Year-to-Date
N/A
Minimum Investment
200,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 9.30%
Sharpe (RFR=1%) -0.63
CAROR
Assets 1,458,530
Worst Drawdown -8.22
S&P Correlation 0.41

Summary

Strategy- Fully systematic pattern recognition program that captures short-term 1 to 7 day trend and counter trend movements. The driving technology comes from the blending of our original class b directional acceleration methodology with the mean reversion and short term momentum trading style from our STP program. We have removed the beta components of each strategy and only trade during preferred market environments. Utilizing only the alpha components of each program, we only execute trades that meet a much more stringent risk to reward ratio standard then the stand alone class b and STP programs.