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GT CAPITAL CTA 

GT Systematic Day Trading Program

Manager: Guerman Teitelbaoum

Address: 1616 Michael Ln, PACIFIC PALISADES, CA, 90272, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Aug 1, 2017
AUM:$493,000
QEP:No
Incentive Fee:2%
Annual Mgt Fee:33%
Min Investment:$30,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-1.29%13.94%
Annual ROR:-1.29%13.94%
YTD:11.00%5.34%
1 Year:-5.28%11.79%
Alpha:1.54
Beta:-1.27
Statistics Program S&P 500
Average Monthly Gain:5.58%2.27%
Average Monthly Loss:-5.37%-2.30%
Winning Months:69
Losing Months:63
Current DD:5.280.27
Max DD:24.146.48
Sharpe Ratio (RF 1%):-0.10
Annualized Std Dev:23.86

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodIntraday
---------------------------
Technical Analysis:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2018-11.1014.10-5.607.594.700.132.7711.00
20174.21-2.49-4.13-4.01-4.90-11.07

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The GT Systematic Day Trading Program utilizes trading techniques over short time frames and trades only futures, and not options. The market data is analyzed on an intraday basis with positions rarely (if ever) being held overnight. As such, the program involves “day-trading,” which involves initiating and exiting a position on the same trading day.The GT Systematic Day Trading Program relies primarily technical indicators, specifically the Elliot Wave Principle, in determining positions. The Elliott Wave Principle is a form of technical analysis used by trader to analyze financial market cycles and forecast market trends by identifying extremes in investor psychology, highs and lows in prices, and other collective factors. The Elliott Wave Principle posits that collective investor psychology, or crowd psychology, moves between optimism and pessimism in natural sequences. These mood swings create patterns evidenced in the price movements of markets at every degree of trend or time scale. The program will result on both trend following and counter trend following position. While GT Capital makes every effort to adhere to this trading program, GT Capital reserves the right to take appropriate actions outside the systems if warranted by exceptional or unusual market conditions or if the world situation results in unusually high amounts of risk. The Advisor generally attempts to limit its daily risk to between one fourth of a percent (0.25%) and four percent (4%) of an account’s equity per day. However, there is no guarantee that losses will be limited to these amounts.

Company Info

GT Capital CTA is a corporation organized on March 23, 2007 under the laws of the State of California and initially formed as a business consulting and administrative services firm. GT Capital CTA has been registered with the Commodity Futures Trading Commission ("CFTC") as a Commodity Trading Advisor ("CTA") since May 12, 2009, and has been a member of the National Futures Association ("NFA") since that date.
The Advisor is offering Clients an opportunity to participate in managed account programs which seek capital appreciation of Clients' assets through speculative trading in commodity futures and options on commodity futures. There is no representation
being made that these programs will be successful in achieving this goal.

Manager Info

Guerman Teitelbaoum is the sole principal and President of GT Capital CTA. He is responsible for all aspects of the firm’s operation, including market research, trading, operation and management. He holds a degree in Industrial Economics & Electronics . From July 1998 through September 1999, Mr. Teitelbaoum was the chief executive officer of the International Entrepreneurial Institute, a business consulting and management firm, where he was involved in the development of industrial and aviation projects, storage facilities and marketing. In October 1999, he became the Chief Financial Officer, Secretary and Director of PowerSource Corporation, a company active in the deregulation of electricity in California and providing consumers more options in choosing electricity providers. After leaving PowerSource Corporation in April 2001, Mr. Teitelbaoum joined Dighton Group, an investment management company, in May 2001 where he acted as a risk manager, trading system developer and back office manager until August 2011. On August 14, 2008, he became registered as an Associated Person (“AP”) and was approved as Principal of Dighton Capital USA, a registered CTA and Commodity Pool Operator, where he acted as a risk manager and assisted with back office operations such as accounting, updating databases and bill processing.   On July 6, 2009, he withdrew his AP registration and Principal listing with Dighton Capital USA, and was listed as a Principal of Dighton Capital CTA Limited, a registered CTA, from July 8, 2009 until his withdrawal from the company on October 20, 2011. While at Dighton Capital CTA Limited, he assisted in risk management and acted in an administrative capacity by coordinating with and assisting the company’s accountants, attorneys and vendors in performing their services for the company.