Trade Capital Markets (TCM) Ltd

Cronus

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2022 -0.22 0.80 -0.06 -1.57 -7.69 0.00 0.00 0.00 0.00 0.00 0.00 0.00 -8.74
2021 8.15 6.72 4.72 1.07 0.55 -1.90 2.35 1.08 -1.67 0.93 -6.22 0.78 16.55
2020 2.56 1.21 5.62 9.16 1.40 7.11 -6.47 5.54 3.29 2.01 5.64 3.80 40.87
2019 -2.03 0.43 -2.74 -1.56 2.01 2.66 1.29 4.83 2.11 -0.67 0.79 3.06 10.20
2018 -5.53 3.99 2.15 -1.46 4.12 5.59 4.41 -2.00 1.30 0.51 2.01 7.54 22.63
2017 3.26 1.68 2.79 0.08 -1.38 1.79 3.57 -3.36 2.18 0.97 -0.12 7.68 19.14
2016 4.43 -1.90 2.20 1.53 -2.86 1.88 1.83 0.44 3.76 2.96 2.79 2.44 19.51

Strategy Description

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

EURUSD strategy is mainly trading under an intraweek Mean-Reverting rationale though there is also an embedded hedging mechanism that Follows the Trend for certain periods in time. The strategy employs sophisticated technical analysis indicators to enter and exit trades and takes advantage of local price shifts. Various complex stochastics and statistical signals are blended together for the signaling process whereas a news adjusted rationale is also present for risk management purposes regarding major economic indicators announcements.

Gold 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.

Cronus portfolio works on an averaging rationale with a maximum 30 open trades across EURUSD and Gold 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 0.00%
3 Month ROR 0.00%
Year To Date -8.74%
12 Months ROR -8.74%
36 Month ROR 48.68%
Total Return Annualized 17.16%
Total Return Cumulative 120.15%
Winning Months (%) 67.86%
Losing Months (%) 23.81%
Average Winning Month 3.01%
Average Losing Month -2.57%

Performance (VAMI)

General Information

Minimum Investment30,000 EUR
Notional Funding
 -
AUM -
Management Fee0.00%
Performance Fee30.00%
CompanyTrade Capital Markets (TCM) Ltd
Phone
E-mail -

​NOTES

1. Performance is Net of Brokerage Fee and Gross of Management Fee and Performance Fee.
2. Please note that the Cronus strategy's performance up to and including April 2021 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. Cronus strategy's performance from May 2021 onwards is based on real live trading account data (ID 204601) managed by Trade Capital Markets (TCM) Ltd under the Metatrader platform environment . The performance is 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].
3. Please note that the calculation of the Sharpe Ratio on this timesheet uses 0% per year as a risk-free return.
4. There is a significant degree of comparability and similarity between SG CTA Index (‘benchmark’) and the specific investment strategy.
5. S&P 500 Index (‘benchmark’) is a widely known and followed Index, and has a different composition to that of the investment strategy.

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.