Tracking CTAs since 1994
Chelton Wealth-Chelton AB
Currency Alpha
Principal(s): Robert Jan Teuwissen
Strategy: Supply & Demand / Currencies, Gold, WTI & Indices
Investment Restrictions: Non-US Investors Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
Chelton Wealth's Currency Alpha program employs supply and demand trading. Supply and demand trading is a trading method where the idea is to find points in the market where price has made a strong advance or decline and mark these areas as supply and demand zones using rectangles.
The point in which the price has made a strong advanced is marked by the trader as a demand zone. A point where the market has made a sharp decline is marked as a supply zone.
The main premise of supply and demand trading is when the market makes a sharp move up or done and the large institutions (i.e., banks and hedge funds) are not able to get their entire trade placed into the market, therefore they leave pending orders to buy or sell at the zone with the expectation that the market will return to the zone and the rest of their trading position will be filled.
The Markets traded include G10 currency majors and crosses, Gold (XAUUSD), WTI and Indices CFDs. (This is also available as a spot FX Only strategy). Managed accounts may be denominated in CHF, EUR, GBP and USD.
N/A
Robert Jan Teuwissen - A progressive investment professional with more than 25 years of experience in trading the financial markets, combined with running an independent trading & advisory business for the last 2 decades.
Having a consistent track record including managing trading desks and advising globally on interest rate and FX risk. Furthermore specialist in taking risk to generate above-average returns.
Head of Trading management team running two different currency investment processes: an Absolute return discretionary forex process and a higher vol target systematic forex strategy. Products included absolute return funds and managed accounts, as well as active and passive currency overlay mandates.
As a 25+ year veteran of the commodity & foreign exchange markets, I have been responsible for currency strategy and trading for several high-profile clients who are allocated within the currency space. I have managed an alpha driven portfolio of G10 currencies, as well as a number of other hedging programmes and strategies. I have been responsible for building out the Currency Desk, including infrastructure, technology, and reporting.
Having started trading commodities futures & currencies on the ICE, LME, CME, CBOT, NYMEX and COMEX in the early 90's, I have gained the expertise to manage risk through times of calm, as well as times of extreme market stress, My years of experience have helped me model and analyse risk in both short and long-term time horizons, studying market fundamentals, and correlations across currencies.
Specialties: Commodity & Currency Strategy, Trader Selection, Multi Strategies.
Knowledge of Modern Portfolio Theory & Behavioral finance, skilled in applying the investment process across portfolio structures and investment vehicles.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.03% | 2.47% | – | – | – | – | – | – | – | – | – | – | 2.50% | 0.00% |
| 2025 | 0.48% | 3.89% | -4.04% | -0.26% | 2.63% | 2.87% | 2.11% | 1.54% | -0.37% | 3.91% | 2.18% | 0.73% | 16.53% | -4.29% |
| 2024 | 2.70% | 3.22% | 3.13% | 2.08% | 2.31% | 2.37% | -12.77% | 0.81% | 1.66% | 1.53% | -9.89% | -0.63% | -5.01% | -18.73% |
| 2023 | 1.66% | -0.93% | 1.61% | 4.36% | -1.04% | -0.84% | 0.99% | 0.96% | -1.83% | -2.08% | 0.79% | -4.83% | -1.48% | -7.80% |
| 2022 | 2.85% | 4.13% | 0.99% | 1.56% | 3.17% | 0.10% | 2.23% | 2.26% | 2.08% | 1.29% | 1.11% | 1.21% | 25.48% | 0.00% |
| 2021 | 0.41% | 1.41% | 1.01% | 1.28% | -1.41% | -0.98% | 2.22% | 1.35% | 1.96% | 1.61% | 3.63% | 1.58% | 14.90% | -2.38% |
| 2020 | 2.17% | 2.14% | 1.29% | 2.58% | 2.63% | -3.49% | 1.26% | 1.46% | 1.95% | 0.51% | 1.52% | 0.98% | 15.91% | -3.49% |
| 2019 | 7.23% | 5.90% | 2.36% | 1.56% | 2.79% | 3.92% | 2.55% | -1.13% | 2.02% | 3.15% | -0.70% | 3.45% | 38.21% | -1.13% |
| 2018 | – | – | -3.56% | 9.72% | 7.35% | -3.78% | 2.83% | 4.18% | 1.26% | 6.43% | 5.10% | 3.27% | 36.96% | -3.78% |
Track Record Compiled By: IQ-EQ Fund Administrator
Accounting Notes: 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.<br><br> The commissions and fees incurred on the purchase or sale of specific financial product illustrated are not included in the performance shown.<br><br> Disclosure<br> 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. <br><br> 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. <br><br> 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. <br><br> 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.
A Portion of this Performance is Based on Proprietary Trading
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.