Vega

August 2024

Strategy Summary

Vega is a state-of-the-art trading system that optimizes investment strategies through advanced correlation analysis, utilizing genetic algorithms, and ensembled filtering with ML It is the second of three V-series systems developed by Emira Capital, featuring an NSGA-11 genetic algorithm-based allocation module. The system dynamically allocates capital across 17 independent subsystems, trading FX and commodities. It finds optimal allocations based on risk-adjusted return metrics such as Smart Sharpe and Sortino, as well as portfolio variance and advanced correlation data. It uses a proprietary scoring framework to evaluate subsystem performance, further focusing on diversification, and risk stability. The system employs continuous learning, analyzing over 300 technical parameters per trade to adapt to evolving market conditions. It holds trades on average for 24 hours and takes 900 positions per month. Its 17 subsystems makes it the medium-sized V-series option with excellent diversification.
 

Performance Comparison

Strategy Provider

The founding of Emira Capital was not an impulsive decision taken quickly: it was the direct fruition of years of industry experience gained in collaboration with a diverse array of fund managements and investment companies. Combined with a strong technological aptitude and established industry network, the formation of Emira Capital Ltd was a natural decision.

Performance

3 Month ROR
8.44%
Total Return Cumulative
113.94%
Year To Date
43.72%
Max Drawdown
8.01%

Investment Summary

CompanyEmira Capital
Inception DateJul 2023
Minimum Investment500 USD
LiquidityDaily
Management Fee0.00%
Performance Fee30.00%
Highwater MarkYes

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 5.16 10.11 4.53 5.71 3.59 5.40 4.48 -1.53 43.72
2023 6.81 7.31 5.46 8.60 7.40 5.58 48.85

Monthly Returns

Risk/Return Comparison

Hypothetical Growth

Investment Profit Balance (net income reinvested)
£100k £117,261 £217,261
£250k  £293,154 £543,154
£500k £586,307 £1,086,307
£1mil £1,172,615 £2,172,615
Figures shown above are compounded returns simulated from 1st July, 2023 to 31st July, 2024 inclusive of fees. Past performance is not indicative of future results.

Volatility (12 Months Rolling)

Return Statistics

Last Month -1.53%
Year To Date 43.72%
3 Month ROR 8.44%
12 Months ROR 86.65%
36 Month ROR -
Total Return Cumulative 113.94%
Total Return Annualized 91.91%
Winning Months (%) 92.86%
Average Winning Month 6.16%
Max Drawdown (Monthly) -1.53%

Risk Statistics

Sharpe Ratio 7.49
Sortino Ratio 47.29
Skewness -1.26
Kurtosis 4.58
Standard Deviation Monthly 2.60%
Downside Deviation 0.41%
Average Losing Month -1.53%
Correlation vs. S&P 500 TR 0.01
Winning Months (%) 92.86%
Winning Years (%) 100.00%

Investment Conditions

Emira Capital (the company) operates business in a fully regulated environment through its partnership with Pelican Asset Management, who is both authorized and regulated by the Financial Conduct Authority in the UK, ref 534484. Registered address: 85 Great Portland Street, First Floor, London, W1 W7LT. Pelican Asset Management oversee and monitor the company’s management.

Due to the company’s focus being aimed towards the sophisticated investor, Emira Capital works on an application basis only. If your application is successful, you will have the opportunity to utilize the power of our trading strategies by running your personal brokerage account side by side with our in-house operations. Clientele of the company maintain complete control of their brokerage account but utilize the unique investor privilege of their account syncing with our in-house operations. Our clientele’s brokerage accounts will automatically mirror all trades executed into their account with the correct risk allocation through state-of-the-art technology managed by our regulated partners, Pelican Asset Management.

Our unique company structure provides the perfect investment solution for busy professionals looking to build their wealth effortlessly and consistently using a hands-off approach, combined with complete visibility and control of their investments 24/7 through a custom client portal. At no point will Emira Capital have direct access to client funds - client funds remain under their control and in their full custody at all times.

Regulation

For the avoidance of doubt Emira Capital is not independently regulated by the FCA. Emira Capital is a ‘Strategy Provider' to Pelican Trading. Pelican Trading is a trading name of London & Eastern LLP. London & Eastern LLP is authorized and regulated by the Financial Conduct Authority in the UK, ref 534484. Registered address: 85 Great Portland Street, First Floor, London, W1 W7LT

Disclaimer

Spread betting and CFD trading are leveraged products and as such carry a high level of risk to your capital which can result in losses of your entire deposit. These products may not be suitable for all investors. CFDs are not suitable for pension building and income. Ensure you fully understand all risks involved and seek independent advice if necessary.