March 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
10.64%
Year To Date
10.64%
Total Return Cumulative
3264.25%
Winning Months (%)
73.13%

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 -0.50 11.20 0.00 10.64
2023 1.39A 0.65A 35.25 24.44 -4.34 32.80 -10.51 -3.70 -9.50 14.80 -2.80 3.50 96.53A
2022 7.18A 11.76A 5.87A 4.40A 0.48A 11.52A 5.46A -1.39A 0.00A -0.32A 12.18A -4.36A 65.00A
2021 0.31A 13.39A -5.93A 6.34A 0.22A 3.02A 4.47A -0.65A 18.51A 12.13A -1.76A 1.87A 62.15A
2020 10.89A 1.44A 10.68A 15.42A 3.99A -5.88A 22.69A -0.03A 7.26A 2.80A 0.67A 13.46A 117.26A
2019 0.63A 7.57A 1.45A 23.27A 7.02A 11.24A 0.55A 12.12A 2.13A 23.90A 7.28A -2.94A 139.39A
2018 -8.24A 0.58A 15.44A 4.36A 11.19A

Monthly Returns

Risk/Return Comparison

Volatility (12 Months Rolling)

Statistics

Last Month 0.00%
Winning Months (%) 73.13%
Average Winning Month 9.18%
Max Drawdown (Monthly) -22.01%

Statistics

Sharpe Ratio 2.15
Sortino Ratio 7.52
Standard Deviation Annualized 32.24%
Calmar Ratio 3.45
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