Tracking CTAs since 1994
EMC Capital Advisors, LLC
Alpha Program
Principal(s): John Krautsack, David Polli & Brian Proctor
Strategy: L-Term / Macro Trends / Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
EMC's Alpha Plus Program is a multi-asset alternative strategy that seeks to generate long-term absolute returns in any market environment. The Program combines a statistically biased allocation to global equity, interest rate and commodity markets with a tactical overlay of discrete sector specific quantitative models that are responsive to current macro trends. The sector specific models include an unconstrained interest rate strategy, a dynamic commodity strategy and a long/short global financials strategy. The Program is designed to produce superior risk adjusted returns.
Investment Approach - Historical data demonstrates that markets trend, consistently yielding identifiable and repeatable profit opportunities. EMC believes that quantitative analysis is the most effective method to identify market trends.
Investment Process - EMC employs multiple proprietary independent trading systems in each sector specific strategy. These individual systems are designed to respond to opportunities in the unique subset of markets in each strategy. Each system differs in the metric it is optimized to and looks to capture directional price movement in different time frames, under different market conditions.
Research - EMC utilizes machine learning, a branch of artificial intelligence to develop and optimize proprietary trading systems. The machine learning process allows trading systems and risk management protocols to evolve and adapt to changing market conditions over time.
EMC actively manages risk at every level of the portfolio using a proprietary systematic model. The model uses current market volatility, account equity and other portfolio components to quantify and limit risk at the trade, market, sector and portfolio levels.
EMC Capital Management, Inc. has been an investment management firm for over 25 years. It employs technical, systematic investment strategies in a broadly diversified portfolio that includes stock indices, currencies, financial instruments, precious metals, base metals, agriculturals, energies, and soft commodities. EMC's portfolio features a significant 40% allocation to physical commodities. EMC's Trading Desk is active 24 hours per day, tracking more than one hundred markets around the globe and investing in over eighty. Today EMC manages a broadly diversified global portfolio according to its proprietary investment strategies. Strategies are developed and continually refined through EMC's PhD level research program. EMC's long term success is built on the company's: 1) commitment to disciplined risk management, 2) over 80 years combined market experience, 3) focus on proprietary research and development, and 4) the highest standards in client service.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.97% | 2.35% | – | – | – | – | – | – | – | – | – | – | 6.41% | 0.00% |
| 2025 | 1.16% | -0.58% | -0.56% | 0.19% | -0.50% | 1.82% | 0.20% | 0.96% | 2.62% | 0.72% | -0.16% | 0.72% | 6.74% | -1.44% |
| 2024 | -1.76% | 1.48% | 2.06% | 0.31% | -0.98% | -1.35% | -0.77% | -0.37% | 2.33% | -4.02% | 0.80% | 0.43% | -2.00% | -5.15% |
| 2023 | 1.66% | -2.30% | -1.15% | 1.21% | -0.75% | 1.86% | -0.05% | -1.58% | -1.13% | -1.08% | 0.36% | 3.58% | 0.47% | -4.93% |
| 2022 | 0.24% | 1.66% | 3.51% | 0.36% | -0.76% | -0.80% | 1.00% | -1.95% | -0.46% | 0.33% | -0.89% | -1.50% | 0.62% | -4.95% |
| 2021 | 0.03% | 3.22% | -0.72% | 2.26% | 0.97% | -1.33% | -0.20% | 0.09% | 0.54% | 4.38% | -2.01% | 0.33% | 7.63% | -2.01% |
| 2020 | -0.16% | 0.63% | 0.42% | 0.87% | 0.59% | 0.09% | 1.43% | 0.62% | -1.89% | -0.83% | 2.73% | 3.78% | 8.47% | -2.70% |
| 2019 | 1.06% | -0.28% | 3.93% | 1.37% | 0.38% | 3.34% | 1.22% | 3.60% | -2.65% | -1.13% | 0.14% | 1.54% | 13.03% | -3.75% |
| 2018 | 6.64% | -5.50% | 0.08% | -0.22% | -1.20% | -0.57% | 0.51% | 0.19% | -0.23% | -4.11% | 1.17% | 0.18% | -3.47% | -10.69% |
| 2017 | 0.86% | 2.89% | -1.27% | 1.49% | 1.51% | -1.48% | 2.40% | 1.34% | -2.87% | 2.33% | 1.74% | 1.77% | 11.06% | -2.87% |
| 2016 | 2.60% | 3.75% | -0.14% | -1.24% | -1.00% | 4.00% | 2.39% | -2.60% | 0.26% | -3.80% | -3.60% | 0.80% | 1.03% | -9.44% |
| 2015 | 4.70% | -0.70% | 0.35% | 0.10% | 0.43% | -3.33% | 0.33% | -2.72% | 1.12% | 1.47% | -0.05% | -2.91% | -1.48% | -6.07% |
| 2014 | -1.35% | 2.56% | -1.26% | 0.62% | 0.97% | 1.09% | 1.00% | 2.83% | 0.53% | 0.74% | 3.31% | 2.56% | 14.34% | -1.35% |
| 2013 | – | – | – | – | – | -1.13% | 1.71% | -1.06% | 1.51% | 2.43% | 1.83% | -1.14% | 4.14% | -1.14% |
Track Record Compiled By: N/A
Accounting Notes: Prior to October 1, 2013, the accounts were managed by EMC Capital Management, Inc. the predecessor of EMC Capital Advisors, LLC. PLEASE NOTE THAT ASSETS UNDER MANAGEMENT ARE FIRM ASSETS.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
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.