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Spring Valley Asset Management

SVAM Intraday Index Futures

Principal(s): John Ryan

Strategy: Intraday / Flat by Close

Investment Restrictions: 4.7 Exempt - QEPs Only

Statistical Reports are Subscription Based

Statistics & Program Information

Jun 2026 Return 0.5%	Worst Drawdown ⁽²⁾ -0.35%	Minimum Investment $1,000,000
YTD Return: 0.54%	Losing Streak ⁽³⁾: 0%	AUM ⁽⁵⁾: $10,000,000
Annualized CROR⁽¹⁾ 2.17%	Sharpe Ratio 4% RF ROR⁽⁴⁾: -1.10	Calmar Ratio ⁽⁶⁾: N/A
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING. Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology 100% Systematic	Style Sub-Categories Directional	Trading Style 100% Trend Following
Market Sector 100% Stock Indices	Holding Period 100% Intraday	Geographic Sector Global Contracts: Futures

Start Date Apr-2026	Currency US Dollar	Management Fee 1%
Accepting New Accounts Yes	Min Investment $1,000,000	Incentive Fee 20.00%
NFA Member Yes	Fund Minimum $0	Other Fees None
NFA Number 0479979	Margin ⁽⁷⁾ 5-15%	Avg Comm ⁽⁸⁾ 2.00
Notional Funds Yes	Round Turns Per Million ⁽¹⁰⁾ 1,200	Max Comm ⁽⁹⁾ 5.00

Starting Date: Apr-2026	Currency: US Dollar
Open to New Investors: Yes	Current Assets: $10,000,000
Open to US Investors: Yes	Annualized CROR: 2.17%
Minimum Fund Investment: $0
Minimum Managed Account: $1,000,000	Current Losing Streak: 0 %
Domocile:	Calmar: N/A
Subscriptions: N/A	Sharpe Ratio: 4% RF ROR -1.10
Redemptions: N/A	US Attorney: Not Listed
Lock Up: N/A	Offshore Attorney: Not Listed
Hurdle Rate: N/A	Administrator: Not Listed
Administraton Fee: 0.00%	Prime Broker: Not Listed
Management Fee: 1.00%	Auditor: Not Listed
Incentive Fee: 20.00%	NFA Member: Yes
Selling Fee: 0.00%	FINRA Member: No
Other Fees: None	Other Memberships: None

Type of Fund:	Domicile:	Strategy:

Track Record Prepared By: Track Record Prepared In-House

Correlations: AG CTA Index: -0.344 AG Systematic CTA Index: -0.182

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

Six independent strategies operate across the most liquid index futures markets in the world — capturing structural directional opportunities throughout the trading day, on both the long and short sides of the equity markets, then closing flat by 4:00 PM ET every day. No overnight exposure. No overnight risk. No discretion. Please contact us for more details on the research process and backtest results prior to live trading.

Spring Valley Asset Management, LLC is a quantitative investment management firm founded on the principles of science, cutting-edge technology and ingenuity. We are problem solvers, analytical thinkers, and the global financial markets fuel our imagination to better understand the world around us.

Performance

Monthly Performance Since Apr 2026

Performance Since April 2026

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2026	–	–	–	0.39%	-0.35%	0.50%	–	–	–	–	–	–	0.54%	-0.35%

Track Record Compiled By: Track Record Prepared In-House

Accounting Notes: The performance shown reflects actual trading of client accounts in the SVAM Intraday Index Futures program and is presented net of all fees on a composite basis across accounts. While actual fee arrangements may vary from client to client, this composite reflects a minimum of a 0% management fee and a 20% performance fee. The program’s stated fee schedule is 1% management and 20% performance. Because the composite reflects the lowest management fee borne by any account, individual client net returns may be lower than the composite shown. Live trading in this program commenced in April 2026; the track record is therefore limited.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Risk Disclosure

THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES 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.

HE 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. 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.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS