Tracking CTAs since 1994
Hamer Trading Inc
Diversified Systematic Program
Principal(s): Jim Hamer
Strategy: Systematic / LT Trend / Diversified
Investment Restrictions: Accredited Investors Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The Diversified Systematic Program seeks to capture trends in a variety of global commodity and futures markets using 31 broadly diversified markets covering seven major sectors: interest rate, currency, stock index, energy, grain, metals and softs. Average holding period is 100 days. The program has been refined over the past thirteen years from a multi-system / multi-time frame trend approach to a focus on long term trend following with the constant goal to provide consistent returns while reducing volatility. This transition to a focus on long term trend following began in 2008.
N/A
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.79% | 2.47% | – | – | – | – | – | – | – | – | – | – | -1.41% | -3.79% |
| 2025 | 5.18% | -0.98% | -3.23% | -9.59% | -6.50% | 0.40% | -1.15% | -6.12% | 2.93% | -0.07% | -2.09% | -3.43% | -22.80% | -26.60% |
| 2024 | 1.60% | 4.18% | 3.95% | 3.68% | -1.17% | -4.14% | -1.72% | 7.50% | 2.66% | -14.71% | 2.81% | -2.02% | 0.71% | -14.71% |
| 2023 | 4.07% | -2.77% | -8.28% | 6.62% | -1.67% | 1.87% | -1.36% | -2.59% | 3.48% | -0.86% | -8.67% | 9.50% | -2.29% | -14.25% |
| 2022 | 5.38% | 9.87% | 10.47% | 1.70% | -3.33% | -0.52% | -0.92% | -3.37% | 4.18% | -1.54% | -4.73% | 0.30% | 17.39% | -10.02% |
| 2021 | 2.54% | 7.55% | -1.02% | 1.20% | 0.48% | -0.94% | 4.07% | -1.68% | -0.59% | 0.26% | -8.87% | 3.20% | 5.46% | -10.70% |
| 2020 | -6.94% | -5.30% | 5.26% | 1.55% | -4.22% | -0.85% | 6.49% | 0.19% | -1.72% | 4.28% | -0.32% | 8.78% | 6.07% | -11.87% |
| 2019 | 0.66% | -0.22% | 0.71% | 0.99% | 2.92% | 8.55% | -2.22% | 8.54% | -3.61% | -0.41% | -2.10% | -0.57% | 13.18% | -6.56% |
| 2018 | 0.18% | -3.04% | -4.88% | 2.62% | 2.88% | -4.28% | -5.43% | 0.96% | 1.78% | -1.32% | -1.28% | -3.32% | -14.54% | -14.70% |
| 2017 | -1.12% | -0.19% | -3.91% | 4.59% | 0.87% | -3.18% | 0.85% | 4.42% | -7.31% | 7.75% | -2.55% | 3.19% | 2.45% | -7.31% |
| 2016 | 0.58% | 5.51% | -0.51% | 5.10% | -4.14% | 9.06% | 1.26% | -6.53% | 2.14% | -3.22% | 6.05% | 0.09% | 15.21% | -7.60% |
| 2015 | 10.51% | -2.54% | 1.34% | -1.36% | -3.49% | -2.07% | -6.46% | -4.12% | 7.17% | -3.59% | 2.16% | -1.27% | -4.90% | -17.42% |
| 2014 | -1.82% | 4.28% | 0.58% | 5.75% | 0.29% | -3.13% | 1.33% | 7.89% | 3.84% | -0.74% | 2.06% | 1.09% | 22.99% | -3.13% |
| 2013 | 1.22% | -4.18% | 2.80% | -0.53% | -6.09% | -5.18% | -1.16% | 1.17% | -0.61% | 4.75% | -0.23% | -0.85% | -9.05% | -13.76% |
| 2012 | -1.84% | 3.01% | -4.95% | -2.00% | 5.98% | -9.21% | 8.17% | -4.38% | 0.40% | -6.78% | 1.11% | 3.58% | -8.12% | -13.24% |
| 2011 | 4.11% | 4.90% | -4.73% | 9.20% | -1.58% | -2.32% | 1.54% | 8.60% | 14.38% | -17.17% | 6.18% | 2.38% | 24.05% | -17.17% |
| 2010 | -5.17% | 1.28% | 7.65% | -2.66% | -5.60% | 5.95% | -2.42% | 8.14% | 4.01% | 9.74% | -1.24% | 10.07% | 31.78% | -8.11% |
| 2009 | -0.36% | 0.28% | -2.40% | -1.49% | 8.52% | -2.14% | -1.25% | 4.11% | 2.70% | -4.16% | 12.34% | -8.69% | 5.90% | -8.69% |
| 2008 | 11.85% | 8.69% | -2.05% | 1.78% | 7.03% | 0.11% | -1.21% | 7.22% | 8.92% | 3.51% | 0.70% | 2.23% | 59.65% | -2.05% |
| 2007 | 5.59% | -2.70% | 3.95% | 7.69% | -0.69% | -2.95% | -1.38% | -8.69% | 1.67% | 0.65% | 5.17% | 0.18% | 7.63% | -13.21% |
| 2006 | 5.39% | -3.30% | 0.65% | 0.67% | 1.12% | -5.47% | -7.65% | 3.78% | 4.51% | -4.34% | -0.32% | 0.48% | -5.28% | -13.51% |
| 2005 | -8.62% | 0.92% | -4.57% | -3.01% | 2.39% | -3.49% | 0.66% | -3.40% | -0.44% | 2.20% | 3.72% | -3.28% | -16.29% | -18.34% |
| 2004 | 5.38% | 4.96% | 1.08% | -2.07% | -9.85% | -5.36% | -3.13% | -0.15% | 1.68% | 0.94% | -0.55% | 1.26% | -6.61% | -19.18% |
| 2003 | 6.83% | 8.58% | -12.99% | 4.32% | 6.41% | -4.63% | -2.83% | -0.51% | -7.72% | 2.81% | -2.36% | 4.90% | 0.38% | -17.82% |
| 2002 | -6.35% | -6.85% | 0.25% | -12.70% | 4.01% | 21.73% | 18.17% | 6.30% | 7.77% | -5.08% | -8.97% | 4.49% | 18.15% | -23.65% |
| 2001 | -7.05% | -3.46% | 17.96% | -7.55% | 12.21% | 2.32% | -6.50% | 1.10% | 20.14% | 11.71% | -7.05% | -9.11% | 20.42% | -15.52% |
| 2000 | -2.18% | -6.18% | -10.10% | 0.59% | 9.59% | 5.16% | -7.31% | 7.71% | -2.47% | 10.04% | 6.32% | 15.30% | 25.63% | -17.49% |
| 1999 | – | – | – | – | – | – | – | – | 1.97% | -12.25% | 5.12% | 10.58% | 4.01% | -12.25% |
Accounting Notes: Performance reported from July, 2011 through November, 2013 represents actual client performance. The last client account ceased trading at the beginning of December, 2013. The performance reported beginning in December, 2013 to present reverted back to the proprietary trading performance of the Diversified Systematic Program.
A Portion of this Performance is Based on Proprietary Trading
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.