White Indian Trading Co. : SCS Interest Rate Program (Proprietary)

Year-to-Date: N / A
Feb Performance: -0.20%

Min Investment: $ 250k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 17.90%
Sharpe (RFR=1%): 0.17
CAROR: 2.57%

Assets: $ 35k
Worst DD: -29.20
S&P Correlation: 0.05

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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	2019	1yr	3yr	5yr	10yr	Since 8/2011
SCS Interest Rate Program (Proprietary)	-0.20	-12.91	-	-2.05	-16.87	-	-	12.34
S&P 500	-0.41	-7.12	-	-8.19	27.57	-	-	58.50
+/- S&P 500	0.21	-5.79	-	6.14	-44.44	-	-	-46.16

Strategy Description

Summary

Unique SCS sub program that trades the Interest Rate futures and options... Read More

Account & Fees

Type: Managed Account
Minimum Investment: $ 250k
Trading Level Incremental Increase: $ 50k
CTA Max Funding Factor
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $13.00
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: 42%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Financial & Metals Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 0%
1-30 Days: 100.00%
Intraday: 0%

Summary

Unique SCS sub program that trades the Interest Rate futures and options

Investment Strategy

This SCS program will sell the straddle thereby attempting to garner the maximum option premium available. The uniqueness comes from the system placing stop orders in the underlying futures contract so that if/when the futures start to trend a position is taken in the underlying futures contract to cover the options on that side of the strike price.

Risk Management

When the underlying futures starts to trend a position is taken in the futures contract in order to cover the options written on that side of the trade. When the market trends down a short futures position is taken to cover the put options. When an up trend occursd a long position is engaged to cover the call option.

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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.

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Index:

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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
-29.20	14	-	3/1/2013	5/1/2014
-10.28	4	5	6/1/2012	10/1/2012
-0.78	1	1	4/1/2012	5/1/2012

Consecutive Gains

Run-up	Length (Mos.)	Start	End
23.68	3	8/1/2011	10/1/2011
17.27	3	9/1/2014	11/1/2014
15.09	5	11/1/2012	3/1/2013
13.19	3	9/1/2015	11/1/2015
10.99	2	9/1/2013	10/1/2013
8.72	1	4/1/2015	4/1/2015
8.51	1	6/1/2014	6/1/2014
6.69	2	3/1/2012	4/1/2012
3.79	1	6/1/2012	6/1/2012
2.78	1	1/1/2014	1/1/2014
2.36	1	7/1/2013	7/1/2013
1.33	1	2/1/2015	2/1/2015
0.90	1	8/1/2012	8/1/2012

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-18.23	4	2/1/2014	5/1/2014
-17.52	3	4/1/2013	6/1/2013
-12.91	3	12/1/2015	2/1/2016
-10.13	2	9/1/2012	10/1/2012
-8.62	2	11/1/2013	12/1/2013
-7.20	2	12/1/2014	1/1/2015
-4.50	1	3/1/2015	3/1/2015
-4.29	4	5/1/2015	8/1/2015
-3.52	2	7/1/2014	8/1/2014
-1.63	1	8/1/2013	8/1/2013
-1.06	1	7/1/2012	7/1/2012
-0.78	1	5/1/2012	5/1/2012

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year
Number of Periods	55.00	53.00	50.00	44.00	38.00	32.00	20.00
Percent Profitable	45.45	54.72	54.00	43.18	31.58	18.75	15.00
Average Period Return	0.34	0.64	0.83	-0.33	-2.47	-7.60	-8.77
Average Gain	4.47	7.13	8.16	11.88	15.13	7.02	2.10
Average Loss	-3.87	-7.87	-7.77	-9.61	-10.59	-10.98	-10.68
Best Period	13.24	23.68	23.68	34.45	34.03	18.47	4.89
Worst Period	-12.74	-17.68	-22.68	-25.73	-24.07	-24.21	-16.87
Standard Deviation	5.17	8.92	10.11	13.13	15.13	10.60	6.51
Gain Standard Deviation	3.43	5.23	5.72	8.35	11.60	6.31	2.50
Loss Standard Deviation	3.65	5.13	6.77	6.98	7.90	8.26	4.85
Sharpe Ratio (1%)	0.05	0.04	0.03	-0.10	-0.26	-0.91	-1.81
Average Gain / Average Loss	1.16	0.91	1.05	1.24	1.43	0.64	0.20
Profit / Loss Ratio	1.20	1.19	1.23	0.94	0.66	0.15	0.03
Downside Deviation (10%)	3.68	6.70	8.28	12.17	16.42	20.63	25.34
Downside Deviation (5%)	3.52	6.15	7.19	9.51	11.88	13.80	13.39
Downside Deviation (0%)	3.48	6.01	6.93	8.89	10.85	12.30	10.76
Sortino Ratio (10%)	-0.02	-0.09	-0.20	-0.44	-0.61	-0.87	-0.97
Sortino Ratio (5%)	0.07	0.06	0.05	-0.14	-0.33	-0.70	-0.88
Sortino Ratio (0%)	0.10	0.11	0.12	-0.04	-0.23	-0.62	-0.81

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.

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Blends 4
Portfolios 3
Watchlists 14

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White Indian Trading Co. : SCS Interest Rate Program (Proprietary)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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