Managed Futures Database, Resource & Tools

Program Details

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Parizek Capital, Inc. 

Parizek Futures

Manager: Scot Lowry

Address: 9827 Waltham Drive, Richmond, VA, 23238, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Apr 1, 2000
AUM:$2,605,488
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$500,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:213.87%61.20%
Annual ROR:10.38%4.21%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:1.25
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:5.46%6286.30%
Average Monthly Loss:-4.92%-3.69%
Winning Months:80129
Losing Months:5910
Current DD:17.0119.11
Max DD:46.0852.56
Sharpe Ratio (RF 1%):0.39
Annualized Std Dev:24.12

Methodology

Discretionary:1%
Systematic:99%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Counter Trend:20%
Momentum:10%
Pattern Recognition:20%
Technical Analysis:10%
Trend Following:40%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20115.22-2.09-7.07-2.20-7.43-9.138.648.7910.43-15.05-12.67
2010-3.21-5.459.40-4.612.93-3.681.412.2511.5413.21-7.3211.5228.14
2009-3.53-0.11-11.24-4.6813.36-6.583.351.600.15-5.537.37-1.88-9.63
20087.8222.84-6.53-7.337.351.63-5.857.8314.6834.137.325.23120.73
20070.55-2.323.513.59-2.666.930.58-4.457.97-1.086.87-2.2517.54
20066.10-2.080.341.602.21-5.23-6.01-1.272.45-0.501.841.210.03
2005-6.853.88-2.00-4.270.030.67-1.82-8.191.912.554.125.03-5.83
20045.655.770.72-8.03-10.36-8.07-4.92-7.942.54-1.97-1.47-0.40-26.35
20034.356.22-12.103.7312.26-12.096.063.60-1.188.83-5.266.1318.50
20021.78-6.771.460.571.2513.427.530.615.53-12.31-2.482.5011.27
20015.32-4.4614.020.440.232.221.793.979.662.42-7.53-3.6924.98
2000-0.04-2.92-1.14-0.870.54-2.593.110.718.194.64

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Futures Trading Program is a proprietary systematic long-term trend following system developed by Scot Lowry. Mr. Lowry converted his knowledge and research of the markets into a mechanical trading approach. The Program looks for specific turning points which signal new trends, and attempts to enter trades earlier than most long-term technical systems. The Program is 99% mechanical, based on technical data, using price information to signal entry and exit points. The only discretion used is to add or delete markets traded due to liquidity issues. The Futures Trading Program trades on-exchange futures and currencies in Asia, Europe and the United States. It also trades Metal Contracts on the LME exchange in London.

The Futures Trading Program employs its own built in risk management procedures to limit risk to individual trades and provide overall portfolio protection.

Company Info

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Manager Info

Scot Lowry is the President and sole shareholder of Parizek Capital. Scot Lowry has over 15 years proprietary trading experience in the futures industry. In 1998 he wrote the top selling trading book, The Magic Of Moving Averages. Mr. Lowry graduated from the University of Richmond in 1980 with a B.A. in Psychology. He worked for several years in the restaurant business. He was Vice President of Operations and Supervisor of Construction for R.A. Lowry Construction Company from April 1984 to March 2000. In April of 2000 he set up and began trading a non-registered (exempt CFTC Regulation 4.13 a 2) commodity pool which he has continually traded through the present. He was affiliated with Richmond Capital Corporation, a Commodity Trading Advisor, as a system designer and execution manager from June 2001 to May 2002. From June 2002 to December 2002 he continued trading the exempt pool created April 2000. From January 2003 to July 2006, Scot Lowry was affiliated with Hamer Trading, Inc., a Commodity Trading Advisor, as execution manager of the Lowry Program. Scot Lowry became an Associated Person with Hamer Trading on August 29, 2003 and a Principle on October 2, 2003. Lowry was withdrawn from Hamer Trading on July 21, 2006. Scot Lowry became Principal of Parizek Capital on June 12, 2006 and became an Associated Person of Parizek Capital on July 14, 2006.