ARB Asset Management, LLC
Systematic Behavorial Global Macro
Principals:
Adam Passaglia, Amnon Baazov, & Mark Downing
Systematic Macro / Diversified | Quantitative
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Month Performance
-3.75%
Jul 2026
YTD Return
-6.25%
Through Jul 2026
AUM
$50,000,000
Assets Under Management
Overview
The fully systematic strategy targets opportunities in Equity Index, Fixed Income, Energy, Metals, Currency, Agricultural, and Crypto futures contracts. Assets in general exhibit periods of panic buying and selling caused by herd mentality. A multi-dimensional set of proprietary quantitative models are employed to describe and measure the psychological behavior in its early stages. Market neutral signals are aggregated and translated to extract alpha from impending price moves.
Program Details
| Inception Date | Jan 2024 |
| Trading Style | Quantitative |
| Holding Period | Short Term |
| Markets Traded | Stock Indices, Diversified |
| Margin | 10-25% |
| Minimum Investment | $5,000,000 |
| Management Fee | 2.00% |
| Performance Fee | 20.00% |
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 | +1.68% | +8.65% | N/A | N/A |
Maximum Drawdown Since Inception
-9.84%
Past performance is not indicative of future results.
Performance / Program Note
Return from January 2024 represent an ARB proprietary account.
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.