Performance compiled by Compliance Supervisors International Inc
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
The MCA Strategy aims for capital appreciation by trading long or short positions in a diverse portfolio of commodities (livestock, agriculture, energy, metals), stock indices, and currency futures using a proprietary trend-following system. The single offering, "MCA Strategy," focuses on aligning with the major price trends of each market. It combines systematic intra-day and position trading models with occasional discretionary fundamental analysis to manage risk. This approach helps anticipate market shifts influenced by factors like weather, politics, or economic events. MCA typically avoids illiquid markets, with trades ranging from a few days to months, depending on trend strength.
Investment Strategy
MCA's investment strategy combines systematic trend-following with discretionary fundamental analysis. It primarily relies on proprietary technical indicators to identify long or short positions in a wide range of commodities, such as livestock, agriculture, energy, and metals. While the strategy is largely driven by technical analysis, which studies market data like price trends and trading volume, it also incorporates fundamental analysis. This approach allows MCA to adapt to changing conditions while focusing on capturing major market trends.
Risk Management
MCA’s risk management strategy includes rolling stop losses on every trade to limit potential losses, but it cannot fully guarantee protection against unexpected market conditions. MCA's strategy remains flexible to adapt risk management techniques, using any form of technical analysis deemed appropriate and exercising discretion over trading signals. The technical strategies are continuously updated through ongoing research and development, allowing for revisions and improvements to better manage risk in changing market environments.
AUM & Cumulative Returns
Distribution
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Reward
Moddco Capital Associates MCA Strategy (Client)
Average RoR
-6.14%
Max Gain
Gain Frequency
0.00%
Average Gain
Gain Deviation
Risk
Standard Deviation
5.49%
Worst Loss
-10.56%
Loss Frequency
66.67%
Average Loss
-9.21%
Loss Deviation
1.91%
Reward/Risk
Sharpe (RFR=1%)
-1.13
Skewness
Kurtosis
Reward
Moddco Capital Associates MCA Strategy (Client)
Compound RoR
-53.88%
Average RoR
-70.36%
Max Gain
-17.59%
Gain Frequency
0.00%
Average Gain
Gain Deviation
Risk
Standard Deviation
19.00%
Worst Loss
-17.59%
Loss Frequency
100.00%
Average Loss
-70.36%
Loss Deviation
6.61%
Reward/Risk
Sharpe (RFR=1%)
-3.93
Skewness
Kurtosis
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Average
-6.14
-17.59
Min
-10.56
-17.59
Max
0.00
-17.59
% Positive
0.00
0.00
Avg. Pos. Period
0.00
0.00
Avg. Neg. Period
-9.21
-17.59
# of Periods
3.00
1.00
Drawdown Report
Depth
Length (Months)
Recovery (Months)
Peak
Valley
-17.59
—
—
—
10/2024
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-17.59
3
9/2024
11/2024
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Top Performer Badges
Index
Award Type
Rank
Performance
Period
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.