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White Indian Trading Company Limited 

SC Strangle Energy prop

Manager: Robb Ross

Address: 316 Ridgewood Rd., Fort Worth, TX, 76107, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jul 1, 2012
AUM:$100,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$250,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:15.39%73.45%
Annual ROR:5.34%22.17%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:-0.01
Beta:0.42
Statistics Program S&P 500
Average Monthly Gain:2.68%2.56%
Average Monthly Loss:-4.41%-2.05%
Winning Months:2324
Losing Months:109
Current DD:22.311.74
Max DD:22.993.56
Sharpe Ratio (RF 1%):0.29
Annualized Std Dev:15.07

Methodology

Discretionary:1%
Systematic:99%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Option Writing:66%
Trend Following:34%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20154.49-2.66-0.820.88
20144.233.23-1.122.860.740.74-8.494.81-16.59-2.411.17-2.50-14.47
20132.362.341.64-5.20-1.16-3.125.391.642.891.601.775.5716.28
20122.402.121.213.142.502.8015.02

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

SC Strangle Energy strategy is a Unique Delta Covered Managed Futures program that focus' on the Energy market. The underlying futures are utilized as a hedge against the decaying premium captured.

Company Info

Mr. Ross is the owner of White Indian Trading Company. The trading approach draws upon Mr. Ross' judgment, experience and his knowledge of the

technical factors affecting various commodity markets and attempts to identify optimal trading opportunities. The approach is primarily guided by

trading systems. Even though some of his systems are trend following, currently the main system traded - "STAIRS" is an intermediate counter trend

system. The trading systems which are used and which guide the trading decisions were developed by Robb through intense research designed to

uncover trading opportunities. Primarily, this research focused on events in the marketplace which are often precursors to the development of the

intermediate counter trends. The trading approach relies heavily on the disciplined management of risk. In evaluating the various factors which

make up a trading decision, the systems pay close attention to each trade's risk-reward potential, how it fits into the risk profile of the entire

portfolio, and whether it adheres to the account's overall trading goals.

Degree in Mathematics with a Computer Science Minor. Has traded for over 25 years utilizing various Derivative instruments.

Risk Management Note
Several different technical methods to generate stops in an attempt to preserve capital

Accounting Notes
All Monthly performance numbers are compiled by an independent CPA firm with ove 25 years experience in the Futures industry.

Manager Info

Featured in Futures Magazine Top Traders of 2012 Mr. Ross has over 25 years experience in system development and trading. Having worked at Microsoft, NASA, ARCO, & Equitable Mr. Ross harnesses this experience into systematic approaches to the futures markets. White Indian trading company offers unique programs to the Managed Futures client.