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Agility Trading LLC - Agility Trading Strategy



Principal(s): Eric Schreiber
Strategy: Research Driven / S&P Index
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10930 Lakemore Lane Suite 101
Boca Raton, FL 33498 USA
561-484-7321

Main E-Mail: [email protected]
Marketing E-Mail: [email protected]
Administrative E-Mail: [email protected]

Statistics & Program Information

Mar Return   0.83% Worst Drawdown (2)    -10.41% Minimum Investment   $100,000
YTD Return   4.90% Losing Streak (3)    0.00 % AUM (5)   $1,700,000
Annual CROR:1 21.40% Sharpe Ratio (4)   1.27 Calmar Ratio (6)    N/A
Trading Methodology
100% Systematic
Style Sub-Categories
Pattern Recognition
Research Driven
Research Driven
Trading Style
15% Trend Following
85% Pattern Recognition
Market Sector
100% Stock Indices
Holding Period
2% Long Term
5% Medium Term
90% Short Term
3% Intraday
Geographic Sector
US
Contracts:
Futures

Start Date   May-2019 Currency   US Dollar Margin (7)   
New Money   Yes AUM (5)   $1,700,000 Management Fee    0.85%
Min Investment    $0 Annual CROR 1    21.40% Incentive Fee    25%
Fund Minimum    $100,000 Losing Streak (3)    0.00 % Other Fees   0
Notional Funds    No Worst Drawdown (2)    -10.41 % Avg Comm (8)   $0.00
NFA Member    Yes Sharpe Ratio (4)    1.27 Max Comm (9)   
NFA Number    0536497 Calmar Ratio (6)    N/A Round Turns (10)    0
Starting Date:  May-2019 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $1,700,000
Open to US Investors:  Yes Annual CROR:  21.40%
Minimum Fund Investment:  $100,000 Worst Monthly Drawdown:  -10.41
Minimum Managed Account:  $N/A Current Losing Streak:  0.00 %
Domocile:  Delaware, USA Calmar:  N/A
Subscriptions:  Anytime Sharpe Ratio:  1.27
Redemptions:  Monthly US Attorney:  Norton Rose Fulbright
Lock Up:  None Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Futures Accounting & Compliance
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  0.85% Auditor:  BDO
Incentive Fee:  25.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  0 Other Memberships:  None
Type of Fund:
Futures Fund
Domicile:
Delaware, USA
Strategy:
Futures Strategies
Track Record Prepared By: Futures Accounting & Compliance
Correlations:

Trading Description, Risk Strategy & Background

The Agility Trading Strategy is a precise research driven investment approach with the goal of participating when the S&P500 equity market performs well, while at the same time, providing downside protection when the equity market experiences painful selloffs. The strategy trades futures markets exclusively and does not trade options.

We fundamentally believe in a positive gamma approach to investing and trading, which allows us to accumulate potential profits while protecting against impactful losses. We trade the most liquid exchange traded futures contracts worldwide. Trading options is not part of our strategy.

By blending complimentary strategies that offer negative correlation at key times, when combined, they are specifically designed with the objective of providing consistently outperforming risk adjusted returns.

Performance

Monthly Performance Since May 2019

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2024 -0.21% 4.26% 0.83%   4.9% -0.21%
2023 -2.63% 6.77% -7.50% 0.68% 5.57% 1.74% -3.20% -2.67% 0.37% -3.55% 9.10% 6.27% 9.97% -8.79%
2022 -0.34% -6.44% 10.10% -1.73% -4.60% -4.44% 3.37% -0.22% 5.14% -2.12% 1.48% -0.90% -1.83% -10.41%
2021 -3.09% 8.26% 4.36% 4.80% -2.54% 1.34% 0.35% 1.49% -4.04% 7.14% -1.60% 0.85% 17.76% -4.04%
2020 5.30% 0.00% 6.70% 12.17% 2.28% -3.22% 4.43% 7.52% -3.39% 4.17% -2.55% 3.67% 42.43% -3.39%
2019  4.23% 9.96% 0.57% 3.09% 3.22% -2.09% 8.88% 4.47% 36.6% -2.09%

Annual Performance

Years201920202021202220232024 YTD
ROR36.60%42.43%17.76%-1.83%9.97%4.90%
Max DD-2.09%-3.39%-4.04%-10.41%-8.79%-0.21%



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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Accounting Notes:

Agility Trading Fund actual performance commenced on 02 March 2021. Actual trading in proprietary account from 13 May 2019 thru 31 October 2020 and 9 November 2020 to 01 March 2021. Actual trading in proprietary account performance results are shown Net of Pro Forma 0.85% management and 25% incentive fees, for illustration. Performance results for actual trading in proprietary account from 13 May 2019 through 31 July 2020 were independently compiled and audited by Futures Accounting and Compliance - available upon request.

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, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES 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.