Valia Capital Management
Global Tactical Program
Methodology: Discretionary
Strategy: Technical
Sub-Strategy: N/A
Market Focus: Diversified
Strategy Description
The Valia Global Tactical Program is a discretionary technical strategy, which focuses on trading the S&P 500, U.S. interest rates, crude oil, and gold. The manager employs a short term trading approach, attempting to profit from inflection points in price momentum. Support and resistance levels play a key role in the manager’s trading decisions, with breakouts from established ranges often presenting new trading opportunities. On average, positions are held for just 3 hours, but can vary widely depending upon market activity. Typically, all positions are exited before market close, but some may occasionally be held overnight when price action is supportive.
Risk Management
Risk is managed discretionarily via stop loss limits, which the manager establishes on a position by position basis. Typically these stops are placed near key support levels, which if broken would indicate the reversal of previous momentum.
General Information
Management Fee: 2.00% Typical Trade Duration: 3 Hours
Performance Fee: 20.00% Round Turns per Million: 3,500
Manager Assets: $2,110,241 Typical Margin‐to‐Equity: 0-8%
Strategy Assets: $2,110,241 Managed Account Minimum: $200,000
Performance Statistics
Date Range: 05/14 – 12/18 Maximum Drawdown: -20.99%
Annualized ROR: -2.42% Sharpe Ratio (0% RFR): 0.00
Standard Deviation: 6.69 % 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 · Valia Capital Management
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.
