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Program Details

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Luke Asset Management Partners 

Pinnacle Trend

Manager: Dennis Salazar

Address: 1838 W Claremont Street, Phoenix, AZ, 85015, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jul 1, 2016
AUM:$4,532,637
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-2.51%23.30%
Annual ROR:-1.89%17.01%
YTD:-2.86%15.59%
1 Year:4.03%21.71%
Alpha:
Beta:
Statistics Program S&P 500
Average Monthly Gain:3.33%2.14%
Average Monthly Loss:-4.43%-0.56%
Winning Months:911
Losing Months:74
Current DD:5.750.00
Max DD:11.722.06
Sharpe Ratio (RF 1%):-0.19
Annualized Std Dev:15.57

Methodology

Discretionary:15%
Systematic:85%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Mean Reversion:5%
Momentum:20%
Technical Analysis:5%
Trend Following:70%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2017-3.83-4.202.412.047.05-4.770.25-2.80-3.345.08-2.86
20160.37-7.42-4.645.751.395.630.36

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

LAMP’s flagship strategy is the Pinnacle Trend Trading Program (“Pinnacle”). Pinnacle is an 85% systematic and 15% discretionary trading program that uses proprietary formulas to enter long and short positions in 6 of the most liquid commodity futures contracts. These 6 markets are currently Crude Oil, Gold, Soybeans, Sugar, Coffee, and Lean Hogs. LAMP maintains a disciplined approach with stringent risk management on every position while offering its investors the potential for superior returns.

Company Info

LAMP’s flagship strategy is the Pinnacle Trend Trading Program (“Pinnacle”). Pinnacle is an 85% systematic and 15% discretionary trading program that uses proprietary formulas to enter long and short positions in 6 of the most liquid commodity futures contracts. These 6 markets are currently Crude Oil, Gold, Soybeans, Sugar, Coffee, and Lean Hogs. LAMP maintains a disciplined approach with stringent risk management on every position while offering its investors the potential for superior returns.

Manager Info

Dennis Ryan Salazar IV was born in Albuquerque, New Mexico but grew up in Southern California where he attended University of California, Riverside, majoring in Music Composition and minoring in Economics. Mr. Salazar began his investment career with Newhall Discount Futures & Options Inc., a registered Introducing Broker ("IB"), where was registered as a Associated Person ("AP") from August 26, 1999 through January 2, 2001. He then was registered as an AP of Refco LLC, a registered Futures Commission Merchant, from January 2, 2001 through April 16, 2001. In the early years of the Internet, he immediately took an interest in software-based and automated investment platforms. After leaving Refco LLC in April of 2001, Mr. Salazar joined Sidaboyz Inc., a California-based IB, where he was registered as an AP from July 13, 2001 until May 10, 2004. While working at Sidaboyz Inc., he ran and managed an office of brokers trading futures and options. He was also responsible for developing the execution protocols for several systematic trading programs and became head of systems trading for the firm in 2002. In April of 2004, Mr. Salazar started his own company, Focus Futures Inc. ("Focus"), a California-based IB specializing in managed account and systems trading execution. He was listed as a principal and registered as an AP of Focus from May 28, 2004 through October 11, 2015. From October 2010 to August 2015, Mr. Salazar served as Vice President of Business Development for Ice- Loc Inc., a plumbing product manufacturer, where his responsibilities were writing patents to protect intellectual property of the company and nurturing business relationships. In September of 2015, Mr. Salazar joined Three Lakes Trading Company Inc. ("Three Lakes"), a Connecticut-based IB, where he now operates the firm's Arizona branch office. He was approved as a Branch Office Manager of Three Lakes on September 15, 2015, and has been registered as an AP of firm since September 14, 2015. In April of 2016, Mr. Salazar formed LAMP in order to offer clients the opportunity to participate in a managed account program developed and honed based on his in-depth experience with futures systems trading and the managed futures industry. He was approved as a principal of LAMP on April 30, 2016 and was registered as an AP of the firm on May 17, 2016.