Tandem Trading Program Summary

Tandem Trading Program is powered by a combination of fully automated, intraday proprietary algorithms. The goal of the program is to use a collection of algorithms that trade in tandem and that are designed to trade at specific times of the day. The Tandem Trading Program can trade long or short the S&P 500 E-Mini and Micro as well as the 10 Treasury futures contracts. The program also aims to have a small correlation to the stock market benchmarks and other CTA programs to offer a layer of diversification to a traditional investment portfolio.

The program was developed and it is managed by Jaime Valenzuela, the trading principal and founder of Algorithmic Futures Inc. who holds degrees in both Audio and Electrical Engineering. Valenzuela began trading stocks in 1996 and has actively traded futures since 2010. In 2014, he began applying signal processing concepts to price action and using statistical methodologies to create automated trading strategies.

Algorithmic Futures, Inc.’s trading principal, Jaime A. Valenzuela, managed one trading account in the past five years pursuant to exemptions permitted under CFTC Regulations. Specifically, the trading principal did not have more than 15 accounts and did not hold himself out to the public as a commodity trading advisor. The performance presented for this one account was adjusted. Specifically, account was not charged management or incentive fees. Therefore, the performance was adjusted to reflect the advisory fees as outlined in this disclosure document. The Advisor began managing client accounts in March 2019.

The performance presented from February 2018 to February 2019 was of one account traded pursuant to the program and pro-forma adjusted to reflect a 2% management and 20% incentive fees. This account switched the Power of Attorney from Mr. Valenzuela to the Advisor effective March 1, 2019. Starting in March 2019, the performance is that of Algorithmic Futures, Inc. with Power of Attorney of Client accounts and does not reflect a 2% management fee as it is currently being waved for its clients.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN.

February 2018 – February 2019 Monthly Pro-Forma Adjusted for 2% Management and 20% Incentive Fees. March 2020 to present pefformance reflects a 0% management fee as it has been waived for all current customers

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2018 -3.80% 13.90% 0.40% 14.12% -6.45% 1.92% 10.38% -2.46% -5.24% 6.29% -13.82% 11.87%
2019 -9.14% 0.50% 2.98% 1.46% 0.54% -2.58% 0.35% -2.17% -2.47% -2.18% -0.81% 0.02% -13.17%
2020 0.03% -0.31% -5.71% 1.41% -1.18% 0.22% -0.27% -0.17% -0.61% -6.54%


Investment Description
Minimum Investment $50,000
Liquidity Daily
Management Fee (Monthly) 1/12 of 0%
Incentive Fee (Quarterly) 10%
Margin (Intraday Only) 0%
Lock-In Period None
Contracts Traded Micro-ES, ES and TY
Program Start Date Feb – 2018
Currency US Dollar
Average Monthly Performance -0.14%
Standard Deviation 8.38%
Largest Monthly Drawdown -13.82% (Dec 2018)
Max Peak-to-Valley Drawdown (Aug. 18 to Aug. 20) -30.87%
NFA No 0517009

The above program summary is informational only and it is not an offer or solicitation for managed accounts. As such, it cannot disclose all risks associated with the Tandend Trading Program.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN.