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  • Manager: County Cork LLC
    Program: The County Cork Fusion Equity Program


    Principal(s): Robert J, O'Brien Jr. and Thomas Senft
    Strategy: Systematic / Intraday / Stock Index
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    Investment Restrictions: 4.7 Exempt - QEPs Only++
Recent Statistics
  • Mar Return: 1.04%
  • YTD Return: -2.94%
  • Annual CROR:1 -2.61 %
  • Worst DD:2 -33.97%
  • Losing Streak:3 -33.28 %
  • Sharpe Ratio:4 -0.23
  • Min Investment: $1,000,000
  • AUM:5 $1
  • Calmar Ratio:6 -0.24
1) Fully automated, systematic approach using multiple models to trade stock index futures intraday, 2) Models span several distinct trading styles including momentum, breakout, reversal, pattern recognition, support/resistance, sentiment and contrarian, 3) Price and non-price data from various futures, indices, options and volatility instruments are collected and analyzed on multiple intraday time frames, 4) Over 30 Individual model analyses yield a directional indication, 5) All model indications are aggregated to arrive at a portfolio direction and a position size based on model consensus and weighting, 6) Positions are entered and exited in line with dynamic portfolio consensus. •All trade execution is automated and the portfolio is flat and in cash at the end of each trading day.

1) Comprehensive risk management begins with having the experience to understand risk. Each County Cork program starts with a seasoned manager or team with decades of industry experience and a well-defined edge, 2) Each program employs customized risk controls appropriate for that particular approach which can include market diversification, deleveraged position sizing, trade level stop losses, and portfolio level stop losses, 3) Manager oversight protocols include real-time position monitoring, frequent consultation with managers, and constant assessment of realized risk/return versus expectations, 4) County Cork is built on Robert O'Brien Jr.'s foundation of integrity and backed by his family office,mitigating the organizational risk associated with emerging managers.

Robert J. O’Brien Jr. – Chief Executive Officer Mr. O’Brien heads the executive management committee at County Cork. Prior to founding County Cork, Mr. O’Brien served as Vice Chairman and as President of R.J. O’Brien & Associates in Chicago, the largest independent Futures Clearing Merchant in the United States. Mr. O’Brien is currently a member of the Board of Directors of R.J. O’Brien. Mr. O’Brien holds a B.A. in Economics from the University of Notre Dame, and a J.D. from Loyola University Chicago. Thomas W. Senft - President / Chief Operating Officer Mr. Senft is a member of the executive management committee and is responsible for the CTA’s operations and risk management. Mr. Senft brings nearly 35 years of futures industry experience, having served in top executive management positions with various brokerages and FCMs. Mr. Senft holds a B.S. in Finance from Indiana University. George F. Coyle - Chief Investment Officer Mr. Coyle is responsible for the development of investment systems and strategies. Prior to joining County Cork in 2015, Mr. Coyle ran his own CTA, Mount Analogue Capital Management. Before that he worked in a variety of capacities, including portfolio manager, analyst, researcher, and trader for 13D Research (publisher of “What I Learned This Week”), Manchester Trading, Clovis Capital Management, and John A. Levin & Co. Mr. Coyle holds a B.S. in Finance from the Ohio State University and a M.A. in Applied Statistics from Columbia University. Jerry F. Nolan – Director of Business Development Mr. Nolan is responsible for business development and client relationships. He is a 30 year veteran in the derivatives markets as a member of both CME and CBOT. For much of his trading floor career, Mr. Nolan worked in the Fixed Income Division at Morgan Stanley where he consulted with and executed trades for Primary Dealers, International Banks, and Hedge Funds- including CTAs. Mr. Nolan has a BS in Agricultural Economics from University of Illinois at Champaign/Urbana and an MBA in Finance from DePaul University, Chicago.

Accounting Notes: FROM OCTOBER 2013 TO SEPTEMBER 17 2014, THE PERFORMANCE OF ACTUAL TRADING ACCOUNTS TRADED BY A THIRD PARTY PERSUANT TO THE PROGRAM UNDER POWER OF ATTORNEY. SINCE SEPTEMBER 17, 2014, THE DATA REFLECTS THE PERFORMANCE OF ACTUAL CUSTOMER ACCOUNTS TRADED BY COUNTY CORK LLC PURSUANT TO THE PROGRAM UNDER POWERS OF ATTORNEY. ALL PERFORMANCE HAS BEEN PRO FORMA ADJUSTED FOR A 2% (ANNUALIZED) MONTHLY MANAGEMENT FEE AND A 20% (ANNUALIZED) QUARTERLY INCENTIVE FEE. ALL PERFORMANCE IS NET OF ACTUAL FEES AND COMMISSIONS, WITH PROFITS NOT REINVESTED.


  • Trading Methodology
    100% Systematic
  • Style Sub-Categories
    Fundamental
    Momentum
    Pattern Recognition
    Volatility
    Quantitative
    Trend Anticipatory
    Mean Reversion
  • Trading Style
    100% Multi-Model
  • Market Allocation

  • Holding Period
    100% Intraday
  • Sector
    US
    Contracts
    Futures

Performance from Oct 2013 to Sept 17, 2014 is performance of actual customer trading accounts traded by a third party pursuant to the Program under a Power of Attorney. Performance since September 17, 2104 are actual customer accounts traded by Count Cork

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2017 -2.05% -1.93% 1.04%   -2.94% -3.94%
2016 -3.63% 4.14% -3.59% -0.28% 0.27% -1.57% -2.21% -2.26% 3.17% -5.52% 4.05% 0.00% -7.69% -11.6%
2015 0.85% -2.98% -8.52% -1.13% -2.13% -2.31% -7.86% -2.83% -4.67% -1.21% 4.87% 4.97% -21.46% -29.26%
2014 0.09% 6.30% 1.35% 4.51% -0.16% -1.03% 1.68% -0.39% 6.96% 3.71% 0.50% -5.18% 19.22% -5.18%
2013  4.62% 3.14% 0.71% 8.67% 0%

Years20132014201520162017 YTD
ROR8.67%19.22%-21.46%-7.69%-2.94%
Max DD0.00%-5.18%-29.26%-11.60%-3.94%


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

Program Information
  • Start Date: Oct-2014
  • New Money: Yes
  • Min Investment: $1,000,000
  • Fund Minimum: $0
  • Notional Funds: Yes
  • NFA Member: Yes
  • NFA Number: 0318270
  • Currency: US Dollar
  • AUM:5 $1
  • Annual CROR:1 : -2.61%
  • Worst Drawdown:2 -33.97 %
  • Losing Streak:3 -33.28 %
  • Sharpe Ratio:4 -0.23
  • Calmar Ratio:6 -0.24
  • Margin:7: No Overnight Margin
  • Mgt Fee: 2.00%
  • Incentive Fee: 20.00%
  • Other Fees: None
  • Avg Comm:8 $10.00
  • Max Comm:9:
  • Round Turns:10 5,500
Additional Information
  • Other Memberships: None Listed
  • Correlations: AG CTA Index: 0.280 | AG Systematic CTA Index: 0.302 |
  • Track Record Prepared By: Michael Liccar

    Accounting Notes: FROM OCTOBER 2013 TO SEPTEMBER 17 2014, THE PERFORMANCE OF ACTUAL TRADING ACCOUNTS TRADED BY A THIRD PARTY PERSUANT TO THE PROGRAM UNDER POWER OF ATTORNEY. SINCE SEPTEMBER 17, 2014, THE DATA REFLECTS THE PERFORMANCE OF ACTUAL CUSTOMER ACCOUNTS TRADED BY COUNTY CORK LLC PURSUANT TO THE PROGRAM UNDER POWERS OF ATTORNEY. ALL PERFORMANCE HAS BEEN PRO FORMA ADJUSTED FOR A 2% (ANNUALIZED) MONTHLY MANAGEMENT FEE AND A 20% (ANNUALIZED) QUARTERLY INCENTIVE FEE. ALL PERFORMANCE IS NET OF ACTUAL FEES AND COMMISSIONS, WITH PROFITS NOT REINVESTED.

  • 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.