T2 ASSOCIATES, INC. : T2 Associates Contrary #1 Pool

Year-to-Date: N / A
Dec Performance: -15.85%

Min Investment: $ 25k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 37.17%
Sharpe (RFR=1%): 0.52
CAROR: 15.26%

Assets: $ 1.1M
Worst DD: -28.39
S&P Correlation: -0.33

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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	2019	1yr	3yr	5yr	10yr	Since 4/2010
T2 Associates Contrary #1 Pool	-15.85	-11.54	-	-5.28	-24.74	-	-	96.32
S&P 500	-0.42	4.39	-	11.39	63.72	-	-	73.47
+/- S&P 500	-15.43	-15.93	-	-16.68	-88.46	-	-	22.85

Strategy Description

Summary

Account & Fees

Type: Fund
Minimum Investment: $ 25k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $2.50
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: 15-30 Days
Redemption Frequency: 15-30 Days
Investor Requirements: QEP
Lock-up Period: 0

Trading

Trading Frequency: 3000 RT/YR/$M
Avg. Margin-to-Equity: 25%
Targeted Worst DD: -25.00%
Worst Peak-to-Trough: 25.00%
Sector Focus: Stock Index Traders

Holding Periods

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

Summary

T2 Associates, Inc. (the “CTA”) utilizes a systematic strategy based trading algorithm called “T2 Associates, Contrary #1 Program” consisting of multiple time frames trading similar strategies with modified parameters developed for a specific time frame. Initially the program has been developed for trading in the E-mini electronic trading markets, specifically, the S&P 500 index (Symbol ES), the NASDAQ 100 index (Symbol NQ), the Dow Jones Industrial Index (Symbol YM), and the E-mini Russell 2000 index (Symbol TF).

Investment Strategy

Counter Trend and Revert to Mean with some breakouts. Fully algorithmic as a swing system (in usually over night).

Risk Management

Utilize emergency stops at all times, along with reduced leverage for trading. Utilize at least 2X up to 4X margin coverage in the accounts to minimize the inherent leverage of the E Mini instruments

Compare to:

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Index: Chart Type:

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

Compare to:

Index:

Monthly Annual

Reward
Average RoR:
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Average Gain:
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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:
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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
-28.39	19	-	12/1/2011	7/1/2013
-15.73	1	6	8/1/2010	9/1/2010
-15.59	1	5	3/1/2011	4/1/2011
-9.59	2	1	5/1/2010	7/1/2010

Consecutive Gains

Run-up	Length (Mos.)	Start	End
103.35	4	9/1/2011	12/1/2011
26.44	1	8/1/2010	8/1/2010
19.86	1	3/1/2011	3/1/2011
18.01	2	10/1/2010	11/1/2010
17.87	4	2/1/2014	5/1/2014
15.15	2	5/1/2011	6/1/2011
13.90	2	4/1/2010	5/1/2010
12.50	2	10/1/2013	11/1/2013
9.47	2	3/1/2012	4/1/2012
7.02	1	2/1/2013	2/1/2013
6.33	1	6/1/2013	6/1/2013
6.15	1	11/1/2014	11/1/2014
5.07	1	1/1/2011	1/1/2011
4.82	2	8/1/2012	9/1/2012
4.12	1	12/1/2012	12/1/2012
1.88	1	8/1/2013	8/1/2013
1.45	1	6/1/2012	6/1/2012
0.83	1	4/1/2013	4/1/2013

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-22.87	2	1/1/2012	2/1/2012
-15.85	1	12/1/2014	12/1/2014
-15.73	1	9/1/2010	9/1/2010
-15.59	1	4/1/2011	4/1/2011
-11.75	1	5/1/2013	5/1/2013
-11.10	2	7/1/2011	8/1/2011
-9.96	1	1/1/2013	1/1/2013
-9.59	2	6/1/2010	7/1/2010
-8.50	1	7/1/2013	7/1/2013
-7.40	2	12/1/2013	1/1/2014
-6.20	1	12/1/2010	12/1/2010
-4.34	1	3/1/2013	3/1/2013
-4.34	5	6/1/2014	10/1/2014
-2.95	1	2/1/2011	2/1/2011
-1.68	1	9/1/2013	9/1/2013
-1.64	1	7/1/2012	7/1/2012
-1.30	2	10/1/2012	11/1/2012
-1.13	1	5/1/2012	5/1/2012

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year
Number of Periods	57.00	55.00	52.00	46.00	40.00	34.00	22.00
Percent Profitable	52.63	60.00	73.08	63.04	62.50	76.47	90.91
Average Period Return	1.71	5.02	10.13	22.09	34.91	39.19	57.58
Average Gain	8.35	13.03	17.47	39.90	60.66	54.05	64.91
Average Loss	-5.68	-7.00	-9.79	-8.28	-7.99	-9.14	-15.71
Best Period	49.26	94.89	80.77	114.76	151.48	112.96	115.76
Worst Period	-17.82	-22.26	-15.63	-17.85	-23.21	-20.54	-24.74
Standard Deviation	10.73	17.46	21.77	33.53	46.43	45.07	34.06
Gain Standard Deviation	9.83	18.01	20.96	30.06	40.44	41.10	25.53
Loss Standard Deviation	5.72	6.08	4.96	5.05	6.74	7.37	12.77
Sharpe Ratio (1%)	0.15	0.27	0.44	0.63	0.72	0.82	1.60
Average Gain / Average Loss	1.47	1.86	1.78	4.82	7.59	5.91	4.13
Profit / Loss Ratio	1.63	2.79	4.84	8.22	12.65	19.22	41.31
Downside Deviation (10%)	5.70	6.42	6.83	8.61	10.47	10.54	10.13
Downside Deviation (5%)	5.53	5.93	5.89	6.38	7.05	6.36	6.27
Downside Deviation (0%)	5.49	5.81	5.65	5.85	6.31	5.55	5.46
Sortino Ratio (10%)	0.23	0.59	1.12	1.99	2.61	2.75	4.13
Sortino Ratio (5%)	0.29	0.80	1.64	3.31	4.74	5.84	8.70
Sortino Ratio (0%)	0.31	0.86	1.79	3.78	5.53	7.06	10.54

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Stock Index Trader Index	Month	2	4.69	4/2014
Stock Index Trader Index	Month	2	5.81	3/2014
Systematic Trader Index	Month	6	5.81	3/2014
IASG CTA Index	Month	7	5.81	3/2014
Stock Index Trader Index	Month	7	4.44	2/2014
Stock Index Trader Index	Month	4	4.34	11/2013
Stock Index Trader Index	Month	2	7.82	10/2013
Systematic Trader Index	Month	9	7.82	10/2013
IASG CTA Index	Month	8	6.33	6/2013
Systematic Trader Index	Month	8	6.33	6/2013
Stock Index Trader Index	Month	3	6.33	6/2013
Systematic Trader Index	Month	7	7.02	2/2013
Stock Index Trader Index	Month	1	7.02	2/2013
Stock Index Trader Index	Month	1	4.12	12/2012
Stock Index Trader Index	Month	1	3.98	9/2012
Stock Index Trader Index	Month	1	8.60	4/2012
Systematic Trader Index	Month	2	8.60	4/2012
IASG CTA Index	Month	6	8.60	4/2012
IASG CTA Index	Year Rolling	1	114.76	2010 - 2011
Systematic Trader Index	Month	2	19.55	11/2011
Stock Index Trader Index	Month	2	19.55	11/2011
IASG CTA Index	Month	4	19.55	11/2011
IASG CTA Index	Month	7	9.22	10/2011
Systematic Trader Index	Month	3	9.22	10/2011
Stock Index Trader Index	Month	2	9.22	10/2011
IASG CTA Index	Month	1	49.26	9/2011
Systematic Trader Index	Month	1	49.26	9/2011
Stock Index Trader Index	Month	1	49.26	9/2011
Stock Index Trader Index	Month	7	1.88	6/2011
IASG CTA Index	Month	5	13.03	5/2011
Systematic Trader Index	Month	2	13.03	5/2011
Stock Index Trader Index	Month	1	13.03	5/2011
Stock Index Trader Index	Month	1	19.86	3/2011
IASG CTA Index	Month	2	19.86	3/2011
Systematic Trader Index	Month	1	19.86	3/2011
Stock Index Trader Index	Month	2	5.07	1/2011
IASG CTA Index	Month	1	11.91	11/2010
Systematic Trader Index	Month	1	11.91	11/2010
Stock Index Trader Index	Month	1	11.91	11/2010
Stock Index Trader Index	Month	5	5.45	10/2010
Stock Index Trader Index	Month	1	26.44	8/2010
IASG CTA Index	Month	2	26.44	8/2010
Systematic Trader Index	Month	1	26.44	8/2010
Stock Index Trader Index	Month	7	3.30	5/2010

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

^#2

Top Performer

STOCK INDEX TRADER INDEX

APRIL
2014

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T2 ASSOCIATES, INC. : T2 Associates Contrary #1 Pool

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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