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R Best, LLC Private Client Program (C)
Report Start Date: Aug-2015 - Report End Date: Sep-2018
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Report Start Date Report End Date



Trading Strategy: S-Term / Systematic / Treasury & Equities



Program Description:
The R Best Client Private Program utilizes short term, systematic technical models to capitalize on directional moves in the Treasury and Equity Futures markets. Our models are designed to establish intraday trading positions when the markets exhibit a high probability of developing a sustained trending move or a sustained reversion move. The programs use machine learning to intelligently select profitable opportunity, and use specific profit targets and stops to limit market exposure. Proprietary indicators and strict management policies reduce trading in volatile conditions to protect risk capital.

Investment Information
Program Start Date Aug-2015
Percent Discretionary 0%
Percent Systematic 100%
Minimum Investment 50,000
Management Fee 2.00%
Incentive Fee 20.00%
Margin 20%
Round Turns per Million 4,800
Currency US Dollar
NFA No: #0442937

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Note: The Annual Rates of Return ("ROR") have been calculated by Adding Monthly Performance

Performance Since August 2015
See Accounting Notes+++

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2015  0.57% -0.14% 1.65% 1.55% 2.30%
2016 0.38% 1.41% -0.14% 0.64% -1.26% -2.08% 0.66% -0.19% -0.68% 0.54% -0.12% -0.03%
2017 -0.07% 0.02% 0.20% -0.75% 2.02% -0.39% -0.94% 2.53% -0.77% 0.01% -1.93% -0.11%
2018 -1.11% 6.76% -1.75% 1.35% -3.65% -0.29% -0.65% -1.94% 0.03%  

 2015201620172018 YTD
ROR5.93%-0.87%-0.18%-1.25%
Max DD-0.14%-3.52%-2.78%-6.80%

+++ Accounting Notes: When calculating the yearly rate of return the Advisor resets the nominal value at the beginning of each month and as a result the yearly return is computed as an addition of all months and is not compounded.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISORS CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
A COMPLETE DISCUSSION OF FEES AND CHARGES ARE REPORTED IN THE CTA’s DISCLOSURE DOCUMENT. SPECIFICALLY, ONE SHOULD RECOGNIZE THAT AN INTRODUCING BROKER MAY CHARGE A FRONT-END STARTUP FEE OF UP TO 6% OF THE INITIAL TRADING CONTRIBUTION. BE ADVISED THAT IBs CLEARING ADMIS MAY CHARGE A MAXIMUM OF 3% FRONT-END FEE. PLEASE NOTE THAT THIS CHARGE IS NOT REFLECTED IN THE PERFORMANCE OF THE COMMODITY TRADING ADVISOR AND COULD HAVE A SIGNIFICANT IMPACT ON THE CUSTOMER’S ABILITY TO ACHIEVE SIMILAR RETURNS. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE SUCCESS.

AutumnGold.com LLC
719-685-2385 Email: [email protected] | Web Address: http://www.autumngold.com
© 1997 - 2018 AutumnGold.com LLC




R Best, LLC Private Client Program (C)
Report Start Date: Aug-2015 - Report End Date: Sep-2018
Print to PDF Here






Program Statistics
Omega Ratio % Threshold 0.58
Peak-to-Valley Drawdown (1) (Feb 2018 - Aug 2018) -6.93%
Worst Monthly Return (May 2018) -3.65%
Average Monthly Return 0.10%
Monthly Std. Deviation 1.69%
Gain Deviation (17 months gain) 1.62%
Loss Deviation (21 months loss) 0.93%
Gain to Loss Ratio 1.47
Annualized Statistics
Annual ROR (2) 1.21%
Standard Deviation 5.86%
Downside Deviation (3) 4.12%
Sharpe Ratio (4) 0.03
Gain Deviation 5.61%
Loss Deviation 3.20%
Profit Loss Ratio 1.19


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+++ Accounting Notes: When calculating the yearly rate of return the Advisor resets the nominal value at the beginning of each month and as a result the yearly return is computed as an addition of all months and is not compounded.

Performance Results reported or amended subsequent to Thursday November 15, 2018 are not reflected in this Report

Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility.

Statistical Notes
1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2015-08-31 to 2018-09-30. It is calculated on an summed basis. If the Start Date of this Report Predates the Inception of the Program (Aug 2015), the Maximum Drawdown from Inception may be larger than indicated in this report, 2. The Annual ROR is the Annualized Mean Return. It smoothes out returns by assuming constant growth, 3. Downside Deviation uses a 5% Minimum Acceptable ROR, 4. Sharpe Ratio uses a 1% Risk Free ROR

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISORS CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
A COMPLETE DISCUSSION OF FEES AND CHARGES ARE REPORTED IN THE CTA’s DISCLOSURE DOCUMENT. SPECIFICALLY, ONE SHOULD RECOGNIZE THAT AN INTRODUCING BROKER MAY CHARGE A FRONT-END STARTUP FEE OF UP TO 6% OF THE INITIAL TRADING CONTRIBUTION. BE ADVISED THAT IBs CLEARING ADMIS MAY CHARGE A MAXIMUM OF 3% FRONT-END FEE. PLEASE NOTE THAT THIS CHARGE IS NOT REFLECTED IN THE PERFORMANCE OF THE COMMODITY TRADING ADVISOR AND COULD HAVE A SIGNIFICANT IMPACT ON THE CUSTOMER’S ABILITY TO ACHIEVE SIMILAR RETURNS. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE SUCCESS.

AutumnGold.com LLC
719-685-2385 Email: [email protected] | Web Address: http://www.autumngold.com
© 1997 - 2018 AutumnGold.com LLC