Capital Trading Group
CTA Profile - Parizek Capital Inc.
Program - Futures Trading Program
Principal(s): Scot Lowry

Trading Strategy: Systematic LT Trend Following

Trading Description:
The Futures Trading Program is a proprietary systematic long-term trend following system. The Program looks for specific turning points which signal new trends, and attempts to enter trades earlier than most long-term technical systems. The Program is 99% mechanical, based on technical data, using price information and price patterns to signal entry and exit points. The only discretion used is to add or delete markets traded due to liquidity issues.

Risk Strategy:
The Futures Trading Program employs its own built in risk management procedures to limit risk to individual trades and provide overall portfolio protection.
Trading Approach
Systematic - 100.00%
 Discretionary - 0.00%
Trading Methodology
Trend Following:
Long Term
Markets Traded

Diversified

Sector
US Markets
Contracts Traded
Futures

Annual Performance Since 2003
2003
0.00%
2004
0.00%
2005
14.29%
2006
0.03%
2007
17.65%
2008
120.75%
2009
-9.66%
Recent Performance
Currency Denomination - US Dollars 
2010 Monthly Return YTD Return Assets Under Mgt
07/31/10 1.37% -3.99% 2,329,016
06/30/10 -3.66% -5.29% 2,294,977
05/31/10 2.92% -1.69% 2,379,490
04/30/10 -4.59% -4.48% 2,309,400
03/31/10 9.35% 0.11% 2,416,824
02/28/10 -5.42% -8.45% 2,207,819
01/31/10 -3.20% -3.20% 2,331,901
2009 Monthly Return YTD Return Assets Under Mgt
12/31/09 -1.88% -9.66% 2,406,355
11/30/09 7.35% -7.92% 2,449,548
10/31/09 -5.52% -14.23% 2,279,254
09/30/09 0.15% -9.21% 2,409,688
08/31/09 1.60% -9.35% 2,403,375



VAMI Chart (Based on a $1,000 Initial Value)
Monthly Percentage Returns Chart

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS


Investment Details
 Disclosure Document Date
05/01/10  
 Starting Date of Program
04/01/00 
 Accepting New Money?
Yes  
 Average  Annual Rate of Return
28.28% 
 Peak to Valley Drawdown
-18.47 % 
Average  Margin as % of Equity
20.00% 
 Round Turns per Million
1,500 
 Minimum Sized Account
1,000,000 
 Currency Denomination
US Dollars 
 Management Fee
2.00% 
 Incentive Fee
20.00% 
 Notional Funding?
Yes  
 Member of NFA
Yes  
 Other Memberships
MFA 


Statistical Definitions

(1) From January 1990 or Starting Date of Program - The Annual Average Rate of Return represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. This includes all monthly data from the inception of the program or from January 1990, whichever is less.
(2) From January 1990 or Starting Date of Program
- The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. "Monthly" indicates that the Worst-Peak-to-Valley Drawdown" is based on monthly Data.

 

 

Risk Disclosure
THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND FOREX IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON. THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

THE ABOVE PERFORMANCE NUMBERS HAVE BEEN SUPPLIED BY THE CTAS. CAPTIAL TRADING GROUP LP NO WAY GUARANTEES THE ACCURACY OF THESE NUMBERS AND HAS SUPPLIED THEM TO YOU FOR INFORMATIONAL PURPOSES ONLY. THIS DOES NOT CONSTITUTE A SOLICITATION TO BUY OR AN OFFER TO SELL. NO INVESTMENT SHOULD BE MADE WITHOUT FULLY REVIEWING THE ASSOCIATED RISK FACTORS, FEES AND CONFLICTS OF INTEREST AS OUTLINED IN EACH CTA'S RISK DISCLOSURE DOCUMENT. THERE MAY BE CTAS WHO HAVE CHOSEN NOT TO PARTICIPATE THAT MAY HAVE BETTER OR WORSE PERFORMANCE THAN THOSE CTAS IN OUR DATABASE.

PLEASE NOTE THAT THERE IS AN INHERENT RISK OF LOSS ASSOCIATED WITH TRADING FUTURES AND OPTIONS CONTRACTS. PLEASE CAREFULLY CONSIDER YOUR FINANCIAL CONDITION BEFORE INVESTING IN FUTURES AND OPTIONS CONTRACTS. FUTURES TRADING IS NOT SUITABLE FOR ALL INVESTORS