June 2024

Brookestone Capital

ALPHA

Strategy Description

A portfolio of trend trading systems on major crypto pairs. It includes classical trend trading approaches (volatility breakouts, breakouts of support/resistance levels, trend following) that are modernized and aligned with the current crypto market structure. There are volatility-adjusted SL and TP on every trade, the average TP is 1.5-2 times bigger than the average SL. A significant drop in success rate won’t impact the profitability of the system, increasing robustness.  Leverage applied to this strategy is up to 1:6.

Performance (VAMI)

Fund Manager

Brookestone Capital has over four decades of cumulative experience in the financial markets.  The team has invested in, managed and allocated in excess of $20M to day trading strategies.  They adopt an alpha focus with active risk management complimented by algorythmic application.

Performance Statistics

3 Month ROR
33.68%
Year To Date
54.41%
Total Return Cumulative
1339.25%
Winning Months (%)
74.29%

General Information

CompanyBrookestone Capital
Inception DateSep 2018
Minimum Investment100,000 USD
LiquidityWeekly
Management Fee -
Performance Fee30.00%
Highwater MarkYes

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.46 16.04 0.00 6.67 19.17 5.16 54.41
2023 0.97A 0.46 24.68 17.11 -4.34 22.96 -10.51 -3.70 -9.50 10.36 -2.80 2.45 49.32A
2022 5.03A 8.23A 4.11A 3.08A 0.34A 8.06A 3.82A -1.39A 0.00A -0.32A 8.53A -4.36A 40.11A
2021 0.22A 9.37A -5.93A 4.44A 0.15A 2.11A 3.13A -0.65A 12.96A 8.49A -1.76A 1.31A 37.63A
2020 7.62A 1.01A 7.48A 10.79A 2.79A -5.88A 15.88A -0.03A 5.08A 1.96A 0.47A 9.42A 70.88A
2019 0.44A 5.29A 1.02A 16.29A 2.11A 7.87A 0.39A 8.48A 1.49A 16.73A 5.09A -2.94A 80.08A
2018 -8.24A 0.41A 10.81A 3.05A 5.21A

Monthly Returns

Risk/Return Comparison

Volatility (12 Months Rolling)

Statistics

Last Month 5.16%
Winning Months (%) 74.29%
Average Winning Month 6.76%
Max Drawdown (Monthly) -22.01%

Statistics

Sharpe Ratio 2.00
Sortino Ratio 5.54
Standard Deviation Annualized 24.76%
Calmar Ratio 2.69
Brookestone Capital Proprietary Systems is a strategy provider to London and Eastern LLP, with UK company number OC345870, authorised and regulated by FCA with FRN 534484.  Pelican AM is a trading name of London & Eastern LLP, whose office address is: c/o Pelican Exchange Ltd, 8 Hermitage St, London W2 1BE.  Brookestone Capital is a trading name of Brookestone Capital Proprietary Systems with UK company number 14756880.  The investment services and products described are directed to “Professional” and “Retail” clients only, as defined by the FCA.  If you are in any doubt as to your client classification you should seek independent advice.  The information provided should not be considered a recommendation or solicitation to purchase. 

RISK WARNING: CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage.  Between 74-89% of retail investor lose money when trading CFDs.  You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.  All stats are based on trading performance of a 12 month period.  Fund performance fees have not been included in the returns of the fund. 

Drawdown