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SpreadEdge Capital, LLC 

SpreadEdge Diversified Seasonal Spreads

Manager: Darren Carlat

Address: 8265 Canal St, Frisco, TX, 75034, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Dec 17, 2014
AUM:$830,798
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:72.32%36.21%
Annual ROR:16.00%8.79%
YTD:52.89%5.34%
1 Year:26.28%13.94%
Alpha:1.96
Beta:-0.02
Statistics Program S&P 500
Average Monthly Gain:9.60%2.19%
Average Monthly Loss:-9.11%-2.04%
Winning Months:2629
Losing Months:1815
Current DD:0.000.27
Max DD:43.968.89
Sharpe Ratio (RF 1%):0.36
Annualized Std Dev:41.24

Methodology

Discretionary:10%
Systematic:90%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Pattern Recognition:30%
Quantitative:40%
Technical Analysis:30%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20183.414.9123.52-6.0315.000.644.9152.89
201726.02-0.11-6.6015.43-0.76-6.171.22-9.34-16.24-7.749.547.625.65
2016-27.80-2.342.143.014.65-14.6414.049.0222.0715.899.48-21.610.03
20151.2814.27-2.72-6.37-5.30-1.75-17.148.5618.84-11.232.642.45-2.13
20148.978.97

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

SpreadEdge Diversified Seasonal Spread Program is designed to provide exposure to a broad base of U.S. energy, and agricultural futures markets. Markets generally traded include (but are not limited to) crude oil, natural gas, gasoline, heating oil, wheat, corn, soybeans, soybean meal, soybean oil, live cattle, feeder cattle, lean hogs, cotton, coffee, sugar, cocoa, and orange juice.

The Program seeks to achieve significant profits across a broad variety of market conditions (both bull and bear markets, and inflationary and deflationary environments). To achieve their objectives, the Programs involve speculating in futures contracts (or options thereon) available for trading on any U.S. exchange. Trades are typically seasonal calendar spreads or intra-commodity spreads (such as Chicago vs. Kansas City wheat). Inter-commodity spreads are not generally used. Options are normally not used, but could be used in extreme market conditions for risk management purposes.

Effective risk management, such as the use of stop-loss orders, is a crucial aspect of the Programs, and the Advisor will at times employ risk management techniques in its discretion.

Company Info

SpreadEdge Capital, LLC operations are managed by Darren Carlat, who is the sole owner and controlling member of SpreadEdge Capital. Mr. Carlat became a listed principal and associated person of SpreadEdge on October 21, 2014.

In March of 2010, Mr. Carlat finished initial development efforts on a seasonal spread trading strategy which he has continually refined and enhanced as he has used it for his own trading activities. This seasonal spread strategy has become the basis for the programs described.

Manager Info

From February 1986 to present, Mr. Carlat has been employed in various capacities with Frito-Lay, Inc., a large snack food producer and distributor that is a global division of PepsiCo North America. Mr. Carlat currently serves as its Senior Director of Supply Chain Planning in Plano, Texas. His responsibilities include distribution planning and execution.