Synchronicity Futures LLC : Continuum Trend (PROP)

archived programs
Year-to-Date
N / A
Dec Performance
-1.09%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
2.02%
Sharpe (RFR=1%)
-3.90
CAROR
-
Assets
$ 6.5M
Worst DD
-4.67
S&P Correlation
-0.26

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
5/2016
Continuum Trend (PROP) -1.09 - - - - - - -4.50
S&P 500 1.82 - - - - - - 65.23
+/- S&P 500 -2.91 - - - - - - -69.73

Strategy Description

Summary

The SYNCHRONICITY FUTURES' CONTINUUM TREND Program generally involves speculating in futures contracts on currencies, equities, fixed income, metals, energy, and agricultural commodities using a combination of technical and fundamental analysis through two distinct sub-strategies.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 500k
Trading Level Incremental Increase $ 500k
CTA Max Funding Factor 5.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $8.00
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 7000 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 25.00%
Intraday 75.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Counter-trend
20.00%
Fundamental
25.00%
Option-purchasing
5.00%
Technical
25.00%
Trend-following
25.00%
Strategy Pie Chart

Composition

Stock Indices
20.00%
Currency Futures
15.00%
Precious Metals
15.00%
Grains
15.00%
Interest Rates
15.00%
Energy
10.00%
Softs
10.00%
Composition Pie Chart

Summary

The SYNCHRONICITY FUTURES' CONTINUUM TREND Program generally involves speculating in futures contracts on currencies, equities, fixed income, metals, energy, and agricultural commodities using a combination of technical and fundamental analysis through two distinct sub-strategies. The Intermediate-Term Trend sub-strategy is a discretionary, global macro, intermediate-term trading strategy that attempts to participate in large price moves by targeting breakouts of classic patterns using technical analysis and contrarian sentiment. Positions generally are held between 5 and 30 days. The Short-Term Correlation sub-strategy strives to smooth the returns of the longer-term sub-strategy by trading around breakdowns in market correlations, and targets optimal risk-reward scenarios through reads on developing market dynamics employing global-macro, correlation, and technical analyses. This sub-strategy generally does not involve holding positions overnight.

   

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
-4.67 6 - 6/1/2016 12/1/2016
-0.34 1 1 1/1/0001 5/1/2016
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Consecutive Gains

Run-up Length (Mos.) Start End
0.52 1 6/1/2016 6/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-4.67 6 7/1/2016 12/1/2016
-0.34 1 5/1/2016 5/1/2016
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Time Windows Analysis

 1 Month3 Month
Number of Periods8.006.00
Percent Profitable12.500.00
Average Period Return-0.57-1.67
Average Gain0.52
Average Loss-0.73-1.67
Best Period0.52-0.05
Worst Period-1.30-2.77
Standard Deviation0.581.11
Gain Standard Deviation
Loss Standard Deviation0.411.11
Sharpe Ratio (1%)-1.13-1.73
Average Gain / Average Loss0.71
Profit / Loss Ratio0.10
Downside Deviation (10%)1.123.07
Downside Deviation (5%)0.842.17
Downside Deviation (0%)0.771.96
Sortino Ratio (10%)-0.87-0.94
Sortino Ratio (5%)-0.78-0.88
Sortino Ratio (0%)-0.75-0.85

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.