Managed Forex Hub

BRAVA FUND


Strategy Description

BRAVA FUND is an algorithmic momentum based strategy with many advanced features trading the G7 currency basket. The program focuses heavily on "momentum" based breakouts, a movement that always has, and always will occur in the markets. When a major sell off or heavily influenced volume-backed move transpires in the market, Brava Fund hitches alongside this move, gets in and out quickly, and attempts to bank its profits if there is follow through or cut its losses rapidly, or trade a reversal if there is a retracement after the move. It has been extremely effective to date from a risk-adjusted return perspective assuming low levels of risk exposure in direct proportion to its alpha generation.

PROGRAM HIGHLIGHTS

• This is intra-day trading. It is short-term with tight stops (average TPs and SLs of 30 pips) keeping market exposure very, very low (it sits on the sidelines and avoids most of the market “chaos” that many algos get caught up in).
• No "hold and hopes" ever (it carries a very small market footprint). Losses are cut diligently and it wins or loses, and investors know where they stand until the next trade setup. This makes the "journey" just as pleasant as the "destination" for investors. Average trade duration is around 3.5 hours.
• It’s an emotionless approach to trading, consisting of highly advanced computer algorithms and REAL machine learning (yet with a human management overlay).
• It's price-action based, and coded to interpret psychological market data feedback. No technical indicator (lagging) based methodologies.
• It has a huge continuity plan, risk protocol, and safety strategy built in at the core to mitigate against inevitable market threats.
• It’s constantly learning, evolving, and improving (actively managed by a team of quants).

*NOTE: July 2013 - January 2015 was the first version of the aglo (v1 Stone). February 2015 forward has been the upgraded multi-currency version (v2 Brava). The combined performance of both algos are fully verified by CPA Audit and MyFxBook. Please contact us for further details.

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2013 2.74 7.50 5.33 5.84 5.94 6.11 38.41
2014 -0.78 8.27 4.71 1.75 5.27 0.66 -1.71 3.52 1.60 5.57 -1.33 -1.86 28.17
2015 2.06 3.51 14.16 4.24 13.54 -1.46 3.29 8.17 12.88 9.34 2.74 -5.12 89.07
2016 -2.30 1.26 4.25 5.28 3.91 4.94 1.68 -0.80 1.74 -1.05 2.54 15.39 42.26
2017 -0.20 2.42 2.37 4.87 -1.67 1.21 0.51 -4.20 4.35 7.75 2.92 0.48 22.27
2018 5.03 -4.09 3.08 3.84
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

General Information

Minimum Investment5,000 USD
AUM -
Management Fee0%
Performance Fee30%
Highwater MarkYes
RT per Million0
Margin to Equity0%
Legal StructureManaged Account
Investment RestrictionNon US Only
Inv. Style90% Systematic / 10% Discretionary / Short term / Breakout / Technical, Volatility trading, Multistrategy

Company Information

CompanyManaged Forex Hub
PrincipalManaged Forex Hub
Phone852-300-85855
Emailpartners@managedforexhub.com
Performance Compiled byData from (www.myfxbook.com)

Return Statistics

Last Month 3.08%
Year To Date 3.84%
3 Month ROR 3.84%
12 Month ROR 21.33%
36 Month ROR 183.14%
Total Return 505.78%
Compound ROR 46.12%
Winning Months (%) 77.19%
Average Winning Month 4.88%
Average Losing Month -2.04%

Risk Statistics

Sharpe Ratio 2.63
Sortino Ratio 9.31
Sterling Ratio 2.92
Calmar Ratio 5.68
Skewness 0.71
Kurtosis 0.96
Standard Deviation (monthly) 4.35
Maximum Drawdown -7.30%
Downside Deviation 1.19

Correlations

Correlation vs S&P 500 0.22
Correlation vs DJ/CS MF 0.13
Correlation vs SG CTA 0.11
Correlation vs Vanguard Total Bond 0.00

Performance (VAMI)

Drawdown

12 Month Rolling ROR

Volatility (12 Months Rolling)

Manager Bio

The entire team involved in Brava are all highly proficient money managers and developers coming from a strong technical and mathematic based academic background. This provides them with a vast amount of both technical and market knowledge as well as experience. The management team are fluent in many coding languages and focuse extensively on applied research and development in the FX markets, and the ongoing study of capital markets and hence the constant improvement of the investment process for algorithmic based FX products.