SYSTEMATIC DAY-TRADING PROGRAM (SDT)

SYSTEMATIC DAY-TRADING PROGRAM (SDT)

The SYSTEMATIC DAY-TRADING PROGRAM uses multiple algorithms in several markets as well as using few different time frames in the same market with the objective looking for an intraday trend and then identifying mean reversion to enter what it perceives as the current momentum and market direction. SYSTEMATIC DAY-TRADING also tries to lock in profits rather quickly with the concept of small profits are better than no profits. Once the algorithm identifies a possible trade, the system generates automated orders and employs another algorithm, this time to enter the market at the best price possible. Once in a trade the system triggers correlated targets, stops and trailing stops if certain profit is achieved. The program will look for day-trades in several markets each day in order to have diversification between market segments. The program relies on automatic, software execution in order to make trading more mechanical rather than emotional. The advisor also monitors fundamental data such as economic reports and schedules government data that may affect existing and potential trades. Currently the advisor is planning to trade liquid markets that offer volatility and volume for daytrading such as Mini SP500, Gold futures, mini NASDAQ, US Treasury bond futures, Mini Dow, Crude Oil futures, Euro Currency Futures and other liquid US futures contracts The advisor implies his own set of rules as far as profit levels, maximum number of markets he can be at in any given time and appropriate risk/reward per trade. The program will look for day-trades in several markets each day in order to have diversification between market segments.

The result was a system created based on the following foundation:

Diversification using different markets with different “personalities” offers an edge versus only trading on a specific market.

The advisor believes that markets go through cycles of low volatility and high volatility, cycles of trending price action and choppy price action as well as cycles of higher volumes compare to lower volumes.

The markets are an evolving energy and trading systems used must have the ability to adapt and evolve as well.

Hence the need to incorporate multiple time frames and multiple strategies in an attempt to achieve smoother equity curve and reduce volatility in program performance.

Prospects who are interested, should read the full disclosure document.
Once the algorithm identifies a possible trade, the system generates automated orders and employs another algorithm, this time to enter the market at the best price possible. Once in a trade the system triggers correlated targets, stops and trailing stops if certain profit is achieved. The program will look for day-trades in several markets each day in order to have diversification between market segments. The program relies on automatic, software execution in order to make trading more mechanical rather than emotional. The advisor also monitors fundamental data such as economic reports and schedules government data that may affect existing and potential trades. Currently the advisor is planning to trade liquid markets that offer volatility and volume for daytrading such as Mini SP500, Gold futures, mini Russell 2000, US Treasury bond futures, gold, coffee, natural gas and Crude Oil futures. The advisor implies his own set of rules as far as profit levels, maximum number of markets he can be at in any given time and appropriate risk/reward per trade. Please keep in mind that if stop orders are used to enter or exit the market, the customer should be aware that such orders become market orders when “triggered” and do not ensure that the order will be filled at the price stated on the stop order.

ACCOUNT SIZE:

The minimum account size for the SYSTEMATIC DAY-TRADING is $100,000. You may fund this program notionally with 50% funding level. However, the Advisor reserves the right to waive the requirements on a case-by-case basis.

COMMODITIES AND OPTIONS TRADED:

The primary markets traded will be major e-mini indices, bonds, major currencies, gold, Crude Oil futures and other liquid future markets However, the Advisor reserves the right to trade any and all commodity futures contracts, futures spreads and options on futures on domestic exchanges only. The Advisor will make decisions such as when to add or delete a commodity from his trading list due to an increase or decline in volatility or when to stop trading a particular contract month and begin trading another.

FEES:

Commissions: Max of $13.00 per round-turn per contract. These commissions include, commissions, transaction, exchange and NFA fees but do not include give up fees if applicable. ( max give up fees at $1 per round turn).
Management fee: 2% per annum.
Incentive fees: 25%

RESULTS:

Name of Advisor: LEVEX Capital Management Inc.
Name of Trading Program: SDT
Month 2020
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Annual Rate of Return
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. No representation is being made that a client's account will or is likely to achieve profits or incur losses similar to those shown.

Other Information

Definitions:

Largest monthly percentage drawdown- the losses experienced by the trading program over a specified period, i.e., monthly.
Largest peak-to-valley percentage drawdown- the greatest cumulative percentage decline in month end net asset value due to losses sustained by a trading program during a period in which the initial month end net asset value is not equaled or exceeded by a subsequent month end net asset value.
Monthly rate of return for this program was computed using the OAT method – accounts that experienced material additions or withdrawals were excluded from the ROR calculations for that applicable month using the OAT method of computing ROR.
Year-to-date- return for periods presented is derived by taking the final Value Added Monthly Index (“VAMI”) for the periods presented, subtracting the beginning VAMI of $1,000 and dividing by $1,000.

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