Trading Study : TSP500 – E-Mini S&P 500 Futures and Options Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance 0.00% Min Investment $ 20k Mgmt. Fee 2.00% Perf. Fee 0% Annualized Vol 20.22% Sharpe (RFR=1%) -1.54 CAROR - Assets $ 40k Worst DD -15.85 S&P Correlation -0.72 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since12/2018 TSP500 – E-Mini S&P 500 Futures and Options 0.00 - - - - - - -12.56 S&P 500 3.93 - - - - - - 39.62 +/- S&P 500 -3.93 - - - - - - -52.18 Strategy Description SummaryTSP 500 is systematic, non-discretionary, trend following, swing program based on the technical analysis approach of the Japanese KAGI and the statistical research of market behavior. The strategy is offered through separately managed accounts that produce daily transparency and l... Read More Account & Fees Type Managed Account Minimum Investment $ 20k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.50 Management Fee 2.00% Performance Fee 0% Average Commission $20.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD -30.00% Worst Peak-to-Trough 0% 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% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Fundamental 5.00% Option-purchasing 5.00% Option-spreads 10.00% Technical 40.00% Trend-following 40.00% Composition Stock Indices 100.00% SummaryTSP 500 is systematic, non-discretionary, trend following, swing program based on the technical analysis approach of the Japanese KAGI and the statistical research of market behavior. The strategy is offered through separately managed accounts that produce daily transparency and liquidity.Investment StrategyThe TSP 500 Strategy is systematic and is founded on Trading Study execution model connected to the movement and S&P 500 pricing. The decision to buy or sell E-Mini SP500 futures contracts or option strategy is made based upon signals from Japan KAGI charts. The program will transact currently in equity index futures options and the e-mini futures contracts. The minimum investment for this program is $20,000 although the Advisor can use discretion to allow smaller investment amounts. 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 -15.85 3 - 12/1/2018 3/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.90 1 12/1/2018 12/1/2018 0.77 1 2/1/2019 2/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.99 1 1/1/2019 1/1/2019 -7.22 2 3/1/2019 4/1/2019 Show More Time Windows Analysis 1 Month Number of Periods5.00 Percent Profitable40.00 Average Period Return-2.51 Average Gain2.34 Average Loss-8.61 Best Period3.90 Worst Period-9.99 Standard Deviation5.84 Gain Standard Deviation2.21 Loss Standard Deviation1.96 Sharpe Ratio (1%)-0.44 Average Gain / Average Loss0.27 Profit / Loss Ratio0.27 Downside Deviation (10%)5.77 Downside Deviation (5%)5.56 Downside Deviation (0%)5.51 Sortino Ratio (10%)-0.51 Sortino Ratio (5%)-0.47 Sortino Ratio (0%)-0.45 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. x {{title}} x {{title}} Add Cancel