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Quantum Leap Capital Management 

Quantum Leap Capital Management (CTA)

Manager: Alejandro Diego

Address: 4295 San Felipe, Houston, TX, 77027, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Aug 1, 2006
AUM:$10,200,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$150,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:205.11%81.22%
Annual ROR:21.41%10.89%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:2.04
Beta:-0.55
Statistics Program S&P 500
Average Monthly Gain:8.05%3.73%
Average Monthly Loss:-3.61%-4.51%
Winning Months:3339
Losing Months:3630
Current DD:0.0015.43
Max DD:24.4652.56
Sharpe Ratio (RF 1%):0.69
Annualized Std Dev:29.75

Methodology

Discretionary:50%
Systematic:50%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Counter Trend:10%
Technical Analysis:10%
Trend Following:80%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2012-0.880.00-2.505.108.009.70
2011-2.902.3011.406.305.40-1.902.80-3.201.30-4.90-0.604.2020.76
2010-1.10-3.50-1.901.601.00-3.10-1.305.50-2.900.00-1.608.900.87
2009-8.002.100.10-3.50-1.30-0.80-0.70-3.30-2.004.60-2.30-0.80-15.25
20080.6018.603.20-2.20-2.9015.70-16.4014.6011.2033.501.90-3.0090.19
20079.30-7.50-10.007.80-2.70-3.706.60-13.3028.604.2025.30-0.7041.63
2006-3.20-4.3013.90-5.200.03

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Quantum Leap is a swing trading program which can profit from both rising and falling markets by capturing short to medium term trends (5-15 days on average) in over 15 different futures markets. It uses a combination of proprietary technical trading signals together with discretion from the Advisor to decide when to enter a trade. Profit targets are not established at the onset of each trade. Rather, when a market has made a significant directional move, an aggressive exit strategy is implemented by utilizing several reversal signals in an effort to capture a large percentage of open profits. The program has a strict stop-loss rule of a small percentage of equity per trade (typically less than 1% of equity). The program is designed to respond quickly to changing market bias from short to long and vice-versa. Contrary to most systematic trading approaches, the Advisor may decide to forgo certain trades that do not meet minimum criteria in order to filter out low-probability trades. This discretion results in the program missing certain market moves, yet is implemented in an effort to avoid continuous false signals, which mitigates drawdown size. Under certain conditions, initial positions may be added to, specifically when the initial position is profitable and when the entire trade will not exceed the risk parameters of the program.

Company Info

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Manager Info

Alejandro is a successful entrepreneur and has over 12 years of trading experience. He has been founder of 6 different companies, including MacWare, Mac Zone of Mexico, Oelli, Solexico, Ollin Studio, and Quantum Leap Capital Management. Alejandro has a degree in Electronic Engineering from Rice University in Houston, Texas. He was named entrepreneur of the year by Expansion - Time Warner in Mexico and his company Ollin Studio recently participated in the visual effects of the Academy Award wining film for best visual effects The Curios Case of Benjamin Button. Alejandro has a Series 3 (National Commodity and Futures) licence.