Managed Futures Database, Resource & Tools

Program Details

PDFPermalink

White Indian Trading Company Limited 

STAIRS - Client Accounts

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:Oct 8, 2008
AUM:$846,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$250,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:41.03%107.11%
Annual ROR:5.43%11.85%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:0.35
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:7.69%1682.02%
Average Monthly Loss:-4.40%-2.86%
Winning Months:3356
Losing Months:4522
Current DD:31.051.74
Max DD:31.0524.12
Sharpe Ratio (RF 1%):0.17
Annualized Std Dev:26.33

Methodology

Discretionary:0%
Systematic:100%

Strategy

DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Counter Trend:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20153.97-1.31-8.81-6.43
20147.26-4.7712.14-2.721.851.848.80-9.541.29-8.04-0.20-9.08-3.86
2013-5.090.77-1.4514.40-6.65-2.78-7.19-2.00-6.57-6.44-1.647.99-17.36
2012-6.88-1.41-4.78-8.638.2914.4622.38-6.95-7.0018.964.83-1.5528.72
2011-0.151.18-2.17-1.93-0.15-8.993.924.1716.850.14-7.68-1.611.35
2010-1.071.96-0.18-0.13-11.3812.479.31-5.862.58-0.17-0.262.648.12
200919.02-0.62-2.72-1.22-13.3311.766.087.375.68-4.70-4.814.1725.23
20087.46-7.267.767.39

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The STAIRS program is an Intermediate term Counter trend system that trades the SP500 futures and options. It trades around 30-35 times / year. Is in the market about 75% of the time.

The margin to equity ratio is only 20%. Round turns per million is 1400. The largest intramonth drawdown is less than 23%. The system is up over 130% since inception.

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 attended Texas Christian University and graduated from the University of Texas at Arlington with a Bachelor of Science in Mathematics along with a minor in Computer Science.

The business background of Robb Ross during the last 14 years has been that of a Consulting Systems Analyst and Application Developer.

His interest in commodity trading began over 20 years ago in 1985 as an extension of his Stock, Bond, and Option computer trading models. During this time he has developed computerized trading methodologies in a variety of markets. He has also been contracted out by other industry traders and professionals to program and test their trading methodologies. This has given him a unique view as to what has worked and not worked in the past.

One part of this learning experience is his development of the Walk Forward process. Instead of just back-testing and curve fitting a system, he employs his Walk Forward process to see what the proposed system would have done with future data that it was not developed on or curve fitted to. This lead to his development of the proprietary STAIRS trading system among several others including the VIX trading system. To this day Robb continues to conduct research on trading strategies and methodologies in various markets.

You may of seen him on Fox's hit TV show Prison Break playing a District Attorney. Robb also performs Stand up comedy. He has been married for over 20 years and has four children.