Tracking CTAs since 1994
QuantOn
Managed Futures Index
Principal(s):
Strategy: Short to M-Term Systematic / Futures Only
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
QuantOn Managed Futures Program is a peer uncorrelated, market-independent CTA strategy. Its main objective is to deliver independent returns stream non-similar to its competitors or market. QuantOn Managed Futures represents a diversified and systematic futures-only trading program. The program invests in futures linked to all major asset classes as fixed income, equities, commodities, and currencies. Strategy is entirely systematic, and core investment logic lies in rigorous statistical analysis of market drivers. The origin of the trading program is backed by seven years of live trading experience, which is used to create trading signals. Risk management is a separate systematic, rule-based process embedded in our trading.
QuantOn is a fintech company founded in 2015. Since its establishment, we have
been working hard on developing our know-how and technology.
After more than six years of work, we have created two independent investment
solutions that operate on our technology platform compliant with institutional
asset allocation standards.
QuantOn is licensed in the United States under the NFA (National Futures
Association) as CTA (Commodity Trading Advisor) registration number 0539231
and in the EU under the NBS (National Bank of Slovakia) as securities dealer with
license number ODT-13906 / 2015-1.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.83% | 1.40% | – | – | – | – | – | – | – | – | – | – | 4.26% | 0.00% |
| 2025 | -3.19% | 0.82% | -0.06% | 2.88% | 3.31% | 3.19% | -0.79% | 3.58% | 0.02% | 5.37% | 0.44% | -2.35% | 13.64% | -3.19% |
| 2024 | 0.65% | 1.52% | -1.63% | -1.47% | 1.71% | 1.19% | 4.19% | 7.99% | 4.25% | -1.73% | 1.37% | 3.62% | 23.41% | -3.08% |
| 2023 | – | – | – | – | – | – | 3.17% | 0.65% | -0.41% | -0.20% | 3.22% | 1.95% | 8.60% | -0.61% |
Track Record Compiled By: N/A
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.