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Program Details

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Futures Truth Company CTA 

MS4

Manager: John Hill

Address: 294 N Hillside Rd, Hendersonville, NC, 28791, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Oct 1, 2007
AUM:$1,000,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$250,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:60.83%64.29%
Annual ROR:5.13%5.36%
YTD:-1.71%12.03%
1 Year:-1.81%17.97%
Alpha:-0.01
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:2.28%2301.31%
Average Monthly Loss:-1.37%-2.60%
Winning Months:5782
Losing Months:5732
Current DD:20.140.04
Max DD:20.2352.56
Sharpe Ratio (RF 1%):0.42
Annualized Std Dev:9.92

Methodology

Discretionary:10%
Systematic:90%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Mean Reversion:20%
Momentum:20%
Pattern Recognition:30%
Trend Following:30%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2017-1.07-0.770.12-1.71
2016-0.360.31-0.80-0.11-0.22-0.810.10-1.46-2.070.66-0.740.65-4.78
2015-1.56-1.68-0.450.23-2.730.48-0.601.590.100.41-0.53-1.40-6.04
20140.270.770.54-0.140.790.641.22-0.87-0.181.88-0.70-0.853.38
20132.18-0.43-0.440.06-1.480.28-1.91-0.60-0.200.27-0.32-0.15-2.76
2012-0.290.72-2.781.303.76-1.893.47-0.03-4.161.21-2.70-0.65-2.34
2011-1.04-0.941.090.10-0.773.15-1.200.88-0.38-3.34-1.71-1.93-6.07
20103.86-2.52-4.07-0.388.572.770.183.570.750.651.923.4519.76
20093.48-2.41-0.80-4.2610.070.77-3.972.83-4.051.300.18-2.220.02
20080.18-2.562.85-1.174.82-0.131.978.054.076.992.5015.6050.99
20070.415.483.559.67

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The MS4 program is made up of 4 unique quantitative trading strategies offered by Futures Truth, CTA. The firm specializes in the development of trading strategies designed to capitalize on short term price movements across a diversified portfolio. The strategy was developed through a rigorous quantitative study of a large data base of historical prices and was designed to have a low correlation to trend following strategies. The methodology is extremely short term in nature and utilizes counter trend and
momentum analysis. Positions are held for an average of 2 to 5 days.

Company Info

FTC specializes in the development of trading strategies designed to capitalize on short term price movements across a diversified portfolio. We employ uncompromised research to quantify markets at the highest resolution. Our strategy offering quick maneuverability, we believe, is the optimum way to achieve positive and stable returns over time. With a low correlation to the industry on a monthly and daily basis, our performance statistics are our competitive advantage.

The firm-developed testing software, Excalibur, with its powerful technology, is at the core of our investment approach, allowing us to design, evaluate and improve our trading systems. We go to great lengths to achieve robustness and consistency while managing risk. With more than 25 years of experience consulting with multiple firms and developing our own strategies, FTC has become a driving force in short term systematic development.

FTC is made up of a proven team of professionals each with over 25 years of experience in the CTA space. In a joint venture with Hill Financial Group, FTC helped to design the trading algorithm and provided back office support on the MSP (Multiple Strategy Program). The MSP program, managed by HFG, spanned 11 years and had assets of up to $177 million. Known throughout the trading industry, our principals have authored several sought after books, spoke at seminars throughout the world, and have appeared in magazines and trade journals. With this foundation in strategic development, the team at FTC provides significant preparation for managing today's market environment.

Manager Info

Mr. Hill has researched thousands of trading systems utilizing a multitude of indicators across varied sectors and asset classes. He has brought his applied engineering and mathematical background to trading technology as well as authoring several books on trading techniques including The Ultimate Trading Guide and Building Winning Trading Systems with TradeStation . Over the past 30 years, Mr. Hill as consulted with multiple institutional firms and been a featured speaker at conferences around the world. Additionally, Mr. Hill managed FTC as the research, development, and trading arm for $200 million CTA from 1991 -2002.