Kim Avery 4 November

Astra Ventures Investment Partners

We have just added Astra Ventures Investment Partners' Discretionary Macro Program to the AG database. Astra Venture's Chief Investment Office is Ed Lalanne and its Chief Operating Officer is Stephen Buehler. Both Mr. lalanne and Mr. Buehler have extensive experience in the hedge fund space. The program utilizes a global macro strategy trading a diversified strategy.

Visit Astra Ventures' Profile Page
Kim Avery 1 November

Top Performers for September 2022

Moddco Capital Associates | MCA Strategy Prop Trading | +20.80% | QEPs Only Visit Moddco's Profile Page
Incline Investment Management | Crystal Bay Ubitrend | +19.00% | QEPs Only Visit Inclines's Profile Page
Mulvaney Capital Management | MF Program | +17.57% | QEPs Only Visit Mulvaney's Profile Page
Wimmer Horizon | Wimmer Program | +12.86% | QEPs Only Visit Wimmer's Profile Page
Rotella Capital Mgt | Qdeck Systematic Trend | +11.60% | QEPs OnlyVisit Rotellas's Profile Page

Download September Ranking Report
Kim Avery 1 October

Top Performers for August 2022

Mulvaney Capital Management | WMA Program | +13.15% | QEPs OnlyVisit Mulvaney's Profile Page
Dunn Capital Management | MCA Strategy Prop Trading | +13.98%Visit Dunn's Profile Page
Martin Fund Management | Relative Value Ag Options | +11.05% | QEPs OnlyVisit Martin's Profile Page
Eclipse Capital Management | Global Monetary Program | +8.14% | QEPs OnlyVisit Eclipse's Profile Page
Rotella Capital Mgt | Qdeck Systematic Trend | +8.05% | QEPs OnlyVisit Rotellas's Profile Page

Download August Ranking Report
Kim Avery 1 September

Top Performers for July 2022

Covenant Capital Mgmt of Tennessee | Hedge Equity | +16.24% Visit Covenant's Profile Page
Moddco Capital Associates | MCA Strategy Prop Trading | +13.98%Visit Moddco's Profile Page
AG Capital Investments | Global Macro Program | +12.50% | QEPs OnlyVisit Ag Capital's Page
Future Trade AG | GVI Aggressive Volatility Program | +11.26% | QEPs OnlyVisit The Future Trade AG Page
Numberline Capital Partners | Macro Risk Program | +10.44%Visit Numberline's Profile Page

Download July Ranking Report
Kim Avery 1 August

Top Performers for June 2022

Rotella Capital Mgt | Qdeck Commodity Beta Plus Carry | +12.80% | QEPs OnlyVisit Rotellas's Profile Page
PGM Asset Management | Trident Program | +8.25% | QEPs OnlyVisit PGM's Profile Page
Mulvaney Capital Management | MF Program | +7.74% | QEPs OnlyVisit Mulvaney's Profile Page
The Great O'Neill | The Great O'Neill Program | +7.63% | QEPs OnlyVisit The Great O'Neill's Profile Page
Purple Valley Capital | Diversified Trend 1 | +7.41%Visit Purple Valley's Profile Page

Download June Ranking Report
Kim Avery 21 July

CTA Return during Stock Market Declines

We have updated our CTA Return during periods where the S&P lost more than 10% in a quarter to reflect the S&P 500 TR Index 2nd Quarter Return of -19.96%. CTA Return as measured by the Autumn Gold CTA Index was up 5.36% (June AG CTA Index numbers are estimated until the end of July).

See Chart
Kim Avery 15 July

Managed Futures vs. S&P 500 TR Index

The VAMI of Managed Futures ("CISDM Equal Weighted CTA Index") has continues to grow while the VAMI of stocks ("S&P 500 TR Index") continues its decline. Data runs from January 2000 to June 2022 and reflects the growth of $10,000. As of June month end the Stock Index was $39,543 while the Managed Futures Index was $45,216. Please note that May and June CTA numbers are estimates based on the SG daily CTA Index.

See Chart
Kim Avery 5 July

Stocks & Managed Futures show Negative Correlation through June 30th 2022.

Monthly numbers show that the S&P and the SG CTA Index had a negative correlation of -0.25 through June 2022

Our analysis shows that in each year that the S&P 500 Price Index was down more than 10% the correlation of stocks to managed futures was negative.

See the Year by Year Correlation Table

Kim Avery 1 July

Top Performers for May 2022

Moddco Capital Advisors | MCA Strategy | +27.01% | Proprietary Results | Visit Moddco's Profile Page
The Great O'Neill Ltd | Great O'Neill Program | +14.56% | QEPs Only | Visit Great O'Neill's Profile Page
Covenant Capital Management | Total Volatility Program | +10.29% | Visit Covenant's Page
SpreadEdge Capital | Ag Seasonal Program | +9.42% | Visit SpreadEdge's Profile Page

Download May Ranking Report
Kim Avery 1 July

Top Performers for May 2022

Moddco Capital Advisors | MCA Strategy | +27.01% | Proprietary Results | Visit Moddco's Profile Page
The Great O'Neill Ltd | Great O'Neill Program | +14.56% | QEPs Only | Visit Great O'Neill's Profile Page
Covenant Capital Management | Total Volatility Program | +10.29% | Visit Covenant's Page
SpreadEdge Capital | Ag Seasonal Program | +9.42% | Visit SpreadEdge's Profile Page

Download May Ranking Report
Kim Avery 10 June

Managed Futures vs. S&P 500 TR Index

The VAMI of the Managed Futures ("CISDM Equal Weighted CTA Index") has crossed the VAMI of the stocks ("S&P 500 TR Index"). Data runs from January 2000 to May 2022 and reflects the growth of $10,000. As of May month end the Stock Index was $43,099 while the Managed Futures Index was $44,276.

See Chart
Kim Avery 2 June

Top CTA for April 2022

Purple Valley Capital's Diversified Trend Program was the top performance for April 2022 with a return of 27.47%. Purple Valley is a Diversified Global Macro Trend-Follower that trades a wide variety of markets. From inception the program has a Compounded ROR of 17.46% and a Max Drawdown of 69.73%. From January 2017 the program has a 29.04% Compounded ROR and a 43.14% Maximum Drawdown.
For Accredited or QEP's Only

Visit Purple Valley's Profile Page
Kim Avery 2 June

Top Performers for April 2022

Mulvaney Capital Mgt | Managed Futures Program | +26.42% | QEPs Only | Visit Mulvaney's Profile Page
Meyer's Capital Mgt | Aggressive Edge Program | +16.52% | QEPs Only | Visit Meyer's Profile Page
Southwestern Managed Investments | Global Diversified Program | +10.85% | QEPs Only | Visit Southwestern's Page
Red Rock Capital | Trend Dynamics Program | +10.73% | Visit Red Rock's Profile Page

Download April Ranking Report
Kim Avery 11 May

Caneel Hill Capital LLC

Caneel Hill Capital's Managed Risk 1 Program has been added to the AG database. Caneel's Principal Trader, Douglas Martin, has a technology background and has built networks with a focus on hedge funds and high frequency trading. Managed Risk 1 is momentum and mean-reversion strategy trading currencies and financials.

Visit Canell Hill's Profile Page
Kim Avery 10 May

THS Capital Management

THS Capital Management adds the Diversified Trend Following Program ("DTF"). Similar to theATF Program but with less margin usage and a $250,000 minimum the DTF program trades over 30 commodity markets including softs, metals, meats, grains, energies, currencies, interest rates, stock indicies, and the US$ Index.

Visit THS's Profile Page
Kim Avery 6 May

Senaca Capital Futures

We have just added Senaca Capital Futures to the Autumn Gold database. Lodated out of Massachusetts, Senaca is a Short-Tem Pattern Recognition Program that trades the G10 Currenciy Futures. The program used an average of 2-5% margin. There is a no management fee and a 10% incentive fee. The minimum account size is $100,000.

Visit Senaca's Profile Page
Kim Avery 28 April

Top CTA for March 2022

Cayler Capital LLC took the top place for March 2022 with a 15.16% Return. Cayler is a systematic energy trader focused on the global movement of energy products and forecasting future supply and demand. Overall the program has a Compounded ROR of 22.93% and a Max Drawdown of 10.53%.
For QEP's Only

Visit Cayler's Profile Page
Kim Avery 28 April

Top Option Trader for March 2022

Numberline Capital Partners' Macro Risk Program was the top option performance for March 2022 with a March Return of 8.07%. Numberline uses options to create synthetic futures positions. The program trades a diversified portfolio including Energy, FX Futures, Metals and Financials.

Visit Numberline's CTA Profile

Manager Interviews

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Risk Disclosure

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND/OR FOREIGN EXCHANGE ("FOREX") 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. 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.