Typhon Capital Management, LLC : Arion Financials Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -0.09% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 6.19% Sharpe (RFR=1%) 0.44 CAROR 3.60% Assets $ 4.0M Worst DD -7.32 S&P Correlation -0.39 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since11/2009 Arion Financials Program -0.09 - - - - - 6.08 16.59 S&P 500 4.31 - - - - - 62.38 235.50 +/- S&P 500 -4.40 - - - - - -56.30 -218.91 Strategy Description SummaryThe Arion Financials Program is an intra-day trading program that seeks to capture short- to intermediate-term market directional trends in highly liquid financial and currency futures markets. Arion is a fully systematic, quantitative system designed to identify trading opportunities... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 250k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 5200 RT/YR/$M Avg. Margin-to-Equity 11% Targeted Worst DD Worst Peak-to-Trough 7.32% Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 25.00% Systematic 75.00% Strategy Fundamental 10.00% Technical 90.00% Composition Currency Futures 50.00% Interest Rates 25.00% Stock Indices 25.00% SummaryThe Arion Financials Program is an intra-day trading program that seeks to capture short- to intermediate-term market directional trends in highly liquid financial and currency futures markets. Arion is a fully systematic, quantitative system designed to identify trading opportunities in both trending and choppy markets. The system maintains well-defined, disciplined risk management thresholds, and includes sophisticated filters designed to limit trade execution to statistically optimal trades while avoiding market noise. Arion maintains disciplined cash management procedures, including a sub-system that suspends trading in specific instruments that experience specific drawdown limits until the system retraces defined retracement levels.Investment StrategyThe Arion Financials Program seeks to capture directional market moves in both trending and trading-range market environments. Operating within well-defined risk management thresholds, its sub-strategies execute statistically optimal trades while avoiding market “noise.” Arion aims to achieve returns surpassing CTA and Hedge Fund indices using low leverage and non-correlated sub-strategies. Arion employs trend indicators, such as moving averages and standard deviations which are used to identify intermediate and long term trends of the instrument being traded. Within these trends, long and short trade entry triggers are achieved at certain price levels and confirmed by proprietary algorithms and indicators. The system’s models are highly selective resulting in relatively few trades and periods with no market exposure. Breakout and volatility trades are both utilized, as well. These trades are determined based on the strength of price signals and other derived factors.Risk ManagementArion uses prudent money management principles. Hard trailing stops are entered at the time a trade is initiated. As positions work in the trade’s favor, trailing stops are rolled in favor of the trade, reducing risk as the trade matures. Multiple profit targets are employed so that initial profit targets provide some level of profitability, and additional profit targets attempt to capture larger moves. Trade executions are automated to ensure rapid entry and exit of trades as price levels are achieved. Position management and trading rules used by the system prescribe that a pre-set percent of equity (e.g. 1%) is risked on any given trade. Trailing stops are used to ensure losing trades are quickly exited and to capture profitable trades at optimal points. If a succession of losing trades in a given instrument reach a defined drawdown percentage level, trading is suspended in the instrument. Trading in the instrument will resume upon reaching a defined retracement level. The system dynamically scales the amount of capital deployed based on liquidity and volatility. Arion closes all positions before each day’s close and uses no overnight margin. 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 -7.32 8 6 8/1/2010 4/1/2011 -6.39 23 - 3/1/2012 2/1/2014 -3.72 2 2 2/1/2010 4/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 12.44 4 11/1/2009 2/1/2010 9.51 8 8/1/2011 3/1/2012 8.98 4 5/1/2010 8/1/2010 5.57 2 5/1/2011 6/1/2011 0.71 1 8/1/2013 8/1/2013 0.07 1 8/1/2012 8/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.32 8 9/1/2010 4/1/2011 -3.72 2 3/1/2010 4/1/2010 -3.05 4 4/1/2012 7/1/2012 -3.04 11 9/1/2012 7/1/2013 -1.48 1 7/1/2011 7/1/2011 -1.18 6 9/1/2013 2/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods52.0050.0047.0041.0035.0029.0017.00 Percent Profitable38.4638.0044.6851.2271.4379.3194.12 Average Period Return0.310.901.412.204.096.287.78 Average Gain1.814.445.686.607.258.748.27 Average Loss-0.63-1.26-2.04-2.41-3.81-3.13-0.12 Best Period6.0711.5812.9813.7014.3619.4520.38 Worst Period-4.22-6.58-7.00-4.32-5.63-5.43-0.12 Standard Deviation1.793.514.535.495.976.906.02 Gain Standard Deviation1.833.002.974.233.695.405.85 Loss Standard Deviation0.911.391.740.911.012.03 Sharpe Ratio (1%)0.130.190.200.220.430.620.79 Average Gain / Average Loss2.893.512.782.731.902.7966.19 Profit / Loss Ratio1.812.152.252.874.7510.701059.05 Downside Deviation (10%)1.082.253.615.386.597.319.79 Downside Deviation (5%)0.901.612.282.472.902.501.20 Downside Deviation (0%)0.861.471.981.802.101.650.03 Sortino Ratio (10%)-0.09-0.14-0.29-0.52-0.53-0.54-0.82 Sortino Ratio (5%)0.250.410.400.490.891.713.96 Sortino Ratio (0%)0.360.620.711.231.943.80256.62 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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