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Program Details

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MacroTrend Strategies 

Global Horizon

Manager: Louis Llanes

Address: 8400 E Cresent Parkway, Greenwood Village, CO, 80111, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jun 3, 2013
AUM:$1,963,614
QEP:Yes
Incentive Fee:25%
Annual Mgt Fee:1%
Min Investment:$250,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-0.09%44.89%
Annual ROR:-0.03%13.16%
YTD:0.00%5.53%
1 Year:1.06%14.71%
Alpha:0.20
Beta:-0.21
Statistics Program S&P 500
Average Monthly Gain:2.33%2.81%
Average Monthly Loss:-2.01%-2.48%
Winning Months:1722
Losing Months:1914
Current DD:11.560.50
Max DD:12.508.89
Sharpe Ratio (RF 1%):-0.10
Annualized Std Dev:10.34

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Quantitative:70%
Trend Following:30%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20161.435.13-8.342.51-1.41-1.22
20157.69-0.95-1.70-0.16-0.99-4.841.200.600.98-1.08-0.25-3.64-3.59
2014-1.632.34-1.070.12-2.671.536.124.10-1.29-1.792.251.529.54
20130.89-2.21-1.300.211.01-0.15-2.69-4.23

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Global Horizon program trades a diversified portfolio of North American futures products. The strategy seeks to capture alpha from trends based on our research of explanatory variables using our proprietary "Evidence-Based" Methodology. Our unique process is systematic and incorporates both fundamental and technical data. The strategy emphasizes an intermediate to long-term time horizon. Round-turns per millions average 820 and the margin-to-equity typically ranges between 8-10%. The strategy targets volatility to be under a 1.5% daily standard deviation on a fully funded basis.

Company Info

Louis Llanes, CFA CMT founded MacroTrend Strategies, LLC in 2013. His vision was born from his experience as a Senior Portfolio Manager for a major bank and quantitative analysts since 1994. His investment philosophy is driven by the wisdom that markets are not entirely efficient.

We offer investment advice across a number of different strategies based on unique MacroTrend processes. The firm employs an "evidence-based" approach to managing investments pursuing opportunities founded on research. Our business is entirely client-focused providing investment solutions to individuals and their advisors.

We are regulated in the United States as a registered investment advisor and a Commodity Trading Advisor with the Commodity Futures Trading Commission. We are a United States company located in Greenwood Village, Colorado.

Manager Info

Louis Llanes, CFA CMT founded MacroTrend Strategies, LLC in 2013. His vision was born from his experience as a Senior Portfolio Manager for a major bank and quantitative analysts since 1994. His investment philosophy is driven by the wisdom that markets are not entirely efficient.