2006
Agricultural Trader Index Month 7 -0.06 4/2006
Agricultural Trader Index Month 6 2.64 3/2006
IASG CTA Index Month 4 4.80 2/2006
Agricultural Trader Index Month 2 4.80 2/2006
Discretionary Trader Index Month 2 4.80 2/2006
Agricultural Trader Index Month 10 -0.33 1/2006
Agricultural Trader Index Month 6 -3.06 12/2005
Agricultural Trader Index Month 4 0.91 11/2005
Discretionary Trader Index Month 9 0.91 11/2005
Agricultural Trader Index Month 7 -5.32 10/2005
Discretionary Trader Index Month 5 5.06 9/2005
Agricultural Trader Index Month 2 5.06 9/2005
Agricultural Trader Index Month 6 -3.41 8/2005
Agricultural Trader Index Month 5 -0.29 7/2005
IASG CTA Index Month 7 12.07 6/2005
Agricultural Trader Index Month 2 12.07 6/2005
Discretionary Trader Index Month 3 12.07 6/2005
Agricultural Trader Index Month 6 -0.15 5/2005
IASG CTA Index Month 6 4.01 4/2005
Agricultural Trader Index Month 2 4.01 4/2005
Discretionary Trader Index Month 2 4.01 4/2005
Discretionary Trader Index Month 3 5.22 3/2005
Agricultural Trader Index Month 2 5.22 3/2005
IASG CTA Index Month 10 5.22 3/2005
Agricultural Trader Index Month 2 -0.19 2/2005
Agricultural Trader Index Month 5 -1.20 1/2005
Discretionary Trader Index Month 6 1.60 12/2004
Agricultural Trader Index Month 2 1.60 12/2004
Agricultural Trader Index Month 3 -0.31 11/2004
Agricultural Trader Index Month 2 0.50 10/2004
Discretionary Trader Index Month 8 0.50 10/2004
Agricultural Trader Index Month 1 6.28 9/2004
Discretionary Trader Index Month 3 6.28 9/2004
Agricultural Trader Index Month 2 -0.76 8/2004
Agricultural Trader Index Month 1 2.99 7/2004

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