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Program Details

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White Indian Trading Company Limited 

SCS (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:Aug 1, 2010
AUM:$200,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$250,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:40.45%119.29%
Annual ROR:7.55%18.32%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:0.44
Beta:0.19
Statistics Program S&P 500
Average Monthly Gain:2.61%3.22%
Average Monthly Loss:-2.58%-2.46%
Winning Months:3536
Losing Months:2120
Current DD:2.191.74
Max DD:14.6917.03
Sharpe Ratio (RF 1%):0.55
Annualized Std Dev:11.90

Methodology

Discretionary:1%
Systematic:99%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Option Writing:66%
Trend Following:34%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20153.563.80-2.195.14
2014-0.604.141.700.971.846.19-1.831.30-0.86-5.933.30-2.077.85
20130.530.671.97-5.83-3.79-3.44-1.090.894.622.33-3.280.89-5.88
20120.000.000.710.931.93-0.25-1.512.22-3.622.563.892.729.76
201110.841.66-0.593.964.09-2.03-2.94-10.285.72-1.150.000.008.07
2010-0.416.75-0.492.012.8110.95

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

SCS is a unique option premium capture system that engages a straddle, thus capturing maximum premium and liquity, then places stop/limit orders in the underlying futures contract to provide delta neutrality on the one side of the trend.

The system seeks to cover the option on the side of a developed trend, if one should manifest. This avoids the pitfalls of other programs that can get whiped out during a major market move.

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

Robb Ross is a CTA located in Texas. He attended TCU and graduated with a degree in Mathematics from the University of Texas at arlington. He has developed trading systems for over 25 years and has been a registered CTA since August 2006. Providing unique programs such as the counter trend STAIRS program and SCS market neutral premium capture program that provides a level of delta neutrality not found in other programs.

Mr. Ross has worked for various Fortune 500 companies, at NASA during his stint in the defense industry, and has worked at Microsoft twice, once in the Excel division and the other time in the Dot Net division. Mr. Ross also enjoys his wife, children, and performing stand up comedy.