Vector Capital Group AG : News Candle Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 2.71% May Performance 2.71% Min Investment £ 100k Mgmt. Fee 2.00% Perf. Fee 30.00% Annualized Vol Sharpe (RFR=1%) CAROR Assets £ 248k Worst DD N/A S&P Correlation 0.00 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 May Qtr 2020 1yr 3yr 5yr 10yr Since5/2020 News Candle 2.71 - 2.71 - - - - 2.71 S&P 500 4.53 - -5.77 - - - - 23.38 +/- S&P 500 -1.82 - 8.48 - - - - -20.67 Strategy Description SummaryNews Candles is a patient strategy that looks for highly specific patterns based on candlesticks across all timeframes. This is based on Supply and Demand zones, where there are orders waiting to be unloaded in the zones for either the sell or the buy side. Once the zone has been identified,... Read More Account & Fees Type Managed Account Minimum Investment £ 100k Trading Level Incremental Increase £ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 30.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity 2% Targeted Worst DD 10.00% Worst Peak-to-Trough -0.51% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 20.00% Intraday 80.00% Decision-Making Discretionary 20.00% Systematic 80.00% Strategy Counter-trend 40.00% Pattern Recognition 30.00% Technical 30.00% Composition Currency FX 85.00% Stock Indices 10.00% Precious Metals 5.00% SummaryNews Candles is a patient strategy that looks for highly specific patterns based on candlesticks across all timeframes. This is based on Supply and Demand zones, where there are orders waiting to be unloaded in the zones for either the sell or the buy side. Once the zone has been identified, the price levels will be marked. The strategy will then wait for the market to reach the price level and then execute accordingly at the price. The strategy also considers the approach it has to the price level, if it sees a slow steady and approach then it tends to ignore the setup, however, when we see a fast approach then the strategy tends to take the trade as this is a sign that we will see a reversal or a retrace, as the orders books will need to be balanced. Before the market reaches to the level, a calculation will be taken place of the stop loss, however, the take profit will not be known until the market creates it pattern of how it approaches the price, which is all based on candlestick patterns. Trades are aimed to be held for a few hours depending on the setups, and it also does consider the economic data release and looks for patterns on the currency pairs that will be impacted. If the candlestick patterns are not visible then the strategy will ignore the currency pairs and the news event. A very low percentage of the trades can be held for a few days with a very low lot size, depending on the time frame the strategy has picked up the pattern form. The strategy will have multiple take profits zones, where it will rarely close 100% of the position at one price, unless there is no volatility in the market to help reduce the risk. It will use the same rules on all the FX pairs, commodities, and indices and only execute once all the defined rules have been ticked.Investment StrategyStrategy Highlights: - Proprietary algorithmic technical indicator dashboard - Trades almost daily. - Works very well during high impact news events - Scales into trade using multiple entry levels within the defined zone for best price - Discretionary macro oversight for setup selection based on experience of lead manager and research team. - Intraday price action scalping strategy, - Trades currencies, equity indices, commodities. Risk ManagementRisk Management: - No more than 1.5% equity is at risk on any one trade. - Max risk is scaled into over a number of smaller trades taken at different prices within the defined zone. (E.g First trade will allow 0.6% risk, second trade if opened will allow 0.9% risk = total risk 1.5%) - We use a global portfolio draw down limit of 10% at which point positions are closed out. - Pre-defined stop loss orders and trailing stops used. - Almost all risk is taken off on fridays. - Size is scaled down at month end to protect profits. 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 Consecutive Gains Run-up Length (Mos.) Start End 2.71 1 5/1/2020 5/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End Show More 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