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GT Capital CTA - Systematic Day Trading Program
GT Capital CTA
Systematic Day Trading Program
Overview
Charts
Stats & Ratios
Show All
Investment Strategy
The GT Systematic Day Trading Program relies primarily technical indicators, specifically the Elliot Wave Principle, in determining positions. The Elliott Wave Principle is a form of technical analysis used by trader to analyze financial market cycles and forecast market trends by identifying extremes in investor psychology, highs and lows in prices, and other collective factors. The Elliott Wave Principle posits that collective investor psychology, or crowd psychology, moves between optimism and pessimism in natural sequences. These mood swings create patterns evidenced in the price movements of markets at every degree of trend or time scale. The program will result on both trend following and counter trend following position.
Performance (VAMI)
Monthly Returns
Fund 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. He holds a degree in Industrial Economics & Electronics from the Russian Aerospace University. From July 1998 through September 1999, Mr. Teitelbaoum was the chief executive officer of the International Entrepreneurial Institute, a business consulting and management firm, where he was involved in the development of industrial and aviation projects, storage facilities and marketing. In October 1999, he became the Chief Financial Officer, Secretary and Director of PowerSource Corporation, a company active in the deregulation of electricity in California and providing consumers more options in choosing electricity providers. After leaving PowerSource Corporation in April 2001, Mr. Teitelbaoum joined Dighton Group, an investment management company, in May 2001 where he acted as a risk manager, trading system developer and back office manager until August 2011. On August 14, 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, where he acted as a risk manager and assisted with back office operations such as accounting, updating databases and bill processing. On July 6, 2009, he withdrew his AP registration and Principal listing with Dighton Capital USA, and was listed as a Principal of Dighton Capital CTA Limited, a registered CTA, from July 8, 2009 until his withdrawal from the company on October 20, 2011. While at Dighton Capital CTA Limited, he assisted in risk management and acted in an administrative capacity by coordinating with and assisting the company’s accountants, attorneys and vendors in performing their services for the company.
General Information
Inception Date
Aug 2017
Minimum Investment
60,000 USD
Management Fee
2.00%
Performance Fee
33.00%
Highwater Mark
Yes
Phone
+1 310-7298750
E-mail
[email protected]
Website
http://www.gtcapitalcta.com/
Statistics
Total Return Cumulative
-9.77%
Sharpe Ratio
0.05
Sortino Ratio
-0.10
Winning Months (%)
51.95%
Correlation vs. S&P 500 TR
-0.32
Monthly Performance
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2023
-9.09
-4.00
3.18
7.77
-3.20
2.49
1.26
-12.23
2.72
12.90
2.43
-3.23
-1.64
2022
8.30
-5.53
2.83
-1.71
7.70
4.87
-1.91
7.21
5.72
-13.89
4.47
-2.56
13.82
2021
-3.68
4.73
5.91
-3.73
-1.01
-1.07
-6.15
-0.17
-0.97
0.30
5.04
-11.58
-12.94
2020
-9.62
12.22
19.57
3.18
0.20
-6.66
-7.33
-9.34
6.18
1.18
-1.35
-6.89
-2.98
2019
9.65
4.21
-9.57
0.48
2.60
-3.18
-2.10
2.70
2.70
3.22
-1.69
2.13
10.37
2018
-11.10
14.10
-5.60
7.59
4.70
0.63
2.81
-7.80
-5.85
17.54
1.01
-15.48
-2.79
2017
4.21
-2.49
-4.13
-4.01
-4.90
-11.07
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.
No data filled
Monthly Returns
Performance (VAMI)
Distribution of Monthly Returns
12 Month Rolling ROR
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR
AUM
Volatility (12 Months Rolling)
Risk/Return Comparison
Drawdown
Instruments
No data filled
Return Statistics
Last Month
-
Year To Date
-1.64%
3 Month ROR
11.91%
12 Months ROR
-1.64%
36 Month ROR
-2.53%
Total Return Cumulative
-9.77%
Total Return Annualized
-1.59%
Best Month
19.57%
Winning Months (%)
51.95%
Gain Deviation
4.58
Risk Statistics
Standard Deviation Annualized
23.83%
Max Drawdown (Monthly)
-34.39%
Max Drawdown Length
39
Worst Month
-15.48%
Losing Months (%)
48.05%
Average Losing Month
-5.54%
Loss Deviation
3.90
Correlation vs S&P 500
-0.32
Correlation vs DJ/CS MF
-0.32
Risk/Reward Statistics
Sharpe Ratio
0.05
Sortino Ratio
-0.10
Omega Ratio
0.76
Skewness
0.25
Kurtosis
0.45
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-34.39%
-
39
-
0
-
06/2020
-
-
-
2
-24.14%
-
5
-
26
-
09/2017
-
03/2020
-
3
-
-
-
-
-
-
-
-
-
-
4
-
-
-
-
-
-
-
-
-
-
5
-
-
-
-
-
-
-
-
-
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
19.57%
-15.48%
0.10%
0.30%
-3.23%
51.95%
3 Months
38.45%
-21.58%
0.07%
-2.40%
11.91%
46.67%
6 Months
28.05%
-21.07%
-0.29%
-1.37%
2.16%
43.06%
1 Year
33.02%
-22.95%
-0.75%
-2.35%
-1.64%
39.39%
2 Years
35.88%
-30.20%
-1.60%
-2.44%
11.96%
42.59%
3 Years
16.15%
-28.61%
-5.10%
-4.19%
-2.53%
33.33%
5 Years
5.48%
-14.22%
-4.93%
-6.95%
4.38%
27.78%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
-1.59%
-5.05%
-10.75%
-16.69%
-25.16%
-50.74%
% Positive
51.95%
46.67%
43.06%
39.39%
42.59%
33.33%
Avg. Pos. Period
5.32%
8.72%
10.08%
11.51%
9.43%
6.45%
Avg. Neg. Period
-5.54%
-7.51%
-8.13%
-8.72%
-9.78%
-10.88%
Sharpe Ratio
0.05
0.02
-0.09
-0.21
-0.44
-1.64
Sortino Ratio
-0.10
-0.23
-0.43
-0.62
-0.89
-1.81
Standard Deviation
6.88%
10.19%
11.57%
12.50%
12.56%
10.75%
Downside Deviation
4.69%
6.42%
7.67%
8.39%
9.30%
10.97%
No data filled
Company Information
Minimum Investment
60,000 USD (notional funding: )
AUM
135,000 USD
Management Fee
2.00%
Performance Fee
33.00%
Highwater Mark
Yes
RT per Million
16000
Margin to Equity
30.00%
Legal Structure
Managed Account
Investment Restriction
US Only, Non US Only
Company Information
Company
GT Capital CTA
Principal
Guerman Teitelbaoum
Phone
+1 310-7298750
E-mail
[email protected]
License Number
NFA 410680
Location
Pacific Palisades, United States
Performance Compiled by
Michael Doherty
Monthly Performance
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2023
-9.09
-4.00
3.18
7.77
-3.20
2.49
1.26
-12.23
2.72
12.90
2.43
-3.23
-1.64
2022
8.30
-5.53
2.83
-1.71
7.70
4.87
-1.91
7.21
5.72
-13.89
4.47
-2.56
13.82
2021
-3.68
4.73
5.91
-3.73
-1.01
-1.07
-6.15
-0.17
-0.97
0.30
5.04
-11.58
-12.94
2020
-9.62
12.22
19.57
3.18
0.20
-6.66
-7.33
-9.34
6.18
1.18
-1.35
-6.89
-2.98
2019
9.65
4.21
-9.57
0.48
2.60
-3.18
-2.10
2.70
2.70
3.22
-1.69
2.13
10.37
2018
-11.10
14.10
-5.60
7.59
4.70
0.63
2.81
-7.80
-5.85
17.54
1.01
-15.48
-2.79
2017
4.21
-2.49
-4.13
-4.01
-4.90
-11.07
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.
Strategy Description
The GT Systematic Day Trading Program relies primarily technical indicators, specifically the Elliot Wave Principle, in determining positions. The Elliott Wave Principle is a form of technical analysis used by trader to analyze financial market cycles and forecast market trends by identifying extremes in investor psychology, highs and lows in prices, and other collective factors. The Elliott Wave Principle posits that collective investor psychology, or crowd psychology, moves between optimism and pessimism in natural sequences. These mood swings create patterns evidenced in the price movements of markets at every degree of trend or time scale. The program will result on both trend following and counter trend following position.
Return Statistics
Last Month
-
Year To Date
-1.64%
3 Month ROR
11.91%
12 Months ROR
-1.64%
36 Month ROR
-2.53%
Total Return Cumulative
-9.77%
Total Return Annualized
-1.59%
Best Month
19.57%
Winning Months (%)
51.95%
Gain Deviation
4.58
Risk Statistics
Standard Deviation Annualized
23.83%
Max Drawdown (Monthly)
-34.39%
Max Drawdown Length
39
Worst Month
-15.48%
Losing Months (%)
48.05%
Average Losing Month
-5.54%
Loss Deviation
3.90
Correlation vs S&P 500
-0.32
Correlation vs DJ/CS MF
-0.32
Risk/Reward Statistics
Sharpe Ratio
0.05
Sortino Ratio
-0.10
Omega Ratio
0.76
Skewness
0.25
Kurtosis
0.45
Performance (VAMI)
Fund 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. He holds a degree in Industrial Economics & Electronics from the Russian Aerospace University. From July 1998 through September 1999, Mr. Teitelbaoum was the chief executive officer of the International Entrepreneurial Institute, a business consulting and management firm, where he was involved in the development of industrial and aviation projects, storage facilities and marketing. In October 1999, he became the Chief Financial Officer, Secretary and Director of PowerSource Corporation, a company active in the deregulation of electricity in California and providing consumers more options in choosing electricity providers. After leaving PowerSource Corporation in April 2001, Mr. Teitelbaoum joined Dighton Group, an investment management company, in May 2001 where he acted as a risk manager, trading system developer and back office manager until August 2011. On August 14, 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, where he acted as a risk manager and assisted with back office operations such as accounting, updating databases and bill processing. On July 6, 2009, he withdrew his AP registration and Principal listing with Dighton Capital USA, and was listed as a Principal of Dighton Capital CTA Limited, a registered CTA, from July 8, 2009 until his withdrawal from the company on October 20, 2011. While at Dighton Capital CTA Limited, he assisted in risk management and acted in an administrative capacity by coordinating with and assisting the company’s accountants, attorneys and vendors in performing their services for the company.
Distribution of Monthly Returns
12 Month Rolling ROR
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-34.39%
-
39
-
0
-
06/2020
-
-
-
2
-24.14%
-
5
-
26
-
09/2017
-
03/2020
-
3
-
-
-
-
-
-
-
-
-
-
4
-
-
-
-
-
-
-
-
-
-
5
-
-
-
-
-
-
-
-
-
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
19.57%
-15.48%
0.10%
0.30%
-3.23%
51.95%
3 Months
38.45%
-21.58%
0.07%
-2.40%
11.91%
46.67%
6 Months
28.05%
-21.07%
-0.29%
-1.37%
2.16%
43.06%
1 Year
33.02%
-22.95%
-0.75%
-2.35%
-1.64%
39.39%
2 Years
35.88%
-30.20%
-1.60%
-2.44%
11.96%
42.59%
3 Years
16.15%
-28.61%
-5.10%
-4.19%
-2.53%
33.33%
5 Years
5.48%
-14.22%
-4.93%
-6.95%
4.38%
27.78%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
-1.59%
-5.05%
-10.75%
-16.69%
-25.16%
-50.74%
% Positive
51.95%
46.67%
43.06%
39.39%
42.59%
33.33%
Avg. Pos. Period
5.32%
8.72%
10.08%
11.51%
9.43%
6.45%
Avg. Neg. Period
-5.54%
-7.51%
-8.13%
-8.72%
-9.78%
-10.88%
Sharpe Ratio
0.05
0.02
-0.09
-0.21
-0.44
-1.64
Sortino Ratio
-0.10
-0.23
-0.43
-0.62
-0.89
-1.81
Standard Deviation
6.88%
10.19%
11.57%
12.50%
12.56%
10.75%
Downside Deviation
4.69%
6.42%
7.67%
8.39%
9.30%
10.97%
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR
Drawdown
Volatility (12 Months Rolling)
Instruments
AUM
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No data filled
