Trade Capital Markets (TCM) Ltd

Gold Trend

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2022 -0.35 0.21 0.00 1.83 -0.69 -2.55 1.37 1.26 0.05 -0.66 3.32 -0.75 3.04
2021 1.03 0.81 0.76 0.45 0.46 0.00 0.00 2.83 0.84 0.15 2.06 -1.18 8.20
2020 0.00 1.35 1.43 2.08 -1.38 -0.32 -1.47 0.00 0.72 -2.26 -0.42 -0.09 -0.36
2019 -0.49 1.42 -0.04 0.25 -0.51 2.43 -0.71 2.71 -0.55 -0.77 0.27 0.94 4.95
2018 0.00 0.47 -1.08 -2.71 0.24 0.98 0.00 -0.72 -1.80 -0.62 0.07 0.94 -4.24
2017 0.05 -0.13 0.27 0.00 0.00 0.00 0.26 0.00 0.00 -0.12 -2.70 5.00 2.63
2016 1.22 0.02 0.54 -1.43 2.56 -0.01 -0.06 0.08 0.60 1.10 0.00 0.00 4.64
2015 0.08 0.00 0.36 -2.95 0.08 -2.75 4.28 0.00 -1.06 0.79 2.43 -0.59 0.68
2014 -0.98 0.26 0.00 0.00 -0.99 2.69 -0.01 0.45 0.47 2.21 0.00 -1.97 2.14
2013 -0.36 3.62 0.00 1.51 -0.57 0.86 0.00 0.10 -0.14 -0.45 0.30 0.04 4.91
2012 0.00 0.00 -0.54 -0.12 2.71 -0.23 -0.17 0.90 0.00 0.05 0.31 1.02 3.94
2011 0.14 -0.11 -0.15 -0.39 0.00 -0.35 2.32 0.00 1.70 0.00 1.42 2.94 7.53

Strategy Description

Gold Trend is a fully automated algorithmic strategy on Gold using mathematics and statistics quantitative modeling for Trend Following rationale under well-controlled risk management.

The strategy is pure Long/Short Trend Following using 1 Hour Frequency Bars TimeSeries to predict shorter or longer-term Trends always under strict risk management on both sides. Trend signaling is based on state-of-the-art non-linear analysis mathematical indicators that aim to predict the ignition of a new trend based on complex geometrical structures of the Gold market.

The portfolio works on an averaging rationale with a maximum 5 open trades at any time; all with their own embedded stop-loss and take-profit levels. The portfolio also has an extra automated stoploss mechanism at 30% Equity drawdown (rebalanced monthly at HighWaterMark month-end peak) to ensure proper and robust risk management.

Monthly Returns

Statistics

Last Month -0.75%
3 Month ROR 1.91%
Year To Date 3.04%
12 Months ROR 3.04%
36 Month ROR 10.89%
Total Return Annualized 3.17%
Total Return Cumulative 38.06%
Winning Months (%) 47.22%
Losing Months (%) 34.03%
Average Winning Month 1.17%
Average Losing Month -0.85%

Performance (VAMI)

General Information

Minimum Investment10,000 EUR
Notional Funding
 -
AUM -
Management Fee0.00%
Performance Fee20.00%
CompanyTrade Capital Markets (TCM) Ltd
Phone
E-mail -

​NOTES

1. Third party Management Fees may apply for the external managers of possible investments in Funds, ETFs, UCITS and other structured products.
2. Different brokerage fees may apply on direct investing in stocks, bonds, CFDs, derivative products, structured products, etc. Please refer to the Company's website for more information.
3. Accounts smaller than Euro 1,000 will be charged Euro 1 per month instead of 1% Management fee
4. Performance results are gross of management fees and performance fees; all other brokerage fees are included.
5. Please note that the calculation of the Sharpe Ratio on this termsheet uses 0% per year as a risk-free return.
6. S&P 500 Index (‘benchmark’) is a widely known and followed Index, and has a different composition to that of the investment strategy.
7. Data used for calculation of historical returns and other information is provided by third party data vendors and has neither being audited nor validated by Trade Capital Markets (TCM) Ltd. 
8. Please note that the strategy's performance from ........................ and onwards is based on real live trading account data that are verified by Deloitte Limited [carried out in accordance with the International Standard on Assurance Engagements (ISAE) 3000: Assurance Engagements other than Audits or Reviews of Historical Financial Information (Revised). The report provides reasonable assurance as defined in this standard]. Performance of ....................... and before is based on backtesting (simulation) data that effectively and fairly capture dynamic real market conditions and relevant costs and thus should be treated as trustworthy.

DISCLAIMER

The information submitted here is only for informative purposes and is addressed only to the recipient. Any copy or redistribution of this or part of this presentation is strictly prohibited without written permission from Trade Capital Markets (TCM) Ltd. 
​TRADE.COM is a trade name operated by Trade Capital Markets (TCM) Ltd and Trade Capital UK (TCUK) Ltd. Trade Capital Markets (TCM) Ltd is authorized and regulated in Cyprus by the Cyprus Securities and Exchange Commission (license number 227/14), and authorized in South Africa by the Financial Sector Conduct Authority (FSP number 47857). Trade Capital UK (TCUK) Ltd is authorized and regulated in the United Kingdom by the Financial Conduct Authority (Firm Reference Number 738538).
Trade Asset Management is provided by Trade Capital Markets (TCM) Ltd.
Restricted Jurisdictions: We do not establish accounts to residents of certain jurisdictions including Japan, Canada and USA. For further details please see Terms & Conditions.

RISK WARNING

The specific risks to which you are exposed will depend on the underlying investments. For further information please see Risk Disclosure.
All financial instruments involve an element of risk.
The value of shares, bonds, ETFs, ETCs, futures, options and any other financial product bought through Asset Management Service can fall as well as rise, which could mean getting back less than you originally put in. Past performance is no guarantee of future results.
CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage.