Typhon Capital Management, LLC

Arion Financials Program

Year-to-Date
N/A
Minimum Investment
$ 250,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 6.19%
Sharpe (RFR=1%) 0.44
CAROR 3.60%
Assets $4,000,000
Worst Drawdown -7.32
S&P Correlation -0.39

Summary

The 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.