The rates of monthly return are calculated by the independent CPA/administrator firms, in accordance with CFTC Regulation 4.35 and NFA Rule 2-34. SMAs have been traded continuously from July of 2008 to the present, and traded parallel to the fund, HiProb-I Fund LP, since December of 2016. After 2016 December, rates of returns are the results of the fund, the rest are the results of SMAs.

To evaluate actual performance in a meaningful way, the data is presented below in a form of relative frequency distribution of daily return. From a point view of Probability and Statistics, the center of the relative frequency distribution may be used as a measure of average daily profits; the width of the relative frequency distribution may be used to measure dispersion of observed rates of return and reflects potential risks.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.



INFORMATION PRESENTED ON THIS WEB SITE IS NOT A SOLICITATION FOR INVESTMENT, RATHER, IS INTENDED FOR USE ONLY BY QUALIFIED ELIGIBLE PERSONS AS DEFINED IN CFTC REGULATIONS. PURSUANT TO AN EXEMPTION FROM THE CFTC IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS, THE INFORMATION PRESENTED ON THIS WEB SITE IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION, RATHER, IS PREPARED IN COMPLIANCE WITH AND GOVERNED BY THE COMMODITY EXCHANGE ACT, THE CFTC REGULATIONS AN D, THE NFA RULES.

NO PART OF THIS PUBLICATION OR WEBSITE MAY BE REPRODUCED, STORED IN A RETRIEVAL SYSTEM, OR TRANSMITTED IN ANY FORM OR BY ANY MEANS, ELECTRONIC, MECHANICAL PHOTOCOPYING, RECORDING, SCANNING, OR OTHERWISE, EXCEPT AS PERMITTED UNDER SECTION 107 OR 108 OF THE 1976 UNITED STATES COPYRIGHT ACT, WITHOUT EITHER THE PRIOR WRITTEN PERMISSION OF THE PUBLISHER.

BARCLAYHEDGE DATABASE MAY NOT REPRESENT THE ENTIRE UNIVERSE OF CTAS. THE ADEQUACY, ACCURACY, OR COMPLETENESS OF THE BARCLAYHEDGE DATABASE MAY NOT BE INDEPENDENTLY VERIFIED.