Price Action / Intraday / Currencies, Gold, WTI & Indices
Program Description
Trading is conducted from stripped down price charts. This means there are no lagging indicators outside of maybe a couple of moving averages to help identify dynamic support and resistance areas and trend. Whilst economic data and other global news events are the catalysts for price movements in a market, we don't need to analyze them to trade the market successfully. The reason is pretty simple; all economic data and world news that causes price movement within a market is reflected via price action on a market's price chart.
Program Statistics
Peak-to-Valley Drawdown (2)
-7.51%
From Mar 2024 to Oct 2024
Worst Month (Oct 2024)
-5.67%
Current Losing Streak
-0.3%
Average Monthly Return
1.15%
Monthly Std. Deviation
1.97%
Gain Deviation (72 months)
1.31%
Loss Deviation (18 months)
1.67%
Gain to Loss Ratio
1.12
Omega Ratio (5% Threshold)
2.73
Annualized Performance
Compound ROR (1)
14.39%
Standard Deviation
6.84%
Downside Deviation
3.6%
Sharpe Ratio (3) 2% RF ROR
1.95
Sortino Ratio (4) 5% MAR
3.74
Calmar Ratio (5)
1.14
Sterling Ratio (6)
0.6
Gain Deviation
4.55%
Loss Deviation
5.8%
Profit Loss Ratio
4.46
Investment Information
Program Start Date
Jan-2018
Percent Systematic
100%
Currency Denomination - Euro
Minimum Investment
€100,000
Minimum Fund Investment
€100,000
Management Fee
2.00%
Incentive Fee
20.00%
Margin
3%-9%
NFA No:
N/A
Non US Investors Only
Performance Since January 2018 | Track Record Compiled By: IQ-EQ Fund Administrator | Please See Accounting Notes | A Portion of this Performance is Based on Proprietary Trading
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
ROR
Max DD
2025
-1.46%
2.47%
-1.14%
-5.45%
3.79%
2.77%
–
–
–
–
–
–
0.67%
-6.53%
2024
1.75%
0.82%
1.20%
-3.22%
-0.27%
0.30%
1.88%
-2.08%
1.52%
-5.67%
8.97%
-0.46%
4.15%
-7.51%
2023
0.85%
-3.11%
0.71%
3.19%
2.39%
-0.88%
2.02%
0.47%
1.57%
1.20%
1.07%
2.49%
12.47%
-3.11%
2022
2.14%
2.73%
0.31%
1.04%
2.33%
1.86%
1.74%
2.00%
0.28%
0.79%
2.82%
0.64%
20.31%
0.00%
2021
-0.98%
1.23%
1.56%
2.10%
-1.28%
-0.63%
2.13%
0.43%
1.11%
2.71%
2.42%
1.22%
12.59%
-1.90%
2020
1.09%
5.58%
3.33%
-1.55%
2.27%
0.48%
-0.38%
1.93%
0.82%
-0.63%
-0.21%
0.95%
14.34%
-1.55%
2019
1.70%
2.80%
1.70%
1.00%
2.80%
1.60%
1.10%
-0.37%
1.47%
1.42%
2.12%
1.73%
20.78%
-0.37%
2018
2.10%
1.00%
1.90%
1.50%
2.80%
0.10%
2.40%
1.80%
2.50%
0.60%
0.70%
4.60%
24.26%
0.00%
Monthly Return and $1,000 VAMI
Risk Disclaimer
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. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.
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. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.
Returns are based on proprietary accounts. Client accounts will be traded in like fashion. Results may differ, i.e., broker's spread and execution charges, fees, swap rates, slippage/execution delay, asset/product offering / deposit and risk settings.
The commissions and fees incurred on the purchase or sale of specific financial product illustrated are not included in the performance shown.
Disclosure
OTC Derivatives trading are high-risk investments. OTC Derivatives are leveraged products that can result in losses exceeding your initial deposit. Trading OTC Derivatives on margin carries a high level of risk, and may not be suitable for all individuals. The high degree of leverage offered can work against you as well as for you.
This is not a solicitation to invest and you should carefully consider your financial situation as to the suitability to your situation prior to making any investment or entering into any transaction. You should make yourself aware of all the risks associated with OTC Derivatives trading and seek advice from an independent financial advisor if you have any questions or concerns.
Past performance is not indicative of future results, returns may vary according to market conditions. Trading OTC Derivatives is speculative and may involve the loss of principal; therefore, funds placed under management should be risk capital funds that if lost will not significantly affect one's personal financial well-being.
No representation is being made that participating in a managed account will necessarily lead to profit. Investors may incur a series of consecutive losses and substantial equity drawdowns that can deplete their funds before the occurrence of any meaningful profit accumulation.
Other Fees
$5 per lot
An Important Note on the Start Date and End Date of this Report
If the Start Date of this Report Predates the Inception of the Program, the Maximum Drawdown from Inception may be larger than indicated in this report.
Performance Results reported or amended subsequent to Sunday November 9, 2025 are not reflected in this Report. Monthly ROR and drawdowns are based on end-of-month values and do not reflect intramonth volatility.
Historical Drawdowns and Recoveries
The drawdown begins in the month listed as "start." Length is in months. Recovery begins the following month and ends when full recovery is reached.
Statistical Footnotes
1. The Annualized Compounded Rate of Return (ACROR) represents the compounded rate of return for 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. It smooths out the returns by assuming a constant growth.
2. Peak to Valley Drawdown = worst % loss between Jan-2018 and Jun-2025
3. Sharpe Ratio is calculated using a Risk-Free ROR
4. Sortino Ratio is calculated using a Minimum Acceptable ROR
5. Calmar Ratio uses the last 36 months of data
6. Sterling Ratio uses the last 36 months of data
7. VAMI = Hypothetical growth of $1,000
8. Drawdown/recovery: start = first loss, recovery = full return to prior peak
Benchmark Descriptions
AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index.
SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends.
This report was prepared from trader-provided information and is believed to be reliable.
It should be read alongside each Trader’s Disclosure Document or Fund Offering Document.
Risk Disclaimer
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. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.
