Investment Strategies & Performance
GT Capital
About the Program
The Advisor seeks capital appreciation of Clients' accounts through speculative trading in commodity futures and options on commodity futures. GT Capital's futures and futures options trading will initially focus on trading the E-Mini S&P 500 futures contracts and options. However, allocations may change over time due to volatility as well as other market conditions. The GT Dynamic Trading Program employs a proprietary trading technique developed by GT Capital's Principal in which fundamental factors, such as market psychology, and technical indicators are combined in an attempt to forcast market direction. The advisor looks to enter markets which appear to be overbought or oversold and exploit these conditions by taking the appropriate side of the market. In determining which direction of the market to trade, the Advisor uses technical indicators such as Elliot Wave counts, Fibonacci retracements, moving averages, and stochastics to determine appropriate entry and exit levels.
Contact info@wizardsfxfunds.com for more information
About the Manager
Guerman Teitelbaoum is the sole principal and President of GT Capital CTA. He is responsible for all aspects of the firm's operation, including market research, trading, operation and management. In May of 2001, Mr. Teitelbaoum joined Dighton Group, an investment management company, where he remains employed as a risk manager, trading system developer and back office manager. On August 14th, 2008 he became registered as an Associated Person ("AP") and was approved as Principal of Dighton Capital USA, a registered CTA and Commodity Pool Operator. Mr. Teitelbaoum became registered as an AP of GT Capital on May 12, 2009. He was approved as a principal of GT Capital on May 8th, 2009.
Performance
|
| Month |
2007 |
2008 |
2009 |
| January |
10.66% |
4.84% |
6.09% |
| February |
3.12% |
0.44% |
1.95% |
| March |
2.33% |
1.93% |
4.15% |
| April |
2.01% |
4.36% |
2.05% |
| May |
2.14% |
2.55% |
0.00% |
| June |
1.20% |
2.75% |
2.32% |
| July |
4.23% |
0.82% |
0.80% |
| August |
2.95% |
0.84% |
|
| September |
-0.71% |
6.58% |
|
| October |
6.55% |
15.36% |
|
| November |
2.19% |
15.02% |
|
| December |
0.04% |
-4.61% |
|
| Annual Compound Return |
47.10% |
61.87% |
18.56% |
Correlation of Returns
|
| S&P 500 |
-0.47 |
| Barclays Bond Index |
-0.05 |
| MSCI EAFE |
-0.49 |
Ratios
|
|
| Sharpe (Rf=2.0%) |
0.81 |
| Win / Loss |
94% |
Program Information
|
| Mgmt. Fee |
2% |
| Perf. Fee |
20% |
| FCM |
Vision |
| Acct. Min |
$150,000 |
| Max. Draw Dec-08: (-4.61%) |
Contact info@wizardsfxfunds.com for more information