Year-to-Date
N/A
Minimum Investment
20,000
Management Fee 1.50%
Performance Fee 15.00%
Annualized Volatility 9.08%
Sharpe (RFR=1%) 1.36
CAROR 13.76%
Assets 700,000
Worst Drawdown -6.04
S&P Correlation -0.02

Summary

TSFX2 is a highly profitable low risk analytical based system within the foreign exchange market. It is a short term intraday “breakout” volatility model looking for trends in the FX spot market. The automatically generated signal is entered at 8.00am and remains live for 24 hours