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Program Details

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Regulus Global Advisors, LLC 

Regulus Diversified Trading Program

Manager: David Day

Address: 901 Indiana Avenue, Wichita Falls, TX, 76301, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Mar 1, 2022
AUM:$150,000
QEP:No
Incentive Fee:30%
Annual Mgt Fee:0%
Min Investment:$50,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:9.69%-5.57%
Annual ROR:24.85%-12.85%
YTD:9.69%-13.34%
1 Year:9.69%-6.03%
Alpha:1.66
Beta:-0.37
Statistics Program S&P 500
Average Monthly Gain:5.79%4.23%
Average Monthly Loss:-3.73%-8.60%
Winning Months:33
Losing Months:22
Current DD:1.898.83
Max DD:5.5616.45
Sharpe Ratio (RF 1%):1.26
Annualized Std Dev:18.97

Methodology

Discretionary:1%
Systematic:99%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Trend Following:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20225.684.35-5.567.35-1.899.69

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The program trades futures and commodities, with the objective of achieving consistent capital growth
that is uncorrelated with major global stock indices. The goals are to achieve consistent absolute returns
in most market conditions and add diversification to most portfolios.

INVESTMENT STRATEGY:
• The Trading Program trades global futures and commodities
• It is a systematic program that employs automated models to take advantage of market
conditions in both bullish and bearish market environments.
• The program has the ability to be profitable in up and down markets.
• Positions may be long, short, flat (no exposure) or a combination thereof based on our models.
• The program employs quantitative discipline that adjusts exposures based on proprietary
environmental overlays
• Risk controls includes proprietary environmental overlays, market exposure, position sizing and
quantitative analysis

Company Info

The program trades futures and commodities, with the objective of achieving consistent capital growth
that is uncorrelated with major global stock indices. The goals are to achieve consistent absolute returns
in most market conditions and add diversification to most portfolios.

Manager Info

David “Drew” Day, MSF, Regulus Global
Advisors Founder and Principal, has over 19
years of investment management, finance,
financial modeling and quantitative research
experience. He holds an M.S. in Finance from
the Michael F. Price College of Business at the
University of Oklahoma and a B.S. in Business
Administration from Union University. He is
also the founder of a proprietary financial
technology company and has built his entire
career in the futures trading industry.