Jungle Rock Capital

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Equal Weight @JungleRockCap Indexes 1/3 Whale Index - Buy The Dip Equities 1/3 Boar Index - Macro 18 Regimes 1/3 Gator Index - Trend Following Imagine if these were all ETFs one day !! Ann Return 26% with Ann Risk 18% Max dd -21% with Sharpe Ratio 1.3

At the Oct 21 close, 37 of Jungle Rock's 210 internal strategies were at all-time highs, up from 26 at the Oct 20 close. Every one of those 26 remained at ATH and 11 more joined across seven strategy buckets, taking the total to 10 represented buckets. That is the highest recorded ATH count and largest number of represented buckets since the Oct 6 close. The HF Multi Strategy bucket rose to 14 of 21 strategies at ATH, Hedged Equity to 5 of 7 and Dynamic Volatility to 7 of 22, with Multi Strategy, Macro and Trend Following also back among the buckets included in today's ATH lineup. Seven of the 11 additions are ahead of their respective benchmarks on 5Y annualized return, all 11 have shallower 5Y maximum drawdowns and 10 strategies have higher 5Y Sharpe ratios compared to their benchmarks. Across today's lineup, Biweekly Futures Multi Strategy 2x (Chimp) has the highest 1Y return at 35.1%, versus 16.4% for the S&P 500 Equities Portfolio. To note that, as strategies, JRC ETF Index Futures (Lynx F) and JRC Macro Regimes Index (PIGLET) are also at ATH. On the index side, both the Jungle Rock Capital - Macro Regimes Index (on Bloomberg: PIGLET Index) and Jungle Rock Capital - ETF Index Futures (Lynx F) also recorded new all-time highs at yesterday’s market close, in line with their corresponding strategies in our strategy database. LYNX F tracks the allocations of the Jungle Rock ETF Index Benchmark (LYNX B) but uses futures instead of ETFs to get the same exposure with a more efficient use of capital. It is intended for larger / institutional investors wanting to replicate the Benchmark Index using a derivatives book. Check all of our Indexes on our Jungle Rock Capital website @JungleRockCap, and on Bloomberg.

A second @JungleRockCap White Paper is now available on SSRN: papers.ssrn.com/sol3/papers.…