Tracking CTAs since 1994
GreenVine Trading LLC
Managed Futures (Micro)
Principal(s): John J. Ferro
Strategy: Discretionary, Momentum, Trend, Macro / M-Term / Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The Managed Futures Program is a rules-based discretionary trading strategy that trades primarily in CME-listed micro futures contracts across equity indices, US Treasuries, metals, energy, and agricultural markets. The program may also take positions in CME-listed micro cryptocurrency futures. The strategy is technical and price-led, navigational rather than predictive. Trading decisions are initiated only after technical price action confirms directional movement. Fundamental and macroeconomic considerations are evaluated after confirmation and are used to contextualize market conditions and calibrate risk, rather than to generate trade signals. Positions are generally held over a medium-term horizon, with signals reflecting a blend of trend-following and momentum-based characteristics. The strategy emphasizes confirmed continuation of price movement rather than short-term trading or long-duration positioning. GreenVine offers the strategy through both micro-contract and full-size contract programs, representing two implementations of the same investment process. This structure allows allocators to select the format most appropriate for their risk tolerance, position sizing, and overall portfolio construction objectives.
Mr. Ferro’s approach is shaped by his 15 years of experience trading systematic strategies at Eagle Trading Systems. Prior to this, he spent more than a decade in client facing institutional trading roles at Dean Witter, Prudential Financial and Fimat USA.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.83% | -1.64% | – | – | – | – | – | – | – | – | – | – | 3.11% | -1.64% |
| 2025 | 0.42% | 0.88% | 1.65% | -1.08% | -0.36% | -0.44% | -0.30% | -0.37% | -0.17% | 0.22% | 0.66% | 0.10% | 1.19% | -2.69% |
| 2024 | – | – | – | – | – | – | – | – | – | -0.35% | 2.00% | 0.02% | 1.66% | -0.35% |
Track Record Compiled By: Turnkey Trading Partners
Accounting Notes: The following represents the pro-forma (1/10) performance results of proprietary trading accounts traded by the firm principal using the GreenVine Managed Futures (Micro) Program. To see pre-registration performance, please contact john@greenvinetrading.com.
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.