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Pere Trading Group, LLC 

Pere Trading Program

Manager: David Pere

Address: 4731 SW Branch Terrace, Palm City, FL, 34990, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jun 15, 2005
AUM:$19,716,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:0%
Min Investment:$50,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:817.43%98.30%
Annual ROR:30.82%8.65%
YTD:0.00%5.53%
1 Year:0.00%14.40%
Alpha:1.59
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:10.65%4898.59%
Average Monthly Loss:-9.00%-3.19%
Winning Months:6383
Losing Months:3616
Current DD:13.323.13
Max DD:60.7352.56
Sharpe Ratio (RF 1%):0.52
Annualized Std Dev:57.39

Methodology

Discretionary:0%
Systematic:100%

Strategy

DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Counter Trend:80%
Trend Following:20%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2013-14.8814.76-7.6913.38-16.3126.94-18.666.56-5.86
2012-7.655.882.015.62-12.125.566.511.471.0910.85-0.830.8518.37
20111.484.54-1.14-4.480.51-5.6610.33-5.2938.469.005.804.6865.91
2010-5.914.59-12.426.07-0.372.737.050.60-3.964.65-4.240.05-2.97
2009-6.06-18.05-3.3643.151.87-8.56-12.016.841.01-13.636.6011.02-3.71
2008-29.9832.9318.19-14.0220.8718.3329.1525.2999.87-55.36-1.6820.28130.97
20070.86-8.81-0.38-3.06-0.24-1.19-13.7217.9913.007.7633.446.5854.36
20063.352.430.935.924.401.226.68-3.345.326.77-2.20-1.0634.18
20051.840.432.830.186.98-5.614.3511.02

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Pere Trading Program analyzes intra-day E-mini S&P 500 futures price changes in conjunction with daily price changes over a recent span of days to compute daily trading signals. From this analysis, the Pere Trading model calculates a desired position in the E-mini S&P 500 futures contract and trades this market accordingly. The model is short term in nature, trading as frequently as daily or holding positions as long as two weeks. The system is always in the market (either long or short) therefore each trade executed is a reversal of position from long to short or short to long.

Company Info

Pere Trading Group, LLC (Pere Trading) is a Florida Limited Liability Corporation organized in August of 2006. Pere Trading registered with the Commodity Futures Trading Commission (CFTC) as a Commodity Trading Advisor (CTA) on August 17, 2006, and is a member of the National Futures Association (NFA) since that date.

Manager Info

David Pere, born is 1963, is the sole Principal and President of Pere Trading. In August 2006 David registered with the NFA and CFTC as an Associated Person (AP) and Principal of Pere Trading. David is responsible for all aspects of the firm's operation, which include, system development, research, trading, operations and management. David received a BS from Creighton University in 1985 and has over 20 years of experience trading futures markets and developing trading systems. From July 1988 to January 2005 David worked for Dunn Capital Management, Inc. (DUNN). In September 1988 he registered as an AP and in September 1991 he registered as a Principal of DUNN. DUNN is a Commodity Trading Advisor and Commodity Pool Operator who has managed client funds since 1974 and is highly regarded as a pioneer in the field. David joined DUNN as Assistant Office Manager in July 1988 and was promoted to Office Manager in October 1990, to Research Associate in April 1994, to Vice President, Research and Operations in August 1997 and to Senior Vice President in 1998. While at DUNN, David became a computer programmer and used these skills by writing many operational and research programs for DUNN. He was involved in continual research of existing trading systems and development of new trading systems. Along with those responsibilities he was also in charge of all trading and back office operations. Since leaving DUNN, David has been developing a proprietary E-mini S&P 500 futures trading program. In June 2005 he commenced trading the program as power of attorney as an exempt CTA for clients and in August 2006 Mr. Pere formed Pere Trading Group, LLC, a Commodity Trading Advisor. He is registered as an AP and Principal with this firm.