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Recent Statistics
  • Apr Return: 1.71%
  • YTD Return: -7.63%
  • Annual CROR:1 2.51 %
  • Worst DD:2 -27.56%
  • Losing Streak:3 -26.32 %
  • Sharpe Ratio:4 0.17
  • Min Investment: $1,000,000
  • AUM:5 $2,461,476
  • Calmar Ratio:6 0.00
The Sona Trading Strategies proprietary trading system is systematic and technical in nature. The principal objective of the trading system is to profit from major and sustained price trends in the futures markets. The program trades a diversified portfolio of nearly fifty markets across non-correlated market sectors. The system employs short, medium, and long term positions, while seeking to maximize profits during strong trends and reduce overall exposure when markets are trendless. The disciplined trading approach uses computer generated trading signals and evaluates the strength of a trend via utilization of conditional probabilities. Trades are managed to exploit established trends and neutralize exposure during unfavorable market conditions.

Risk management is a vital component of the Sona Trading System. A limited amount of capital is risked on each position at trade initiation. Risk parameters are set and held constant across all markets. Position size is dictated, in part, by both volume and volatility. The Advisor systematically monitors ongoing trades with continuous risk assessment, using a comprehensive set of parameters.

New accounts are usually introduced into the program all at once, with the intention to fully diversify these accounts as quickly as possible. Sona Trading Strategies reserves the right to modify its trading strategies and portfolio selection in light of ongoing research and development, without client notification.

Peter Osmanski is a principal trader of the Advisor and is responsible for operations and system development. He registered as a principal of Sona Trading in June 2006 and as an Associated Person in July 2006. Mr. Osmanski is president of CCS Capital Management, a currently inactive trading advisory firm. While Mr. Osmanski’s passion is futures trading, he has diverse experience in finance, mathematical research, and business administration as well as comprehensive experience in many aspects of the futures and securities industry.

Mr. Osmanski graduated from Elmhurst College in June 1980 with a double major in Mathematics and Accounting. He worked as a research assistant in the Mathematics Department while attending college. After graduation he continued his research, taught advanced mathematics, and became a certified public accountant.

In July 1988 Mr. Osmanski joined Rosenthal Collins Group (RCG), a Futures Commission Merchant. He began trading futures for his own account in 1991. He was registered with Quincy Futures Management, a Commodity Trading Advisor and Commodity Pool Operator, from November 1992 to January 1995 where he was responsible for trading. He registered as an Associated Person with Rosenthal Collins Group in January 1995 and still maintains the registration. He registered as a Principal of Four Oaks Capital Management, LLC, a Commodity Pool Operator in June 2006. Mr. Osmanski established his own firm, CCS Capital Management, a successful Commodity Trading Advisor in November 1997. He was registered as a Principal and Associated Person of the firm from November 1997 to March 2003. In the past, he served as CFO of Rosenthal Collins Group, and conducted stock equity, hedging, and general portfolio management on behalf of the firm. Mr. Osmanski provided administrative and accounting functions to Rosenthal Collins Securities, LLC, formerly a broker dealer affiliate of RCG, and facilitated the sale of its business in 2003. He was also registered with Rosenthal Global Securities, LLC, wholly owned by RCG, where he conducted trader evaluation and ad hoc projects. In addition to being a CPA, Mr. Osmanski is a registered Investment Advisor, NASD Registered Representative, Operations Principal, Options Principal, and holds a number of other professional registrations and certifications.


  • Trading Methodology
    95% Systematic
    5% Discretionary
  • Style Sub-Categories
    Trend Following
  • Trading Style
    100% Trend Following
  • Market Allocation
    Diversified
  • Holding Period
  • Sector
    Global
    Contracts
    Futures

Performance Since September 2006

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2017 -4.78% 2.23% -6.70% 1.71%   -7.63% -9.18%
2016 0.58% 4.10% -2.33% 3.44% -3.72% -3.41% 1.72% -3.88% -2.29% -0.02% 5.27% 2.29% 1.18% -11.17%
2015 5.20% -2.57% -3.05% -2.83% -4.12% -3.50% -0.74% -1.72% 4.31% -7.50% 1.02% -2.37% -17.06% -21.16%
2014 -6.47% 5.54% -1.33% -2.39% 1.12% 0.69% 0.22% 4.65% 15.78% -4.95% 6.70% 2.99% 22.77% -6.47%
2013 1.46% -0.68% 3.18% 0.38% 0.82% 1.12% -3.98% -3.96% -2.51% 0.01% 0.09% 1.55% -2.76% -10.1%
2012 -2.37% 4.43% 0.26% -0.94% 14.92% -7.27% 6.11% -0.36% -2.47% -3.56% -1.79% 1.06% 6.51% -9.43%

Years200620072008200920102011
ROR0.92%4.09%25.08%-1.49%15.56%-11.62%
Max DD-1.68%-4.50%-7.87%-5.93%-8.33%-13.95%

Years201220132014201520162017 YTD
ROR6.51%-2.76%22.77%-17.06%1.18%-7.63%
Max DD-9.43%-10.10%-6.47%-21.16%-11.17%-9.18%


PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Program Information
  • Start Date: Sep-2006
  • New Money: Yes
  • Min Investment: $1,000,000
  • Fund Minimum: $0
  • Notional Funds: Yes
  • NFA Member: Yes
  • NFA Number: 0371470
  • Currency: US Dollars
  • AUM:5 $2,461,476
  • Annual CROR:1 : 2.51%
  • Worst Drawdown:2 -27.56 %
  • Losing Streak:3 -26.32 %
  • Sharpe Ratio:4 0.17
  • Calmar Ratio:6 0.00
  • Margin:7: 20%
  • Mgt Fee: 2.00%
  • Incentive Fee: 20.00%
  • Other Fees: None
  • Avg Comm:8 $0.00
  • Max Comm:9:
  • Round Turns:10 2,000
Additional Information
  • Other Memberships:
  • Correlations: AG CTA Index: 0.684 | AG Systematic CTA Index: 0.735 |
  • Track Record Prepared By: N/A

  • Chart
    Chart
  • * By selecting to be contacted by a Representatives Autumn Gold may refer you to a third party broker or directly to the Manager.

    (P) - Proprietary Trading Results (C) - Client Trading Results

    1. Rate of Returns are calculated from the start date of each program. Usually returns are calculated based on the Annual Compounded Rate of Return method. In some cases returns have been calculated on an Non-Compounded basis. This would occur when a Manager trades based on account unit rather than on account equity.

         The Annual Compound Rate of Return ("Annual CROR") represents the compounded rate of return or each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period.

         Annual Rate of Return ("Annual ROR") is calculated adding each month's return.

    2. The Worst Peak-to-Valley Drawdown ("Worst Drawdown") is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value.

    3. The Current Losing Streak ("Losing Streak") represents the extent of the Adviso'rs current drawdown.

    4. Sharpe Ratio is a risk adjusted ratio that rewards consistancy of returns. Traders are penalized for volatility regardless of whether it is onthe up or downside. The Sharpe Ratios is calculated using a 1% risk-free rate of return.

    5. Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

    6. Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

    7. Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

    8. The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

    9. Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

    10. Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

  • RISK DISCLOSURE

    PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

    THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND/OR FOREIGN EXCHANGE ('FOREX') IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

    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.