AutumnGold Managed Futures
 
AP Futures LLC
Core Equity + Crisis Alpha Program

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Statistics & Program Information

Jun 2026 Return
0.76%
Worst Drawdown (2)
0%
Minimum Investment
$50,000
YTD Return
5.87%
Sharpe Ratio 4% RF ROR (4)
3.03
AUM (13)
$1,000

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology
95% Systematic
5% Discretionary
Trading Style
75% Trend Following
25% Crisis Alpha
Style Sub-Categories
Momentum, Volatility, Stock Index, Crisis Alpha, Systematic
Market Sector
60% Stock Indices
40% VIX
Holding Period
50% Medium Term
50% Short Term
Geographic Sector
US
Contracts
Futures
Start Date   Apr-2026 Currency   US Dollar Management Fee    Up to 1.00% annually
Accepting New Accounts   Yes Min Investment    $50,000 Incentive Fee    Up to 20%
NFA Member    Yes Fund Minimum    $0 Other Fees   No other fees charged by Advisor
NFA Number    0501241 Margin (7)   5-20% Average Commission (16)   $4.60/RT
Notional Funds    Yes Round Turns Per Million (15)    1,500 Maximum Commission (17)   
Starting Date:  Apr-2026 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $1,000
Open to US Investors:  Yes Annualized CROR:  25.62%
Minimum Fund Investment:  $0
Minimum Managed Account:  $50,000 Current Losing Streak:  0 %
Domicile:   Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  3.03
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  0.00% Auditor:  Not Listed
Incentive Fee:  0.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  No other fees charged by Advisor Other Memberships:  None
Type of Fund:
Domicile:
Strategy:
Correlations: AG CTA Index: 0.29              AG Systematic CTA Index: 0.127              SP 500 TR: 0.112             
1Rates of Return

ROR calculations are not provided when there are less than 12 data points. The Annualized Compounded Rate of Return ("Annualized CROR") 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. Annualized CROR is not applicable to CTAs that sum their monthly returns. The Annualized Mean Return is calculated by annualizing the average monthly return.

2Worst Peak-to-Valley Drawdown

The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. Unless otherwise indicated, the Worst Peak-to Valley Drawdown is calculated from inception.

3Start & End Dates

Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4Current Losing Streak

The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5Annualized Standard Deviation

Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6Downside Deviation

Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7Sharpe Ratio

Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratio is calculated using a risk-free rate of return.

8Sortino Ratio

Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%).

9Sterling Ratio

Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10Calmar Ratio

Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11Omega Function

The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12Minimum Investment

Minimum Investment represents the minimum account size.

13Assets Under Management

Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14Margin to Equity

Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

15Round Turns per Million

Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

16Average Commission

The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

17Maximum Commission

Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Assets Under Management

Date AUM
Jun 2026$1,000
May 2026$1,000
Apr 2026$1,000
AUM values are as reported by the manager. Figures may be estimated or rounded.

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

The Core Equity + Crisis Alpha Program (Core CAP) is built to serve as a core equity holding with its own protection embedded, trading S&P 500 futures and VIX futures in a single managed account. It combines a reduced, risk-managed allocation to S&P 500 Index futures with a 50% allocation to the Advisor's Crisis Alpha Overlay Program.

The Core Equity + Crisis Alpha Program is driven by the same volatility-regime signals the Advisor has used in its flagship Volatility Trading Program, which has traded client accounts since January 30, 2017. Those signals are interpreted differently here, producing a single coordinated shift across both sides of the portfolio. In constructive conditions the program holds a reduced, risk-managed allocation to S&P 500 futures alongside a volatility overlay. The equity allocation is deliberately smaller than a fully invested index position, which lowers the portfolio's baseline exposure before any hedge is applied. When the Advisor's measures indicate developing market stress, the program acts on both sides at once: it reduces or eliminates the S&P 500 futures position while reversing the volatility overlay to long positioning along the VIX futures curve. Risk is removed from the primary driver of loss rather than hedged around, and the portfolio is simultaneously positioned to seek returns from a sustained expansion in volatility. After the peak of the event, as the Advisor's measures indicate conditions are normalizing, the program reverses the sequence — unwinding the long volatility positioning and restoring equity exposure. The Advisor monitors the level and trajectory of the volatility surface, spot volatility, and the portfolio's sensitivity to it throughout, and sizes positions with reference to the capital that would remain under stressed market scenarios. The Advisor also reserves the right to trade other futures markets during periods of stress or illiquidity to hedge the portfolio's macro exposures.

The intent is to make protection a built-in feature of a long-term core holding rather than something purchased separately. Clients should understand that the shift may prove early or late, that removing equity exposure can forgo gains if markets recover quickly, that long volatility positioning can lose value if an anticipated stress event does not materialize, and that substantial losses remain possible.

Andrew P. Haleen is the sole principal, founder, and managing member of AP Futures, LLC, an Illinois CTA registered with the CFTC and an NFA member since December 2016. He has traded volatility products since 2002 and VIX futures since 2013, and launched the firm's first program, the Volatility Trading Program, for client accounts in 2017. Earlier, Mr. Haleen was a Vice President in High Yield Credit Sales & Trading at BNP Paribas in New York, working with institutional clients across the high-yield cash, CDS, and CDX option markets. He earned his MBA with Honors from the University of Chicago Booth School of Business, with concentrations in Analytic Finance and Econometrics & Statistics, and presented research on credit-default-swap pricing and its predictive value for equity markets in Eugene Fama's Ph.D.-level course.

5 Year Monthly Performance or Start Date of Program - Monthly Performance Since Apr 2026 (A Portion of this Performance is based on Proprietary Trading)
YearJanFebMarAprMayJunJulAugSepOctNovDecROR (YTD)Max DD
20260.99%4.04%0.76%5.87%N/A

Track Record Compiled By: In-House

Accounting Notes: Account structure. Separately managed accounts held in the client’s own name at the FCM of their choosing. Full transparency, daily visibility, no commingling. Up to 1% management, assessed monthly. Up to 20% incentive, calculated quarterly on net new profits, subject to a high-water mark. Management fees are deducted before any incentive fee is earned, and prior losses carry forward until fully recovered brokerage fees. No per-trade commission charged by the Advisor. Negotiated rate of $1.25 per contract through Hughes & Company LLC. Performance is unaudited.

A Portion of this Performance is Based on Proprietary Trading


Performance Summary
Year Yearly Return Max DD
20265.87%N/A
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.


Risk Disclosure

THIS MATTER MAY BE INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

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.

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.