Incubation Center

VIX ETF Trader

Specifications

Strategy Description The VIX ETF trader relies on two persistent characteristics of the VIX ETF & ETN’s: the mean reverting nature of the underlying VIX and the convexity structure of the ETF. The strategy exhibits low correlation to other markets, with the following advantages:

  • Liquid, exchange-traded ETF assets with daily MTM
  • Day trading strategy with no overnight exposure
  • Low drawdowns.
  • High Sharpe Ratio 1.90
  • Average annual return 25%
Portfolio Manager Joel Bindi

Risk & Return

NOTE: Performance is hypothetical, see information and disclaimer below for details

Crude Oil DayTrader

Specifications

Strategy Description The Crude Oil DayTrader seeks to exploit well known underlying characteristics of the Crude Futures market. Namely, the ability for Crude to make explosive moves in either direction, which the strategy seeks to capitalize on using Stop order entries.
Portfolio Manager Joel Bindi

Risk & Return

NOTE: Performance is hypothetical, see information and disclaimer below for details

Hypothetical Returns Information
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is made that the Fund will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

FOR AUSTRALIAN WHOLESALE AND USA QEP INVESTORS ONLY.
This publication has been prepared on behalf of and issued by Non Correlated Capital Pty Ltd. This is not an offer to deal in any financial product. This information is general in nature and is presented without regard to any investor’s individual objectives, financial situation or needs. It is not specific advice for any particular investor. Before making any decision about the information provided, you must consider the appropriateness of the information in this document, having regard to your objectives, financial situation and needs and consult your adviser. The value of investments and any income generated may go down as well as up and is not guaranteed. Past performance is not necessarily a guide to future performance. Changes in rates of exchange may have an adverse effect on the value, price or income of investments. Investors should be aware of local laws governing investments and should read all the relevant documents. Please visit www.noncorrelatedcapital.com and fill out a contact form to gain further information.