Trade Angle Advisors LLC : TAS Auto Trade Program without Options

archived programs
Year-to-Date
N / A
Sep Performance
-6.29%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
14.31%
Sharpe (RFR=1%)
1.00
CAROR
-
Assets
$ 1.9M
Worst DD
-6.29
S&P Correlation
0.19

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 without Options -6.29 - - - - - - 11.32
S&P 500 -9.08 - - - - - - 151.29
+/- S&P 500 2.79 - - - - - - -139.97

Strategy Description

Summary

-&The TAS Auto Trade Program is fully automated. Maximum stop limits are always in force. The Program uses straight technical analysis with a primary concentration in the application of Market Profile. The core decision making processes are all a focus in volume and volatility analysis.... 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 20.00%
Average Commission $7.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 7500 RT/YR/$M
Avg. Margin-to-Equity 38%
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 Program is fully automated. Maximum stop limits are always in force. The Program uses straight technical analysis with a primary concentration in the application of Market Profile. 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 conditions, including rising, falling, and sideways markets. The Program seeks to trade opportunities identified across the Russell, Dow, S&Ps,&NASDAQ, and Bonds. The Program seeks to both minimize costs for the investor while maximizing potential returns. Although the program is fully automated the principals do reserve the right to turn the systems on and off based on happenings such as impending news events, high correlation issues, and technical malfunctions.

   

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
Average RoR:
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
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Risk
Standard Deviation:
Worst Loss:
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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
-6.29 1 - 8/1/2008 9/1/2008
-3.04 1 1 3/1/2008 4/1/2008
-0.27 1 1 6/1/2008 7/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
11.97 3 1/1/2008 3/1/2008
6.42 2 5/1/2008 6/1/2008
3.10 1 8/1/2008 8/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-6.29 1 9/1/2008 9/1/2008
-3.04 1 4/1/2008 4/1/2008
-0.27 1 7/1/2008 7/1/2008
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Time Windows Analysis

 1 Month3 Month
Number of Periods9.007.00
Percent Profitable66.6785.71
Average Period Return1.274.00
Average Gain3.515.28
Average Loss-3.20-3.65
Best Period6.3011.97
Worst Period-6.29-3.65
Standard Deviation4.134.68
Gain Standard Deviation2.383.56
Loss Standard Deviation3.01
Sharpe Ratio (1%)0.290.80
Average Gain / Average Loss1.101.45
Profit / Loss Ratio2.198.68
Downside Deviation (10%)2.521.84
Downside Deviation (5%)2.371.47
Downside Deviation (0%)2.331.38
Sortino Ratio (10%)0.341.51
Sortino Ratio (5%)0.502.55
Sortino Ratio (0%)0.552.90

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.