Tracking CTAs since 1994
Katonah Eve LLC
Katonah Laplace ML Program
Principal(s): Vivin Oberoi
Strategy: Global Systematic Futures Hedge Fund
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
Laplace is a Global Systematic futures Hedge Fund incorporating a unique approach of machine learning. The system has models for the four asset classes (Equities, Forex, Bonds and Commodities) and the machine learning process evolves with changing markets/economic conditions (we call this the "state of the world"). Our unique approach to risk and portfolio construction prioritizes capital preservation and limits drawdowns. Principals have a long history of profitable practice of using machine learning techniques in systematic trading and have verified past track records from leading firms in the business.
N/A
Mr. Doyle is the creator and portfolio manager of GTAP and a Principal of Katonah EvE LLC. Mr. Doyle has over 30 years of financial industry experience covering trading, money management and system and portfolio development and implementation. Starting his career with Cargill on the floor of the London International Financial Futures Exchange (LIFFE), Mr. Doyle has had long tenures working for Trout Trading Management Company, Bermuda, in strategy development and implementation, and Crabel Capital Management Company as a Senior Portfolio Manager, developing and managing short and long-term trading systems and portfolios.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.29% | – | – | – | – | – | – | – | – | – | – | – | 1.29% | 0.00% |
| 2025 | 1.57% | 1.50% | -3.00% | -0.66% | -1.61% | -1.20% | -1.40% | -1.41% | -1.23% | -1.50% | -1.06% | -0.07% | -9.70% | -12.41% |
| 2024 | -1.24% | -0.55% | -0.12% | -1.14% | 1.37% | -0.68% | 3.11% | 3.06% | -0.57% | -0.41% | 0.85% | -1.54% | 2.03% | -3.02% |
| 2023 | -2.93% | -0.21% | -1.51% | -0.77% | -3.74% | 0.56% | 0.37% | -2.23% | -1.70% | -3.37% | 3.17% | 0.62% | -11.34% | -14.60% |
| 2022 | 4.37% | 0.74% | 5.05% | 1.42% | 2.02% | 3.33% | -3.48% | 1.48% | -0.88% | 1.20% | 2.80% | 0.90% | 20.36% | -3.48% |
| 2021 | 0.48% | -2.74% | -1.14% | -0.01% | -1.11% | -1.56% | -0.59% | -2.74% | 0.43% | 0.92% | -1.12% | -0.81% | -9.66% | -10.09% |
| 2020 | 0.32% | 1.85% | -5.01% | -5.16% | -2.25% | -1.92% | 0.19% | 4.28% | -2.09% | 1.25% | -1.11% | 1.88% | -7.91% | -13.63% |
| 2019 | 1.34% | -2.47% | -2.17% | -1.94% | 2.94% | 2.29% | -2.41% | -0.29% | -0.96% | -0.86% | -0.13% | 2.33% | -2.51% | -6.44% |
| 2018 | 1.78% | 3.51% | 1.48% | -0.41% | 3.03% | -1.25% | -2.14% | 1.24% | -2.09% | 2.58% | 1.52% | 0.32% | 9.79% | -4.21% |
| 2017 | 2.00% | 0.68% | 0.88% | -0.21% | 2.35% | 0.29% | -0.01% | 1.11% | 0.17% | -0.44% | -0.64% | -1.49% | 4.72% | -2.55% |
| 2016 | – | – | – | – | – | – | 0.75% | -0.40% | -0.11% | 0.51% | 0.11% | 0.10% | 0.96% | -0.51% |
Accounting Notes: Prior to Feb 2021, the results are for Katonah Capital Partners LLC a single fund account as calculated by OPUS Fund Services. The performance results from Feb 2021 forward are a composite of all accounts managed by KCPM traded pursuant to the referenced program "Laplace" whose rates of return do not differ materially except as such returns may differ as a result of differences in incentive fees and resulting from any unrecouped loss or losses carried forward from prior periods. The returns presented represent the performance as calculated by third party service providers from Feb 2021 moving forward.
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.