Taylor Growth : Harvest Plus

archived programs
Year-to-Date
N / A
Jan Performance
0.32%
Min Investment
$ 10k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
29.80%
Sharpe (RFR=1%)
0.05
CAROR
-2.11%
Assets
$ 77k
Worst DD
-48.72
S&P Correlation
0.13

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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
7/2009
Harvest Plus 0.32 - - - - - 33.96 -7.37
S&P 500 5.04 - - - - - 75.05 250.81
+/- S&P 500 -4.72 - - - - - -41.09 -258.17

Strategy Description

Summary

Taylor Growth Managed Accounts, otherwise referred to as the trading strategies, is the result of several years of research in systematic trading methods. Our research team had created various versions of trading software based on different trading approaches. However, in our opinion... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 10k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 25.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 2250 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD 27.09%
Worst Peak-to-Trough -49.04%
Sector Focus Currency Traders

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Technical
100.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

Taylor Growth Managed Accounts, otherwise referred to as the trading strategies, is the result of several years of research in systematic trading methods. Our research team had created various versions of trading software based on different trading approaches. However, in our opinion a systemic approach using a mathematical algorithm with calculated entry and exit positions, repeated systematically and without emotion through computer trading, resulted in the product we believe, is capable of generating solid and consistent rates of return. Money management is at the core of these systems. The lack of a regimented money management strategy is one of the leading causes of failure for self traders. The specifics of these trading strategies is proprietary, but the following pairs are frequently traded: Specifically, the currency pairs EUR/CHF, CHF/JPY, AUD/JPY, AUD/USD, USD/CAD, EUR/CAD, EUR/JPY, EUR/USD, GBP/USD, GBP/JPY, USD/JPY are routinely traded. Other major currency pairs and their cross pairs between such currencies may also be traded. Additionally, small amounts of spot gold XAU/USD may also be traded from time to time as a hedge against the US dollar. In this way the trading system diversifies across different economic regions of the world. Trades are entered for both short and medium term positions with a computer algorithm. A mathematical algorithm places trades based on historic price action. Positions are placed to major market trends that surpass technical support and resistance levels, otherwise known as breakouts, and trend reversals. Ideally, terminating, moving, or withdrawing money from accounts should be timed when the balance of open trades is at a minimum. The CTA uses a master trading account to trade all of the client accounts. Trading on the master account must be suspended temporarily for a client to withdraw or add funds. For these reasons, prior notification of the withdrawal is a helpful courtesy for our trading team (though not explicitly mandated). Intraday Trades – As these trading strategies employ intraday trading, the client should understand that the principle risk factors on pages 12 thru 14 of this document. Additionally, as intraday trading relies on only brief time frames and market movements to make a profit or loss, intraday trading can be particularly susceptible to electronic infrastructure outages, and other risks that can affect intraday positions such as: leverage, market risks, volatility, execution delays, slippage, widened spreads, news events, government policy announcements, interest rate changes, patterns of trade and war or other military conflicts. No assurance can be given as to when or whether adverse events might occur that could cause significant and immediate loss in value of a client’s account due to rapid moves or inability to access and manage intraday positions. Due to day trading’s typically increased trading activity, your total transaction costs, paid for in the spread, will also increase. For each position entered the spread will have to be paid first and requires additional profit to cover all of your trades. Intraday trading generally is not appropriate for someone of limited resources and limited investment or trading experience and low risk tolerance. You should not fund intraday trading activities with retirement savings, student loans, second mortgages, emergency funds, funds set aside for purposes such as education or home ownership, or funds required to meet your living expenses.

Investment Strategy

Technical trading with an underlying premise of price breakouts, pattern recognition and trading rules

Risk Management

The Treasure and Harvest+ Managed Accounts create profits through trading foreign exchange currencies. Specifically, the currency pairs EUR/CHF, CHF/JPY, AUD/JPY, AUD/USD, USD/CAD, EUR/CAD, EUR/JPY, EUR/USD, GBP/USD, GBP/JPY, USD/JPY are routinely traded. Other major currency pairs and their cross pairs between such currencies may also be traded. Additionally, small amounts of spot gold XAU/USD may also be traded from time to time as a hedge against the US dollar. Trading currencies have inherent risks which are both system wide and also due to the selected broker (FDM) and their infrastructure, market volume and trading policies. Trade execution risks are only touched on here, further detailed information on trade execution risks can be obtained from the broker directly with whom you will setup an account. Though thoroughly tested and built off of the experience of prior systems, the Harvest+ and Treasure trading systems are new systems within the last 18 months, and as such do not have the benefit of a long term track record that has traded through various market conditions. 2. THE TREASURE SYSTEM IS CONSIDERED BY THE CTA AS OUR MOST AGGRESSIVE TRADING SYSTEM. THE HARVEST+ SYSTEM IS CONSIDERED OUR MODERATE RISK SYSTEM. BOTH ARE USING AN AUTOMATED SYSTEM THAT IN THE CTA’S OPINON, HAS PERFORMED WELL IN ITS SHORT HISTORY. HOWEVER, IN OUR OPINION THERE IS NO “FREE LUNCH” AND BIG RISKS ACCOMPANY BIG REWARDS, SO CAREFULLY CONSIDER YOUR TOLERANCE FOR LOSING YOUR ENTIRE PRINCIPAL SUDDENLY AND WITHOUT WARNING BEFORE YOU BEGIN THESE TRADING SYSTEMS.

   

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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Sharpe Ratio: (RF=1%)
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Sharpe Ratio: (RF=1%)
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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
-48.72 16 - 8/1/2009 12/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
33.45 2 4/1/2010 5/1/2010
30.47 3 1/1/2011 3/1/2011
24.84 7 7/1/2011 1/1/2012
16.91 1 7/1/2010 7/1/2010
7.52 2 7/1/2009 8/1/2009
6.91 3 6/1/2012 8/1/2012
5.54 1 5/1/2011 5/1/2011
3.82 2 3/1/2012 4/1/2012
1.98 1 9/1/2010 9/1/2010
1.18 2 10/1/2012 11/1/2012
0.32 1 1/1/2013 1/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-29.96 7 9/1/2009 3/1/2010
-27.13 1 8/1/2010 8/1/2010
-21.81 3 10/1/2010 12/1/2010
-19.23 1 6/1/2010 6/1/2010
-5.50 1 4/1/2011 4/1/2011
-3.24 1 5/1/2012 5/1/2012
-2.49 1 12/1/2012 12/1/2012
-1.35 1 2/1/2012 2/1/2012
-1.27 1 9/1/2012 9/1/2012
-0.11 1 6/1/2011 6/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods43.0041.0038.0032.0026.0020.00
Percent Profitable58.1458.5463.1656.2553.8550.00
Average Period Return0.200.010.172.346.297.51
Average Gain5.047.5210.4123.3232.0630.65
Average Loss-6.52-10.60-17.38-24.62-23.79-15.62
Best Period18.3030.4729.9861.1265.5267.46
Worst Period-27.13-31.19-38.77-41.59-44.86-28.33
Standard Deviation8.6011.8716.8527.4631.6228.74
Gain Standard Deviation5.536.518.9414.5214.7121.27
Loss Standard Deviation7.579.3211.8711.4113.5710.09
Sharpe Ratio (1%)0.01-0.02-0.020.050.150.19
Average Gain / Average Loss0.770.710.600.951.351.96
Profit / Loss Ratio1.071.001.031.221.571.96
Downside Deviation (10%)6.549.5913.9220.9023.0719.66
Downside Deviation (5%)6.399.0912.8918.4419.3114.19
Downside Deviation (0%)6.368.9712.6317.8418.4112.95
Sortino Ratio (10%)-0.03-0.13-0.17-0.13-0.06-0.14
Sortino Ratio (5%)0.02-0.03-0.030.070.250.39
Sortino Ratio (0%)0.030.000.010.130.340.58

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.