Alpha Centauri Capital Management LLC
Alpha Centauri Tactical Opportunities
Methodology: Discretionary
Strategy: Fundamental / Macro
Sub-Strategy: N/A
Market Focus: Diversified
Strategy Description
The Alpha Centauri Tactical Opportunities Program is a discretionary macro trading strategy that attempts to take advantage of the relative over/under reaction between markets. The manager monitors correlations across a broad array of futures contracts, and looks for opportunities when correlated markets diverge unexplainably. These divergences often represent a short term breakaway from an existing trend, and the manager attempts to profit form mean reversion. The program primarily trades financial futures, but may also take advantage of opportunities in metals and energy markets.
Risk Management
Risk is managed discretionarily, with stop losses utilized on approximately 50% of all trades. Stops are utilized more frequently for short term trades, with limits set based upon the manager’s view of support and resistance. Approximately 2/3rds of the program’s trading activity is intraday, although the manager’s core positions tend to be held for several weeks.
General Information
Management Fee: 1.00% Typical Trade Duration: Days to Weeks
Performance Fee: 20.00% Round Turns per Million: 1,000-2,000
Manager Assets: $4,213,902 Typical Margin‐to‐Equity: 3-10%
Strategy Assets: $4,213,902 Managed Account Minimum: $500,000
Performance Statistics
Date Range: 01/11 – 09/19 Maximum Drawdown: -8.02%
Annualized ROR: 3.29% Sharpe Ratio (0% RFR): 0.50
Standard Deviation: 6.55% Correlation to S&P 500: 0.05
Disclosures
This Report was prepared by Coquest Advisors and is furnished to the recipient for informational purposes only and should not be construed as a solicitation to invest with the commodity trading advisor (“CTA”) described herein. The information in this Report is qualified in its entirely and limited by reference to the CTA’s Disclosure Document. The information contained in this report is privileged and confidential and may not be reproduced or circulated to any person without the prior written consent of Coquest Advisors. Efforts are made to verify the accuracy of the information provided in this report, but the data cannot be guaranteed to be reliable at all times.
Coquest Strategy Summary · Alpha Centauri Capital Management LLC
Coquest Advisors · 12222 Merit Dr. Suite 1130 · Dallas, TX 75251 · coquestadvisors.com · October 2019
This material is provided as is for informational purposes only and may contain opinions which are solely those of its author. This material is not a solicitation, nor an offer to sell or a recommendation to buy a security. Past performance is not necessarily indicative of future results.
