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AlgoLab Capital Management, Ltd. is registered with the NFA/CFTC as Commodity Trading Advisor (NFA # 523700). This web site has been published in the United States for residents of the United States. This site is not intended for use by, or to provide any information to, residents outside of the United States.

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Artificial Intelligence +

Automated Investing

ALGORITHMIC objective, emotionless investing based on machine learning technology.

AUTOMATED disciplined, consistent execution of our proprietary trading strategies 24 hours a day, 6 days a week.

DIVERSIFIED 20 markets: agriculture, metals, energy, stock indexes, foreign currencies. Returns are not correlated to the stock market.

UNBIASED trading both up and down moves (long and short).

TESTED 3 years of proprietary account trading.

PERFORMANCE

The following compounded returns were generated from a proprietary trading account that has been running the program continuously, with no

interruptions and no modifications for 3 years since it's inception in August, 2016. All brokerage commissions, exchange fees, 2% management fee and 20% performance incentive fee have been deducted. Past results are not necessarily indicative of future results.

Cumulative return 279%

Annualized return 54.64% 

Largest monthly drawdown -24.98%

Largest peak to valley drawdown -29.07%

Recommended minimum investment $100,000 USD

Minimum investment $75,000 USD (75% notional funding)

IRA accounts have a higher minimum investment (more info)

How this performance capsule was calculated

 

TEST BEFORE YOU INVEST

We want to make sure investing in an AlgoLab managed account is right for you. Registering for a Test Drive demo can be an effective way to learn more about the typical returns and drawdowns from this type of investment prior to risking your capital. Your AlgoLab test drive performance results will be based on an actual funded account trading our AlphaEngine strategy.

REGISTER YOUR FREE DEMO ACCOUNT HERE which includes your own AlgoLab dashboard where you can follow your simulated trading results in real-time.

 

HOW THE ALPHAENGINE HISTORICAL PRO FORMA PERFORMANCE CAPSULE WAS CALCULATED:

The AlphaEngine program is based on an automated algorithmic trading strategy that started trading as a proprietary account in August, 2016 with $56,000. In March, 2017 the strategy was improved and has been traded continually ever since without interruption, or modification. Estimates of returns and drawdowns may be lower due to the increased minimum investment. ($100,000 minimum for AlphaEngine compared to $56,000 when the proprietary account started trading).

DIFFERENCES BETWEEN ACCOUNTS DISCLOSURE: To reduce trading costs, AlphaEngine strategy enters new trades using limit orders. A limit order offers the benefit of eliminating slippage costs, but these orders are are not always filled. To increase the likelihood of being filled on a new position, AlphaEngine uses a trade entry algorithm which randomly adjusts trade entry prices so that all accounts are not placing orders for the same symbol at the same price. Different entry prices for all new positions may also result in slightly different profit or loss between accounts.

 

In addition to different entry and exit prices, AlphaEngine uses a unique method of adjusting trading volume based on the total available capital called synthetic fractional contracts. The objective is to increase trading volume as profits increase by periodically trading an additional contract which simulates the effect of trading a fractional contract. This additional contract traded is random and will result in different profit and loss comparisons between accounts over the short term, but statistically, should be equal-out over a longer period of time.

 

Every effort has been made to ensure that our method of randomly assigning entry prices, and randomly adding an additional contract is fair between accounts.