Synchronicity Futures LLC : Synchronicity

archived programs
Year-to-Date
N / A
May Performance
-0.22%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
0.73%
Sharpe (RFR=1%)
-4.68
CAROR
-
Assets
$ 1.5M
Worst DD
-2.29
S&P Correlation
-0.10

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
7/2015
Synchronicity -0.22 - - - - -1.55 - -2.21
S&P 500 1.53 - - - - 55.85 - 53.85
+/- S&P 500 -1.75 - - - - -57.40 - -56.06

Strategy Description

Summary

Synchronicity endeavors to grow assets in any market environment with maximum transparency and as little downside volatility as possible. Synchronicity Futures is a directional strategy focused on identifying highly favorable risk/reward trades through a repeatable technical analysis... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 250k
CTA Max Funding Factor 5.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $10.00
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 1500 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD -3.00%
Worst Peak-to-Trough 10.00%
Sector Focus Diversified Traders

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Technical
100.00%
Strategy Pie Chart

Composition

Currency Futures
20.00%
Precious Metals
20.00%
Energy
20.00%
Stock Indices
20.00%
Interest Rates
17.00%
Softs
2.00%
Grains
1.00%
Composition Pie Chart

Summary

Synchronicity endeavors to grow assets in any market environment with maximum transparency and as little downside volatility as possible. Synchronicity Futures is a directional strategy focused on identifying highly favorable risk/reward trades through a repeatable technical analysis and risk-control process. Synchronicity attempts to provide a true absolute return product to help individuals and institutional money managers alike enhance their portfolios.

Investment Strategy

The Synchronicity Strategy endeavors to enhance risk-adjusted returns of traditional securities-based portfolios and typical systematic trend-following systems. The strategy targets reversals instead of breakouts, visual pattern recognition in favor of programmable and overcrowded moving average crossover triggers, and tenors that attempt to catch the fat part of a trend segment as opposed to capturing the full move but enduring long drawdowns. The strategy aims to enter large price movements early, identify opportunities in futures markets, and produce smoother returns than average for an investment portfolio.

The goal of the Synchronicity Strategy is tactical trend capture designed to participate in one week to one month market moves mitigating long drawdowns, and ultimately seizing profit potential without incurring acute volatility.

The trading system utilizes technical analysis with some fundamental data to identify, evaluate, and manage futures positions. In general, Synchronicity uses a fusion of technical indicators including classic patterns, tramlines, Fibonacci retracements, part of the Elliot Wave method, inter-commodity ratio analysis, momentum divergence, and momentum structure. This analysis has been put into a daily process whereby one main screen monitors all of the contracts Synchronicity trades in for the same action trigger. Usually only 1 contract exhibits this action trigger at a time. When that occurs, the next step involves a drill down to all the methods above to determine the optimal entry point and stop level. The book is then examined for any open trades that might be too correlated to the candidate position. If no such likeness is found or no trades are open at the time then risk-reward, target and trade entry are next. The process is then repeated.

Overall, the system is long/short agnostic, and is directional only as opportunities are presented in individual markets. The Synchronicity Strategy trades futures contracts on domestic and foreign exchanges in the following market sectors: energies, currencies, equity indices, interest rates, metals, and softs such as sugar.

The name Synchronicity reflects a belief that the cause and effect model of analysis is very difficult in a complex system with myriad variables. Technical analysis takes seemingly unrelated pieces of evidence and presents them together in a visual format that offers a method to act based on probability and risk-reward with the knowledge that any dominant causal themes may show their faces later, well after the optimal entry point. The name also, in a very similar manner, personifies the many different events that transpired to inspire the formation of the strategy and firm.

Risk Management

Risk management is an important component of the trading strategy, and for this reason listed futures are the vehicle of choice as tight stops are placed concurrently upon entering a trade. Options are very rarely used but can sometimes be necessary to either protect a futures position or offer a lower risk entry into a position. Position sizes are usually 2% of account and margin-to-equity on a portfolio level will generally be below 10%. Initial stop levels are generally 20bp of account size or narrower. After moving the stop to break-even for successful positions, the contract is monitored and the stop is moved in again once a pivot point has been defined or in the absence of that pivot point a retracement methodology is used to move the stop in very slowly.

   

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

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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
-2.29 10 - 7/1/2015 5/1/2016
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Consecutive Gains

Run-up Length (Mos.) Start End
0.08 1 7/1/2015 7/1/2015
0.05 2 1/1/2016 2/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-1.77 5 8/1/2015 12/1/2015
-0.58 3 3/1/2016 5/1/2016
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Time Windows Analysis

 1 Month3 Month
Number of Periods11.009.00
Percent Profitable27.270.00
Average Period Return-0.20-0.66
Average Gain0.04
Average Loss-0.30-0.66
Best Period0.08-0.03
Worst Period-0.60-1.40
Standard Deviation0.210.43
Gain Standard Deviation0.03
Loss Standard Deviation0.170.43
Sharpe Ratio (1%)-1.35-2.13
Average Gain / Average Loss0.15
Profit / Loss Ratio0.06
Downside Deviation (10%)0.641.93
Downside Deviation (5%)0.350.99
Downside Deviation (0%)0.280.77
Sortino Ratio (10%)-0.95-0.98
Sortino Ratio (5%)-0.82-0.91
Sortino Ratio (0%)-0.71-0.85

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.