Trade Angle Advisors LLC : TAS Auto Trade Program with Options

archived programs
Year-to-Date
N / A
Sep Performance
8.41%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
20.14%
Sharpe (RFR=1%)
4.06
CAROR
-
Assets
$ 11.2M
Worst DD
-0.02
S&P Correlation
-0.11

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
1/2008
TAS Auto Trade Program with Options 8.41 - - - - - - 80.11
S&P 500 -9.08 - - - - - - 134.75
+/- S&P 500 17.49 - - - - - - -54.64

Strategy Description

Summary

-&The TAS Auto Trade with Options Program uses straight technical analysis with a primary concentration in the application of Auction Market Theory. The core decision making processes are all a focus in volume and volatility analysis. This analysis is all proprietary to TAS. The volatility... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $11.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 21000 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-&The TAS Auto Trade with Options Program uses straight technical analysis with a primary concentration in the application of Auction Market Theory. The core decision making processes are all a focus in volume and volatility analysis. This analysis is all proprietary to TAS. The volatility analysis component allows for a dynamic adjustment in parameters. We believe this method has the potential to be profitable in a variety of market nbsp;&conditions, including rising, falling, and sideways markets. The Program seeks to trade opportunities identified across the Russell, Dow, S&Ps, NASDAQ, Bonds, Gold, and Soybeans. The Program seeks to both minimize costs for the investor while maximizing potential returns. Although the program is systematic by nature, options trading decisions will require the exercise of judgment by the principals to accomplish the longer term goals. As a result, the success of trading depends largely on the trading ability, knowledge, and discretion of Trade Angle Advisors. &

   

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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Reward
Compound RoR:
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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
-0.02 1 1 3/1/2008 4/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
39.07 5 5/1/2008 9/1/2008
29.54 3 1/1/2008 3/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-0.02 1 4/1/2008 4/1/2008
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Time Windows Analysis

 1 Month3 Month
Number of Periods9.007.00
Percent Profitable88.89100.00
Average Period Return6.9019.69
Average Gain7.7619.69
Average Loss-0.02
Best Period16.6829.54
Worst Period-0.029.94
Standard Deviation5.816.26
Gain Standard Deviation5.566.26
Loss Standard Deviation
Sharpe Ratio (1%)1.173.11
Average Gain / Average Loss388.00
Profit / Loss Ratio3104.00
Downside Deviation (10%)0.17
Downside Deviation (5%)0.03
Downside Deviation (0%)0.01
Sortino Ratio (10%)37.38
Sortino Ratio (5%)198.51
Sortino Ratio (0%)1034.33

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.