Incline Investment Management
Tahoe Vista VIX
Principal:
Ted Parkhill
Quantitative Analysis of VIX Futures
Interested in this program? Request Additional Information →
Month Performance
+0.36%
Sep 2026
YTD Return
+5.91%
Through Sep 2026
AUM
$147,190
Assets Under Management
Overview
The Tahoe Vista VIX is a quantitative long/short strategy trading the CBOE Volatility Index futures. Because the VIX index itself is not tradeable, VIX futures do not track the index exactly. During periods of low market stress, VIX futures trade above index value and get cheaper as they approach expiration.
Program Details
| Inception Date | Dec 2023 |
| Trading Style | Quantitative Analysis of VIX Futures |
| Holding Period | Intraday |
| Markets Traded | VIX |
| Margin | 20-30 |
| Minimum Investment | $50,000 |
| Management Fee | 2% |
| Performance Fee | 20% |
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
About the Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
| YEAR | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| RETURN | +1.56% | -13.36% | +1.62% | N/A |
Maximum Drawdown Since Inception
-27.00%
Past performance is not indicative of future results.
Performance / Program Note
TRADING FUTURES IS INHERENTLY RISKY. THERE IS RISK OF LOSS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
Investor Eligibility
What is a QEP?
A Qualified Eligible Person (QEP) is an investor or entity that meets the eligibility requirements described in CFTC Regulation 4.7. The applicable requirements vary by investor type and may include financial, portfolio, professional, or institutional qualifications.
This information is provided for general reference only. QEP status is
self-identified here and should be determined by reviewing the applicable
regulation and, when appropriate, with your professional advisers.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
INVESTOR SERVICES
LEAF RESEARCH SERVICE
For Individual Investors
Expanded CTA research, manager profiles, performance analysis, program comparisons, and portfolio construction tools.
INSTITUTIONAL RESEARCH & PORTFOLIO ANALYTICS
For Family Offices, Institutions & Professional Allocators
Advanced manager research, portfolio construction, correlation analysis, and tools for evaluating and monitoring manager relationships.
PORTFOLIO MONITORING SERVICES
For Family Offices & Institutional Investors
Ongoing monitoring of selected trading programs and portfolios, including performance developments, drawdowns, recovery patterns, and changes in manager conditions.
QUESTIONS ABOUT OUR SERVICES?
Contact Autumn Gold to discuss your research or portfolio monitoring requirements.