Performance
Our flagship quantitative trend following strategy
available in standard or reduced (1/2) leverage
EVOLUTION TRADING PROGRAM
INSTITUTIONAL EVOLUTION TRADING PROGRAM (1/2 LEVERAGE)
Disclosure Document
The Disclosure Document contains detailed information about CROSBY Capital and its trading programs.
EVOLUTION TRADING PROGRAM
The Evolution Trading Program is designed to hold a long or short position in the direction of the trend of each futures contract included in a diversified portfolio. As such, the program is designed to extract profits from changes in the price of futures contracts. By trading a diversified portfolio of non-correlated futures contracts, the program attempts to maintain a balanced and diversified risk posture. All trade decisions are derived from proprietary computer programs designed by CROSBY Capital. In sum, the program is a medium to long-term trend following program.
The performance numbers below are the result of actual proprietary trading results, with deductions for commissions and fees but not performance fees.
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JAN
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FEB
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MAR
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APR
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MAY
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JUN
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JUL
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AUG
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SEP
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OCT
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NOV
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DEC
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YTD
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2024
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-31.50
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19.34
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-4.89
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39.51
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-17.10
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-6.60
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0.76
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19.29
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6.64
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-18.79
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-3.31
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22.62
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3.17
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-9.06
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INSTITUTIONAL EVOLUTION TRADING PROGRAM (1/2 LEVERAGE)
The Institutional Evolution Trading Program is designed the same as the Evolution Trading Program (described above), except that one-half (½) the leverage is used in trading the program.
The Institutional Evolution Trading Program (“IETP”) (1/2 Leverage) is designed for clients that prefer a portfolio with reduced volatility. The IETP (1/2 Leverage) is similar to the Evolution Trading Program (described above), except that one-half (½) the leverage is used in trading. Thus, the IETP (1/2 Leverage) is also designed to hold long or short positions in the direction of the trend of each futures contract included in a diversified portfolio, in order to extract profits from changes in the price of futures contracts. The IETP (1/2 Leverage) attempts to maintain a balanced and diversified risk posture by trading a diversified portfolio of non-correlated futures contracts. The IETP (1/2 Leverage) is also a medium to long-term trend following program. All trade decisions are derived from proprietary computer programs designed by CROSBY Capital.
Strategy
- Medium to long-term trend following strategy
- Quantitative research driven
- 100% systematic and non-discretionary
- No long or short bias.
- Ability to profit in up and down trends
Diversification
- Risk exposure based on market conditions and portfolio size.
- Diversified portfolio of commodities and currencies
- Portfolio of non-correlated futures contracts.
- Positions always taken in high-volume markets and regulated exchanges.
COMMODITIES
- Copper
- Corn
- Cotton
- Crude Oil
- Feeder Cattle
- Gold
- Heating Oil
- Live Cattle
- Natural Gas
- Platinum
- Silver
- Sugar
- Soybeans
- Wheat
CURRENCIES
- Aussie Dollar
- British Dollar
- Canadian Dollar
- Euro
- Japanese Yen
- Swiss Franc
INTEREST RATES
- Aussie 3 Year
- Aussie 10 Year
- Bobl
- German Bund
- Life Euribor
- Long Gilt
- Schatz
- Short SONIA
- SOFR
- TSE JGB
- U.S. 2 Year
- U.S. 5 Year
- U.S. 10 Year
- U.S. Bonds