MarketCipher Partners

MarketCipher SmartData *QEP*


Monthly Performance (%)

Date Range: 12/17 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -0.80 -2.00 -7.40 11.40 1.80 1.40 3.90 2.70 -3.20 -3.40 8.30   11.86 
2019 1.20 0.60 -0.10 1.80 -3.30 1.80 0.20 1.00 0.40 -1.80 -0.40 -0.10  1.19 
2018 2.40 0.30 0.00 -1.60 0.50 0.30 0.00 2.00 0.40 0.20 2.30 0.50  7.47 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

We operate at the cutting-edge of the “big data" trend. Rather than let our artificial intelligence engines bluntly ingest raw data, we have developed sets of proprietary investment drivers, relationships and rules that decipher how markets work. MarketCipher SmartDataTM is explanatory, sustainable, specific and comprehensive. It is also scalable across time horizons and asset classes, offering various paths to uncover profitable opportunities.

Performance Statistics

Date Range: 12/17 - 10/20
  Program S&P 500 Coquest 40 
Total Return 12.33% 30.66% 0.35% 
Annualized Return 4.19% 9.60% 0.12% 
Annualized Std. Deviation 9.87% 17.81% 7.24% 
Correlation 0.75 0.18 
Sharpe Ratio (rf=2.5%) 0.17 0.40 -0.33 
Worst Month -7.40% -12.35% -6.10% 
Date of Worst Month 03/2020 03/2020 02/2018 
Worst Drawdown -12.04% -19.60% -9.14% 
Date of Worst Drawdown 4/19 - 3/20 12/19 - 3/20 1/18 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/17 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 11.86 2.77 -3.54 
2019 1.19 31.50 7.53 
2018 7.47 -4.38 -4.29 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/17 - 10/20
Date: 10/31/2020
Perf: $992.72 Date: 9/30/2020
Perf: $995.90 Date: 8/31/2020
Perf: $1,010.66 Date: 7/31/2020
Perf: $1,022.21 Date: 6/30/2020
Perf: $1,003.05 Date: 5/31/2020
Perf: $1,016.06 Date: 4/30/2020
Perf: $1,028.09 Date: 3/31/2020
Perf: $1,024.70 Date: 2/29/2020
Perf: $1,024.09 Date: 1/31/2020
Perf: $1,039.58 Date: 12/31/2019
Perf: $1,029.18 Date: 11/30/2019
Perf: $1,035.61 Date: 10/31/2019
Perf: $1,025.55 Date: 9/30/2019
Perf: $1,048.73 Date: 8/31/2019
Perf: $1,078.61 Date: 7/31/2019
Perf: $1,040.93 Date: 6/30/2019
Perf: $1,006.60 Date: 5/31/2019
Perf: $986.87 Date: 4/30/2019
Perf: $1,006.59 Date: 3/31/2019
Perf: $979.65 Date: 2/28/2019
Perf: $945.70 Date: 1/31/2019
Perf: $939.69 Date: 12/31/2018
Perf: $957.11 Date: 11/30/2018
Perf: $953.11 Date: 10/31/2018
Perf: $964.68 Date: 9/30/2018
Perf: $989.11 Date: 8/31/2018
Perf: $993.58 Date: 7/31/2018
Perf: $968.88 Date: 6/30/2018
Perf: $976.20 Date: 5/31/2018
Perf: $968.07 Date: 4/30/2018
Perf: $980.72 Date: 3/31/2018
Perf: $970.24 Date: 2/28/2018
Perf: $971.11 Date: 1/31/2018
Perf: $1,034.20 Date: 12/31/2017
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,292.21 Date: 9/30/2020
Perf: $1,327.53 Date: 8/31/2020
Perf: $1,379.97 Date: 7/31/2020
Perf: $1,287.40 Date: 6/30/2020
Perf: $1,218.67 Date: 5/31/2020
Perf: $1,194.89 Date: 4/30/2020
Perf: $1,140.60 Date: 3/31/2020
Perf: $1,010.99 Date: 2/29/2020
Perf: $1,153.44 Date: 1/31/2020
Perf: $1,256.88 Date: 12/31/2019
Perf: $1,257.38 Date: 11/30/2019
Perf: $1,220.52 Date: 10/31/2019
Perf: $1,177.77 Date: 9/30/2019
Perf: $1,152.75 Date: 8/31/2019
Perf: $1,131.59 Date: 7/31/2019
Perf: $1,149.76 Date: 6/30/2019
Perf: $1,133.44 Date: 5/31/2019
Perf: $1,058.79 Date: 4/30/2019
Perf: $1,130.59 Date: 3/31/2019
Perf: $1,086.58 Date: 2/28/2019
Perf: $1,065.90 Date: 1/31/2019
Perf: $1,032.75 Date: 12/31/2018
Perf: $956.16 Date: 11/30/2018
Perf: $1,051.07 Date: 10/31/2018
Perf: $1,030.06 Date: 9/30/2018
Perf: $1,105.69 Date: 8/31/2018
Perf: $1,099.42 Date: 7/31/2018
Perf: $1,064.71 Date: 6/30/2018
Perf: $1,026.53 Date: 5/31/2018
Perf: $1,020.20 Date: 4/30/2018
Perf: $996.19 Date: 3/31/2018
Perf: $992.42 Date: 2/28/2018
Perf: $1,018.29 Date: 1/31/2018
Perf: $1,057.30 Date: 12/31/2017
Perf: $1,000.00 Date: 11/30/2020
Perf: $1,216.52 Date: 10/31/2020
Perf: $1,123.28 Date: 9/30/2020
Perf: $1,162.82 Date: 8/31/2020
Perf: $1,201.26 Date: 7/31/2020
Perf: $1,169.68 Date: 6/30/2020
Perf: $1,125.77 Date: 5/31/2020
Perf: $1,110.23 Date: 4/30/2020
Perf: $1,090.60 Date: 3/31/2020
Perf: $978.99 Date: 2/29/2020
Perf: $1,057.23 Date: 1/31/2020
Perf: $1,078.81 Date: 12/31/2019
Perf: $1,087.51 Date: 11/30/2019
Perf: $1,088.59 Date: 10/31/2019
Perf: $1,092.97 Date: 9/30/2019
Perf: $1,113.00 Date: 8/31/2019
Perf: $1,108.57 Date: 7/31/2019
Perf: $1,097.59 Date: 6/30/2019
Perf: $1,095.40 Date: 5/31/2019
Perf: $1,076.03 Date: 4/30/2019
Perf: $1,112.75 Date: 3/31/2019
Perf: $1,093.08 Date: 2/28/2019
Perf: $1,094.17 Date: 1/31/2019
Perf: $1,087.64 Date: 12/31/2018
Perf: $1,074.75 Date: 11/30/2018
Perf: $1,069.40 Date: 10/31/2018
Perf: $1,045.36 Date: 9/30/2018
Perf: $1,043.27 Date: 8/31/2018
Perf: $1,039.11 Date: 7/31/2018
Perf: $1,018.74 Date: 6/30/2018
Perf: $1,018.74 Date: 5/31/2018
Perf: $1,015.69 Date: 4/30/2018
Perf: $1,010.64 Date: 3/31/2018
Perf: $1,027.07 Date: 2/28/2018
Perf: $1,027.07 Date: 1/31/2018
Perf: $1,024.00 Date: 12/31/2017
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 12/17 - 10/20
Date: 11/30/2020
Return: 8.30 % Date: 10/31/2020
Return: -3.40 % Date: 9/30/2020
Return: -3.20 % Date: 8/31/2020
Return: 2.70 % Date: 7/31/2020
Return: 3.90 % Date: 6/30/2020
Return: 1.40 % Date: 5/31/2020
Return: 1.80 % Date: 4/30/2020
Return: 11.40 % Date: 3/31/2020
Return: -7.40 % Date: 2/29/2020
Return: -2.00 % Date: 1/31/2020
Return: -0.80 % Date: 12/31/2019
Return: -0.10 % Date: 11/30/2019
Return: -0.40 % Date: 10/31/2019
Return: -1.80 % Date: 9/30/2019
Return: 0.40 % Date: 8/31/2019
Return: 1.00 % Date: 7/31/2019
Return: 0.20 % Date: 6/30/2019
Return: 1.80 % Date: 5/31/2019
Return: -3.30 % Date: 4/30/2019
Return: 1.80 % Date: 3/31/2019
Return: -0.10 % Date: 2/28/2019
Return: 0.60 % Date: 1/31/2019
Return: 1.20 % Date: 12/31/2018
Return: 0.50 % Date: 11/30/2018
Return: 2.30 % Date: 10/31/2018
Return: 0.20 % Date: 9/30/2018
Return: 0.40 % Date: 8/31/2018
Return: 2.00 % Date: 7/31/2018
Return: 0.00 % Date: 6/30/2018
Return: 0.30 % Date: 5/31/2018
Return: 0.50 % Date: 4/30/2018
Return: -1.60 % Date: 3/31/2018
Return: 0.00 % Date: 2/28/2018
Return: 0.30 % Date: 1/31/2018
Return: 2.40 % Date: 12/31/2017
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/17 - 10/20
Return: 8.00 %
Count: 1 Return: 3.00 %
Count: 1 Return: 4.00 %
Count: 1 Return: 11.00 %
Count: 1 Return: -7.00 %
Count: 1 Return: -1.00 %
Count: 1 Return: -3.00 %
Count: 3 Return: 1.00 %
Count: 5 Return: -2.00 %
Count: 3 Return: 2.00 %
Count: 6 Return: 0.00 %
Count: 13

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 12/17 - 10/20
Date: 11/30/2020
Drawdown: 0.00 % Date: 10/31/2020
Drawdown: -6.49 % Date: 9/30/2020
Drawdown: -3.20 % Date: 8/31/2020
Drawdown: 0.00 % Date: 7/31/2020
Drawdown: 0.00 % Date: 6/30/2020
Drawdown: 0.00 % Date: 5/31/2020
Drawdown: -0.25 % Date: 4/30/2020
Drawdown: -2.01 % Date: 3/31/2020
Drawdown: -12.04 % Date: 2/29/2020
Drawdown: -5.01 % Date: 1/31/2020
Drawdown: -3.07 % Date: 12/31/2019
Drawdown: -2.29 % Date: 11/30/2019
Drawdown: -2.19 % Date: 10/31/2019
Drawdown: -1.80 % Date: 9/30/2019
Drawdown: 0.00 % Date: 8/31/2019
Drawdown: -0.38 % Date: 7/31/2019
Drawdown: -1.36 % Date: 6/30/2019
Drawdown: -1.56 % Date: 5/31/2019
Drawdown: -3.30 % Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: -0.10 % Date: 2/28/2019
Drawdown: 0.00 % Date: 1/31/2019
Drawdown: 0.00 % Date: 12/31/2018
Drawdown: 0.00 % Date: 11/30/2018
Drawdown: 0.00 % Date: 10/31/2018
Drawdown: 0.00 % Date: 9/30/2018
Drawdown: 0.00 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: -0.81 % Date: 6/30/2018
Drawdown: -0.81 % Date: 5/31/2018
Drawdown: -1.11 % Date: 4/30/2018
Drawdown: -1.60 % Date: 3/31/2018
Drawdown: 0.00 % Date: 2/28/2018
Drawdown: 0.00 % Date: 1/31/2018
Drawdown: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  MarketCipher Partners
Address: 816 AIA North, Suite 305
City: Ponte Vedra Beach
State: FL
Zip: 32082
Country: US

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Investment Methodology
 Instruments Traded
 Geographical Focus
 Holding Period
 Investment Terms & Information
 Managed Account Minimum: $1,000,000 
 Margin / Equity Ratio: 3% 
 Managed Account Availability: Open 
Copyright © 2020 CoquestTradersResearch.com
All rights Reserved