EFTA02708499.pdf

From: Lesley Groff Sent: Wednesday, June 4, 2014 6:43 PM To: Jeffrey Epstein Subject: Fwd: ATorus Daily Portfolio Report 6/3 Attachments: ATorus_BacktestNAV_060314.pdf; Untitled attachment 00076.htm Begin forwarded =essage: From: =/b>Michael Fowler =lt;[email protected]> Subject: ATorus Daily Portfolio Report =13 Date: =/b>June 4, 2014 at =:43:15 PM EDT To: =/b>Lesley Groff Lesley, =nbsp; Please see attached the Daily Portfolio =eport for 6/3. Hope your day is going =ell. - Daily Commentary = We added two additional metrics =nto the first page of the report. The T12M No. of Profitable =ositions and Avg. Realized Gain/Avg. Realized Loss. =hese are the key factors to watch to see if there is return degradation =s any decrease in the former needs to be offset by the latter. =urrently the "win rate" of nearly 60% is at an extreme. We anticipate a =ore likely average ratio of 50%. On the other hand, the "profit factor" =s just a touch above levels we historically achieve. Best =egards, Michael J. Fowler - =ntl. Mobile Work Email - Trading Desk Email - The information =ontained in this electronic mail message is confidential information =ntended only for the use of the individual entity named above, and may =e privileged. If the reader of this message is not the intended =ecipient, EFTA_R1_02110302 EFTA02708499 you are hereby notified that any dissemination, distribution, =r copying of this message is strictly prohibited. If you have received =his communication in error, please immediately notify us by telephone, =nd delete the original message. 2 EFTA_R1_02110303 EFTA02708500