Managed Futures Database, Resource & Tools

Program Details

Navigator

Manager: Dario Michalek

Address: 2140 west 125 south, Lehi, UT, 84043, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jul 1, 2018
AUM:$300,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:2.49%7.20%
Annual ROR:10.36%32.04%
YTD:2.49%8.99%
1 Year:2.49%13.15%
Alpha:-1.44
Beta:0.97
Statistics Program S&P 500
Average Monthly Gain:1.67%2.35%
Average Monthly Loss:-0.83%0%
Winning Months:23
Losing Months:10
Current DD:0.830.00
Max DD:0.830.00
Sharpe Ratio (RF 1%):1.42
Annualized Std Dev:6.61

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodIntraday
---------------------------
Pattern Recognition:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20182.920.42-0.832.49

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Investment Strategy
The Navigator program is a systematic (i.e. rules-based), intraday, pattern recognition strategy. The Advisor is opportunistic as it identifies pattern formations that are unique to its research and discoveries it has made over the past two decades. The system trades both sides of the market (long and short) taking advantage of opportunities in both trending and non-trending market conditions.

Risk Management
Multi-layered risk management is applied to the strategy. All positions have a live stop in place as well as a maximum gross exposure limit. We limit max loss per day, week and month. No positions are held over-night. To reduce risk further strategy is applied to the most liquid markets only.

Company Info

Founded in 2005, Neptune Investing is a research-driven investment firm specializing in alternative investment strategies. We seek to achieve positive absolute returns through our investment approach, which is founded on the philosophy that markets are not random and in fact exhibit much order through its behavior and price action. The Advisor’s expertise lies in market behavioral analysis with a focus on market forecasting.

Manager Info

Summary
Founded in 2005, Neptune Investing is a research-driven investment firm specializing in alternative investment strategies. We seek to achieve positive absolute returns through our investment approach, which is founded on the philosophy that markets are not random and in fact exhibit much order through its behavior and price action. The Advisor’s expertise lies in market behavioral analysis with a focus on market forecasting.