Managed Futures (Micro)
Discretionary, Momentum, Trend, Macro / M-Term / Diversified
The Managed Futures Program is a rules-based discretionary trading strategy that trades primarily in CME-listed futures contracts across equity indices, US Treasuries, metals, energy, and agricultural markets. The program may also take positions in CME-listed 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.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -2.69% |
| From Mar 2025 to Sep 2025 | |
| Worst Month (Feb 2026) | -1.64% |
| Current Losing Streak | -1.64% |
| Average Monthly Return | 0.36% |
| Monthly Std. Deviation | 1.45% |
| Gain Deviation (9 months) | 1.52% |
| Loss Deviation (8 months) | 0.5% |
| Gain to Loss Ratio | 2.03 |
| Omega Ratio (5% Threshold) | 0.9 |
| Annualized Performance |
|
| Compound ROR (1) | 4.24% |
| Standard Deviation | 5.04% |
| Downside Deviation | 1.8% |
| Sharpe Ratio (3) 2% RF ROR | 0.77 |
| Sortino Ratio (4) 5% MAR | 2.28 |
| Calmar Ratio (5) | |
| Sterling Ratio (6) | 0 |
| Gain Deviation | 5.28% |
| Loss Deviation | 1.75% |
| Profit Loss Ratio | 2.29 |
| Investment Information |
||
| Program Start Date | Oct-2023 | |
| Percent Discretionary | 100% | |
| Currency Denomination - US Dollars | ||
| Minimum Investment | $100,000 | |
| Management Fee | 1.00% | |
| Incentive Fee | 10.00% | |
| Round Turns per Million | 280 | |
| NFA No: | #0567151 | |
| 4.7 Exempt - QEPs Only | ||
| Performance Since October 2024 | Track Record Compiled By: Turnkey Trading Partners | Please See Accounting Notes |
| 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% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
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