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Soaring Pelican, LLC - Overnight Advantage



Principal(s): Samuel Beckers
Strategy: Trend Based Mean Reversion / S-Term / Stock Index
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Statistics & Program Information

Dec Return   -9.05% Worst Drawdown (2)    -35.37% Minimum Investment   $12,500
YTD Return   -20.78% Losing Streak (3)    -25.39 % AUM (5)   $900,000
Annual CROR (1)   -0.56 Sharpe Ratio (4)   0.10 Calmar Ratio (6)    N/A
Trading Methodology
100% Systematic
Style Sub-Categories
Momentum
Pattern Recognition
Quantitative
Trend Anticipatory
Mean Reversion

Trading Style
100% Trend based Mean Reversion
Market Sector
100% Stock Indices
Holding Period
100% Short Term
Sector
US
Contracts
Futures

Start Date   Nov-2020 Currency   US Dollar Margin (7)   15%
New Money   Yes AUM (5)   $900,000 Management Fee    0.00%
Min Investment    $12,500 Annual CROR (1)   -0.56 Incentive Fee    25.00%
Fund Minimum    $0 Losing Streak (3)    -25.39 % Other Fees   None
Notional Funds    Yes Worst Drawdown (2)    -35.37 % Avg Comm (8)   
NFA Member    Yes Sharpe Ratio (4)    0.10 Max Comm (9)   
NFA Number    0489226 Calmar Ratio (6)    N/A Round Turns (10)    3,000
Starting Date:  Nov-2020 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $900,000
Open to US Investors:  Yes Annual CROR:  -0.56%
Minimum Fund Investment:  $0 Worst Monthly Drawdown:  -35.37
Minimum Managed Account:  $12,500 Current Losing Streak:  -25.39 %
Domocile:   Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio:  0.10
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  0.00% Auditor:  Not Listed
Incentive Fee:  25.00% NFA Member:  Yes
Other Fees:  None FINRA Member:  No
Other Memberships:  None
Type of Fund:
Domicile:
Strategy:
Track Record Prepared By: Compliance Supervisors
Correlations: AG CTA Index: 0.176              AG Systematic CTA Index: 0.157             

P - Proprietary Trading Results * C - Client Trading Result * P&C - Combines Client & Proprietary Trading Results (the accounting notes will identify the time frame for each.

1. Rates of Return: Rate of Returns are calculated from the start date of each program. Usually returns are calculated based on the Annual Compounded Rate of Return method. In some cases returns have been calculated on a Non-Compounded basis. This would occur when a Manager trades based on account unit rather than on account equity.

The Annual Compound Rate of Return ("Annual CROR") represents the compounded rate of return or 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. The Annual Rate of Return ("Annual ROR") is the annualized Mean Return.

2. The Worst Peak-to-Valley Drawdown ("Worst 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.

3. Start & End Dates: Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4. The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5. Annualzied Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6. Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7. The Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratios is calculated using a 1% risk-free rate of return.

8. The Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%.

9. The Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10. The Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11. The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12. Minimum Investment represents the minimum account size.

13. Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14. The Number of Winning Months represents the months with positive return.

15. The Number of Losing Months represents the months with negative return.

16. The Percentage of Winning Months represents the % of winning months.

17. Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

18. Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

19. Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

20. Maximum Commisions ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Trading Description, Risk Strategy & Background

The systems used in this program were designed years ago and have performed well since their development. Up until recently the approach has not been tradeable due to the leverage and volatility inherent in the S&P emini contract. Since the development of the micro emini contract, which has reduced leverage, we are now able to offer this approach to clients.

Multiple entries are made into a trending market. Each entry risks approximately 2% of the unit size ($12,500). Stops are in the market during market hours, when the market opens beyond a stop the system exits on the open. This means that there will be times when the 2% stop is exceeded.

Samuel Beckers, CEO, was introduced to trading the financial markets during the dot-com boom in San Francisco in the late 1990's. His mentors were seasoned hedge fund managers that guided his growth and emphasized certain key elements of success. In a short period of time, financial markets experienced unprecedented volatility that educated Mr. Beckers in a variety of market conditions.

Sam began to research liquid markets for short term trading, searching for a consistent, profitable trading advantage. By 2005, observations in his research had led to a fundamental breakthrough which changed the way he viewed markets. Primarily this breakthrough involved looking at account growth from a "risk first" perspective. A year later, he began managing a limited partnership which capitalized on risk management and a unique proprietary trading methodology.

Further refinement and evolution of the methodology naturally led to the futures market and the establishment of the Diversified S&P Program in January, 2011. The program continues to operate after many years using the original concepts, which have repeatedly proven themselves over time.

Mr. Beckers is a Commodity Trading Advisor (CTA), holds a Series 7 designation, and holds a BA in International Business from San Diego State University in California. His passions include all ocean related activities, musical endeavors, spending time with his wife and 2 children, and enjoying the natural beauty of home on Vancouver Island in Canada.

Dario Michalek, CIO is partner and Chief Investment Officer of Soaring Pelican and has approximately twenty years investing experience in stock, options and futures markets and has developed multiple trading strategies based on extensive market behavioral research. He formed Neptune Investing in 2005 and managed client accounts until joining forces with Soaring Pelican in June 2019.

From November 2002 to May 2007 he served as head analyst for Vision Investing Group, LLC a financial newsletter publisher that provides trading education, training and research. Mr. Michalek prepared in-depth analysis reports on S&P 500 and NASDAQ 100 stocks for individual and institutional clients. From August 1999 until October 2002 Mr. Michalek was employed by Mapleton Capital Management, LLC a company that developed trading strategies and conducted trade research. Mr. Michalek was hired to perform research on trading systems and tested thousands of ideas both with computers and manually.

Mr. Michalek resides in Utah with his wife Lori and their six children. He is an avid chess player and a practitioner of the Martial Arts. When he is not trading or doing research he enjoys spending time with his family and working out.

Accounting Notes:

Results from November, 2020 to present are based on live trading of a proprietary account. The results reflect 25% incentive fees and typical commissions that would be experienced by a client.

Monthly Performance Since November 2020

(A Portion of this Performance is based on Proprietary Trading)

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2022 -9.22% -1.99% 4.42% 3.74% 1.41% -8.74% -12.77% 6.84% -2.07% -15.70% 26.93% -9.05% -20.78% -31.37%
2021 2.21% 3.71% 5.51% 4.95% -3.64% 1.44% -2.25% 6.03% -16.05% 12.28% 3.17% -3.16% 11.99% -16.05%
2020  6.74% 4.32% 11.35% 0%

Annual Performance

Years202020212022 YTD
ROR11.35%11.99%-20.78%
Max DD0.00%-16.05%-31.37%



PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

VAMI, Assets under Management & Worst Drawdown

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Monthly Returns

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RISK DISCLOSURE

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND/OR 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 THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

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.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.