Vega

December 2023

Strategy Summary

Vega stands as an advanced, data-driven quantitative trading algorithm that consistently proves its profitability across a broad spectrum of market conditions throughout its five years of live trading. Utilizing sophisticated financial mathematical models, machine learning algorithms, and intricate trading strategies, Vega effectively capitalizes on existing currency market inefficiencies, ensuring robust returns for its investors.

Rooted in deep learning, statistical analysis, and other cutting-edge AI techniques, Vega aims to maximize market exposure while minimizing risks. Through its continuous adaptation to evolving market conditions, the system maintains a competitive edge and stays ahead of the curve.

Vega's success is underpinned by extensive backtesting spanning over 15 years, encompassing major market events like the global financial crisis, the European debt crisis, and the US debt ceiling crisis. The algorithm has proven its resilience in navigating through volatile market conditions and consistently delivering reliable returns.

Since June 2018, Vega has showcased impressive performance in live trading, adeptly handling major market events such as the US-China trade war, the global pandemic, and the US presidential election. With its proven track record, Vega is well-poised to continue providing exceptional returns to investors seeking a competitive advantage in today's rapidly evolving financial markets.

Performance Comparison

Fund Manager

The establishment of Vivid Capital wasn't a hasty, spur-of-the-moment choice; rather, it evolved directly from years of experience collaborating with various fund managers and investment firms. This collaboration involved the inception, management, and development of numerous high-profile projects. Fueled by a profound interest in technology, an extensive network, and a fervor for seizing opportunities for wealth creation, there was no alternative but to embark on the journey of Vivid Capital.

Performance

3 Month ROR
4.65%
Total Return Cumulative
3443.33%
Year To Date
54.45%
Max Drawdown (Monthly)
-1.22%

Investment Summary

CompanyVivid Capital
Inception DateJun 2018
Minimum Investment100,000 USD
LiquidityNone
Management Fee0.00%
Performance Fee30.00%
Highwater MarkNo

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 2.78 4.52 3.64 4.10 4.44 4.52 4.26 6.72 4.84 -1.22 3.46 2.40 54.45
2022 3.02 4.46 1.12 3.54 6.44 4.08 6.07 5.28 4.60 4.58 6.00 5.42 70.39
2021 7.70 5.58 8.70 6.98 5.40 6.22 6.26 5.30 4.94 3.58 4.70 1.78 91.87
2020 3.70 4.32 16.64 9.08 6.06 10.90 7.72 4.22 6.94 5.14 6.88 8.46 136.89
2019 3.62 8.76 6.40 4.94 3.30 4.16 3.54 9.56 7.78 4.48 4.34 4.94 89.37
2018 7.22 8.36 6.56 4.58 5.78 8.12 5.64 56.43

Monthly Returns

Risk/Return Comparison

Hypothetical Growth

Investment Profit Balance (net income reinvested)
$100k $121,200 $221,200
$250k  $303,000 $553,000
$500k $606,000 $1,106,000
$1mil $1,212,000 $2,212,000
Figures shown above are compounded returns simulated from April, 2021 to September, 2022. Past performance is not indicative of future results.

Volatility (12 Months Rolling)

Return Statistics

Last Month 2.40%
Year To Date 54.45%
3 Month ROR 4.65%
12 Months ROR 54.45%
36 Month ROR 404.92%
Total Return Cumulative 3443.33%
Total Return Annualized 89.46%
Winning Months (%) 98.51%
Average Winning Month 5.60%
Max Drawdown (Monthly) -1.22%

Return Statistics

Sharpe Ratio 7.69
Sortino Ratio 127.11
Skewness 1.29
Kurtosis 5.73
Standard Deviation Monthly 2.48%
Downside Deviation 0.15%
Average Losing Month -1.22%
Correlation vs. Bitcoin -0.11
Winning Months (%) 98.51%
Winning Years (%) 100.00%

Investment Conditions

Vivid Capital (the company) conducts its business within a fully regulated framework, in collaboration with Pelican, an entity authorized and regulated by the Financial Conduct Authority in the UK under reference number 534484. The registered address is 85 Great Portland Street, First Floor, London, W1 W7LT. Pelican assumes the role of overseeing and monitoring the company's management.

Given the company's targeted focus on sophisticated investors, Vivid Capital Ltd operates on an application-only basis. Successful applicants gain the opportunity to leverage the power of our trading strategies by operating their personal brokerage accounts alongside our in-house operations.

Clients of the company maintain complete control over their brokerage accounts while benefiting from the unique investor privilege of account synchronization with our in-house operations. All trades executed will automatically mirror in their accounts with correct risk allocation, facilitated by technology managed through our regulated partners, Pelican.

Our distinctive corporate structure offers an ideal investment solution for busy professionals seeking to build their wealth effortlessly and consistently through a hands-off approach. Clients enjoy complete visibility and control of their investments 24/7 through a tailored client portal. Importantly, Vivid Capital Ltd never has direct access to client funds; these funds remain under client control and in their full custody at all times.

Regulation

For the avoidance of doubt Vivid Capital is not independently regulated by the FCA. Vivid 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

Trading carries a high level of risk to your capital, and is not suitable for all investors. Please ensure you fully understand the risks, and do not risk more than you would be willing to lose. Vivid Capital does not accept clientele that do not fully understand the risk involved in trading. Please seek independent advice if necessary.