Trading Study : SPK – E-Mini S&P 500 Option Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 0.00% Min Investment $ 15k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.50% Sharpe (RFR=1%) 0.10 CAROR 1.47% Assets $ 0k Worst DD -12.79 S&P Correlation -0.19 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since10/2009 SPK – E-Mini S&P 500 Option 0.00 - - - 10.85 3.24 5.91 14.73 S&P 500 1.79 - - - 36.22 49.85 251.60 275.82 +/- S&P 500 -1.79 - - - -25.37 -46.61 -245.69 -261.09 Strategy Description SummarySPK option trading is the proprietary model which has personally developed by Alexander Shpak and offered to our clients since September 2009. The SPK trading model is based on a technical analysis (Scheme Charts - charts compression technique) and statistical research of the last... Read More Account & Fees Type Managed Account Minimum Investment $ 15k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $4.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 6500 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -10.00% Worst Peak-to-Trough 8.37% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 5.00% 1-30 Days 95.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-purchasing 65.00% Option-spreads 15.00% Option-writing 10.00% Trend-following 10.00% Composition Stock Indices 100.00% SummarySPK option trading is the proprietary model which has personally developed by Alexander Shpak and offered to our clients since September 2009. The SPK trading model is based on a technical analysis (Scheme Charts - charts compression technique) and statistical research of the last 20 years (since 1996) of the daily and intra-day changes of the United States stock markets.The strategy involves the trading of various series mini S&P puts and calls options on the S&P 500 future (ES, EW, EOM option series).Investment StrategyThe trading involves combination of options strategies by buying and selling E-Mini S&P 500 options, usually between 2-6 weeks until expiration and depending on the current market conditions. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: 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: Reward/Risk 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 -12.79 8 2 6/1/2017 2/1/2018 -10.96 3 - 6/1/2018 9/1/2018 -8.37 3 7 9/1/2014 12/1/2014 -6.43 3 12 7/1/2015 10/1/2015 -3.95 5 5 6/1/2010 11/1/2010 -2.48 2 5 8/1/2013 10/1/2013 -2.26 2 3 4/1/2014 6/1/2014 -1.76 4 3 10/1/2016 2/1/2017 -1.56 1 3 4/1/2013 5/1/2013 -0.80 3 1 1/1/2010 4/1/2010 -0.48 20 1 7/1/2011 3/1/2013 -0.17 1 1 1/1/0001 10/1/2009 -0.02 1 1 5/1/2011 6/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.50 4 3/1/2018 6/1/2018 7.40 5 1/1/2015 5/1/2015 6.64 3 11/1/2009 1/1/2010 4.59 3 8/1/2016 10/1/2016 4.51 6 12/1/2010 5/1/2011 4.48 4 1/1/2014 4/1/2014 4.19 2 5/1/2010 6/1/2010 2.86 1 7/1/2015 7/1/2015 2.37 3 4/1/2016 6/1/2016 2.11 1 9/1/2015 9/1/2015 2.01 2 11/1/2015 12/1/2015 1.57 2 5/1/2017 6/1/2017 1.45 1 9/1/2014 9/1/2014 1.37 1 3/1/2017 3/1/2017 1.36 1 4/1/2013 4/1/2013 1.28 1 6/1/2013 6/1/2013 1.19 1 11/1/2014 11/1/2014 1.05 1 2/1/2016 2/1/2016 1.03 1 7/1/2014 7/1/2014 0.93 1 8/1/2013 8/1/2013 0.75 1 7/1/2011 7/1/2011 0.33 1 11/1/2013 11/1/2013 0.20 1 12/1/2017 12/1/2017 0.10 1 12/1/2016 12/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.96 9 7/1/2018 3/1/2019 -7.60 5 7/1/2017 11/1/2017 -6.24 1 10/1/2014 10/1/2014 -6.22 1 8/1/2015 8/1/2015 -5.81 2 1/1/2018 2/1/2018 -3.95 5 7/1/2010 11/1/2010 -3.42 1 12/1/2014 12/1/2014 -2.48 2 9/1/2013 10/1/2013 -2.29 1 10/1/2015 10/1/2015 -2.26 2 5/1/2014 6/1/2014 -1.56 1 5/1/2013 5/1/2013 -1.14 2 1/1/2017 2/1/2017 -1.00 1 3/1/2016 3/1/2016 -0.82 1 1/1/2016 1/1/2016 -0.80 3 2/1/2010 4/1/2010 -0.73 1 11/1/2016 11/1/2016 -0.52 1 7/1/2013 7/1/2013 -0.48 20 8/1/2011 3/1/2013 -0.37 1 7/1/2016 7/1/2016 -0.17 1 10/1/2009 10/1/2009 -0.14 1 6/1/2015 6/1/2015 -0.11 1 8/1/2014 8/1/2014 -0.02 1 4/1/2017 4/1/2017 -0.02 1 6/1/2011 6/1/2011 -0.01 1 12/1/2013 12/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods113.00112.00109.00103.0097.0091.0079.0067.0055.00 Percent Profitable42.4850.0055.0563.1167.0168.1381.0179.1087.27 Average Period Return0.140.450.591.311.582.132.903.413.97 Average Gain1.593.053.533.423.854.244.234.835.05 Average Loss-1.39-3.10-4.10-2.73-3.02-2.39-2.76-1.96-3.41 Best Period13.5819.6918.2910.8510.5014.4114.0814.7915.15 Worst Period-6.24-12.84-22.39-10.23-15.74-14.25-9.82-7.48-9.02 Standard Deviation2.164.395.213.794.234.523.893.974.37 Gain Standard Deviation2.053.993.952.492.533.512.832.963.31 Loss Standard Deviation1.733.214.452.793.112.802.462.403.65 Sharpe Ratio (1%)0.030.040.020.080.020.03-0.03-0.16-0.26 Average Gain / Average Loss1.140.980.861.251.271.771.532.471.48 Profit / Loss Ratio1.271.411.442.542.593.796.539.3410.15 Downside Deviation (10%)1.543.224.705.197.339.2713.4318.5624.05 Downside Deviation (5%)1.392.723.662.603.152.992.873.233.71 Downside Deviation (0%)1.362.623.452.162.472.061.591.381.71 Sortino Ratio (10%)-0.17-0.24-0.40-0.71-0.82-0.88-0.96-0.98-0.98 Sortino Ratio (5%)0.040.070.030.120.030.04-0.05-0.20-0.30 Sortino Ratio (0%)0.110.170.170.610.641.031.832.462.32 Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 6 0.00 12/2018 Option Strategy Index Month 6 0.00 10/2018 Option Strategy Index Month 10 -3.90 7/2018 Stock Index Trader Index Month 1 4.02 6/2018 Discretionary Trader Index Month 5 4.02 6/2018 Option Strategy Index Month 1 4.02 6/2018 Option Strategy Index Month 7 0.11 5/2018 Option Strategy Index Month 2 5.26 4/2018 IASG CTA Index Month 3 5.26 4/2018 Discretionary Trader Index Month 3 5.26 4/2018 Stock Index Trader Index Month 3 5.26 4/2018 Option Strategy Index Month 1 13.58 3/2018 IASG CTA Index Month 2 13.58 3/2018 Discretionary Trader Index Month 2 13.58 3/2018 Stock Index Trader Index Month 1 13.58 3/2018 Option Strategy Index Month 5 -1.13 2/2018 Option Strategy Index Month 7 0.20 12/2017 Option Strategy Index Month 10 -0.21 7/2017 Option Strategy Index Month 10 1.37 3/2017 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel