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Recent Statistics
  • Mar Return: 0.28%
  • YTD Return: -5.50%
  • Annual CROR:1 -2.77 %
  • Worst DD:2 -24.85%
  • Losing Streak:3 -17.20 %
  • Sharpe Ratio:4 -0.11
  • Min Investment: $90,000
  • AUM:5 $1,425,000
  • Calmar Ratio:6 N/A
Parkestone's Collision Methodology® embodies the meeting of innovation and discipline, creating a serendipitous opportunity within the confines of a complicated and often non-sensical financial world.

Collision Methodology® is a repeatable pattern recognition design that is combined with rigorous risk management. This "collision", when taking the definition within the confines of physics, embodies the combination of quantitative buy and sell decisions with systematic profit/loss parameters, creating a powerful and decisive investment discipline. After more than 30 years of observing and trading the Bond Markets, Parkestone has been able to quantify buy and sell signals based on repeatable price behavior that occurs.

Combining this with an objective and disciplined risk management overlay, Collision Methodology® was born.

Collision Methodology® utilizes a short-term buy and sell discipline, generating five to eight quantitative trade signals per month. It is characterized as a short term pattern recognition methodology. It is 100% systematic and quantitative. There are no discretionary decisions that enter the discipline to Collision Methodology® and trading signals are never over-ridden.

Collision Methodology® trades one instrument only, the 10-Year T-Note Futures. It is considered one of the most liquid trading vehicles on any stock or bond exchange. However, because it is concentrated only to the 10-Year T-Note Future, it is to be considered as a part of one's overall investment portfolio.

Importantly, it is non-correlated to traditional asset classes (stocks, bonds, gold, real estate, etc.). The investment objective is to extract consistent returns in both up and down markets, with zero or little correlation to traditional markets.

50% of our collisional encounter is risk management. It is objective, pre-defined, and non-emotional. "When we enter a room, the first thing we do is learn where the exits are". Combined with the buy and sell signals, Collision Methodology® is in a constant dynamic exchange of harmonious interaction. By design, a high percentage of time the outcome of buy and sell signals produces an immediate momentum of price that is favorable. This can happen very soon after trade initiation and is a result of the pattern recognition methodology. Once a pre-defined level of positive price action is achieved, a protection is put into place to create at worst a break-even result. It is a continual system of money management that is defensive in nature and always limiting losses and not letting profitable trades turn into losing transactions. The placement of contingent orders, such as a “stop-loss” or “stop limit” order, will not necessarily limit your losses to the intended amounts, since market conditions may make it impossible to execute such orders. To that end, a low percentage of the time the signal produces negative price action immediately and does not recover at all. In every trade signal that is produces, a worst case loss parameter is put into place at the outset to protect capital. Each and every signal goes in with a pre-defined maximum loss scenario. The result is a pattern of trades with many break even trades, and a win ratio over losses of approximately 2 to 1. This combination of high probability buy and sell signals with a highly restrictive risk management discipline is the back bone of Collision Methodology®. By definition, a meeting of two disciplines or forces exerting a force upon the other. The signals for trade opportunity come to Collision Methodology®. Nothing is fabricated or forced...it is not determined through emotion. It is objective and nonjudgmental. The trading decision is unveiled objectively and the core of Parkestone Capital Management is a balance of objectivity and discipline.

With 30 years of research and real time experience, Mr. Parke has quantified price behavior of the 10-Year T-Note Futures market into a repeatable buy and sell methodology. The methodology was combined with a rigorous risk discipline overlay creating the Collision Methodology® Program. As defined in physics, a collision is an interaction of forces causing the exchange of momentum. Parkestone’s "collisional"� encounter of two forces, methodology and discipline, is designed to be 100% quantitative with paramount emphasis on risk management.

A Berkeley graduate in Political Economy, Mr. Parke had the opportunity to study under now current Fed President Janet Yellen. He is a seasoned Institutional Equity Portfolio Manager (Small- and Mid-Cap Specialist) with a proven track record. The culmination is engineered into a repeatable methodology characterized by consistent returns in both up and down markets, with zero or little correlation to traditional markets.


  • Trading Methodology
    100% Systematic
  • Style Sub-Categories
    Pattern Recognition
  • Trading Style
    100% Quantitative Pattern Recognition
  • Market Allocation

    T-Notes Only
  • Holding Period
    100% Short Term
  • Sector
    US
    Contracts
    Futures

Performance Since September 2014

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2017 -6.34% 0.62% 0.28%   -5.5% -6.34%
2016 3.45% 10.66% -11.96% -2.98% 6.49% -4.41% 0.37% -6.18% 4.26% 3.23% 7.01% 1.22% 9.27% -18.12%
2015 -1.82% 0.40% -3.99% -13.84% 0.93% -6.80% 6.29% 1.17% -2.33% -2.40% 3.12% -1.11% -19.82% -23.3%
2014  1.47% 4.09% 2.46% 3.78% 12.32% 0%

Years2014201520162017 YTD
ROR12.32%-19.82%9.27%-5.50%
Max DD0.00%-23.30%-18.12%-6.34%


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

Program Information
  • Start Date: Sep-2014
  • New Money: Yes
  • Min Investment: $90,000
  • Fund Minimum: $0
  • Notional Funds: Yes
  • NFA Member: Yes
  • NFA Number: 0472295
  • Currency: US Dollar
  • AUM:5 $1,425,000
  • Annual CROR:1 : -2.77%
  • Worst Drawdown:2 -24.85 %
  • Losing Streak:3 -17.20 %
  • Sharpe Ratio:4 -0.11
  • Calmar Ratio:6 N/A
  • Margin:7: 0.05
  • Mgt Fee: 0.00%
  • Incentive Fee: 25.00%
  • Other Fees: None
  • Avg Comm:8 $2.75
  • Max Comm:9:
  • Round Turns:10 2,400
Additional Information
  • Other Memberships: None Listed
  • Correlations: AG CTA Index: 0.333 | AG Systematic CTA Index: 0.426 |
  • Track Record Prepared By: Michael Coglianese, CPA

  • 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.