Tracking CTAs since 1994
Tracking CTAs since 1994
Principal(s): Mark Chapin
Strategy: Systematic / Short-Term / Diversified
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Investment Restrictions: 4.7 Exempt - QEPs Only++
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Triton Bay Capital's Little Komodo program employs systematic short-term strategies that are uncorrelated to both the Short and Long Term CTA indices. The program utilizes fully automated signal generation and trade execution. The program comprises 27 strategies across multiple timescales, broadly categorized into mean reversion, trend following, and pattern recognition. Currently, the program's trading activities encompass 31 futures products across US and European exchanges. The program targets a 12% annualized volatility.
Mark Chapin, who holds a Bachelor of Science degree from Clarkson University and a Master of Science degree from UC Berkeley, both in mechanical engineering, is the sole proprietor of Triton Bay Capital and oversees all company operations. Mark was a founding member of Revolution Capital Management LLC, a CFTC CTA and CPO. In 2014, he left the firm to develop short-term trading algorithms for application to futures and equities products. After founding Triton Bay Capital in 2016, Mark has been actively trading futures and equities in proprietary accounts. He became a CFTC CTA registered with the NFA in January 2025.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -5.02% | -1.54% | -1.52% | 11.82% | -2.86% | 0.88% | -7.9% | |||||||
| 2024 | -5.21% | 3.16% | -0.65% | -1.07% | -5.75% | -3.09% | 6.40% | 3.09% | 1.99% | 2.91% | -0.74% | 1.00% | 2.04% | -12.22% |
| 2023 | -3.99% | -0.04% | 1.93% | -3.21% | -1.43% | -0.17% | -4.07% | -0.59% | 1.31% | 3.94% | 4.80% | 5.55% | 4.03% | -11.15% |
| 2022 | 4.26% | -5.89% | 0.64% | -0.67% | -2.54% | 8.46% | 3.06% | 1.68% | 0.28% | -1.80% | 4.62% | 5.07% | 17.17% | -8.31% |
| 2021 | -0.02% | -0.71% | -0.28% | 0.06% | -0.49% | -4.88% | 0.11% | 1.36% | 2.94% | -1.79% | 1.68% | -0.05% | -2.07% | -6.24% |
| 2020 | -0.74% | 6.11% | 1.04% | -1.64% | 3.51% | -6.64% | 1.84% | 0.90% | -1.60% | 9.62% | 0.00% | -3.11% | 9.29% | -6.64% |
| 2019 | 1.81% | -0.67% | -2.45% | 2.78% | 3.47% | 4.58% | 0.85% | 9.39% | -0.26% | 6.56% | 2.51% | 3.35% | 31.92% | -3.1% |
| 2018 | 6.55% | 0.34% | -0.78% | 3.91% | 1.04% | 7.93% | -1.13% | 0.96% | -3.24% | 4.84% | 0.98% | -1.07% | 20.33% | -3.41% |
| 2017 | -2.03% | 3.71% | 4.01% | 1.68% | 4.77% | 0.47% | 8.48% | -2.79% | 2.86% | 4.32% | -0.68% | 3.64% | 28.44% | -2.79% |
| 2016 | -1.59% | 3.93% | -2.98% | 9.17% | 3.54% | 3.12% | 5.59% | 1.42% | -1.75% | 2.96% | 7.05% | 4.85% | 36.19% | -2.98% |
*The Annual ROR performance has been calculated by adding each monthly return. Please See Accounting Notes Below.
| Years | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 |
|---|---|---|---|---|---|---|
| ROR | 35.31% | 28.44% | 20.33% | 31.92% | 9.29% | -2.07% |
| Max DD | -2.98% | -2.79% | -3.41% | -3.10% | -6.64% | -6.24% |
| Years | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|
| ROR | 17.17% | 4.03% | 2.04% | 0.88% |
| Max DD | -8.31% | -11.15% | -12.22% | -7.90% |
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.
