Fact Sheet - JC07 Contrarian Sentiment Strategy

Statistical Analysis
Annualised Return
Avg Monthly 2.6%
Days 2412
Since Inception 729.05%
Profit Factor 1.22
RISK
Risk Reward 1.15
Peak Drawdown 26.9%
Max Drawdown 40%
Av Trade Length (days) 4.5
2010/11
2011/01
2011/03
2011/05
2011/07
2011/09
2011/11
2012/01
2012/03
2012/05
2012/07
2012/09
2012/11
2013/01
2013/03
2013/05
2013/07
2013/09
2013/11
2014/01
2014/03
2014/05
2014/07
2014/09
2014/11
2015/01
2015/03
2015/05
2015/07
2015/09
2015/11
2016/01
2016/03
2016/05
2016/07
2016/09
2016/11
2017/01
2017/03
2017/05
2017/07
Trades Per Day 4.6

August Quarter Year to date 1 Year 3 yr pa 5 yr pa Since Inception StDev

4.51% 8.54% 10.48% 11.36% 39.20% 42.71% 729.05% 8.87%

Objective
Jackson Capital aims to achieve an absolute return approaching 20% per annum on invested capital
using proprietary managed currency strategies designed to perform well through market volatility.
Strategy
JC07 is a sentiment based algorithmic currency trading system. The systems primary function is
collecting and aggregating retail trading data from some of the worlds leading FX firms and leveraging
this valuable non-public information to make trading decisions. JC7 performs best during periods of
high volatility and uses strict risk and money management parameters in order to mitigate drawdowns
during periods of low volatility.
Risk
We recommend Jackson Capital Contrarian Sentiment Strategy as part of the growth component
of a diversified investment portfolio. Past performance is not indicative of future performance and
you should not base your decision to invest solely upon past performance information. There is no
guarantee the systems will generate positive returns or preserve your initial investment.
Authority
Jackson Capital Pty Ltd (ACN: 165 682 842) is a Corporate Authorized Representative (CAR No.
446944) of Alpha Equities & Futures Ltd (ABN 76 131 376 415) which holds an Australian Financial
Services Licence (AFSL no. 327075) governed by the Australian Securities and Investment
Commission (ASIC).

Month January February March April May June July August September October November December Year Return
2010 -7.58% 21.19% 12.00%
2011 -2.17% -7.39% 27.10% 3.54% -2.23% -0.71% 11.92% -4.28% 15.39% -16.44% -1.58% 0.87% 18.69%
2012 9.72% 0.32% -11.04% -0.08% 22.65% -4.20% 5.99% -13.55% 11.10% -6.38% -0.68% 27.06% 38.26%
2013 9.58% 10.97% -6.48% -2.43% 4.28% 14.96% 1.05% -3.24% 10.41% 1.05% 10.55% 15.45% 85.20%
2014 -2.70% -2.41% 2.72% -0.65% -6.06% 3.56% -2.95% -1.30% 22.37% -1.25% -0.42% 4.76% 13.84%
2015 13.19% -15.10% 7.58% -1.20% 3.89% -2.55% 5.95% 10.53% 0.14% -5.89% 2.38% 5.56% 23.34%
2016 8.23% 24.11% -2.21% 1.17% 0.63% 14.10% -0.71% 2.82% 0.23% 0.59% -1.60% 1.60% 57.01%
2017 0.46% -3.98% -1.71% -1.36% 6.56% 2.13% 3.86% 4.51% 10.48%

*%change per month verified by FXBlue: http://fxblue.com/users/JacksonCapitalBT Audited by: Demetrius Berkower LLC; copy of audit upon request. Gross of performance fee