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Cash Gold Opportunities

Managed Futures Advantages
- opportunities for risk reduction
- opportunities for enhanced returns
- profit opportunities in rising & falling markets
- opportunities to participate in global markets

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Database Snapshot
September-10-2010 5:15 pm EDT
Active CTAs 428 (71%)
Active Funds 173 (29%)
Total Programs 601
CTAs thru Aug '10 234 (55%)
CTAs last 60 days 368 (86%)
CTA Statistics for Aug '10
Mgrs with (+) ROR 180
Average (+) ROR 4.09%
Mgrs with (-) ROR 57
Average (-) ROR -2.93%
Highest ROR 24.46%
Average ROR 2.40%
Lowest ROR -46.53%

AG CTA Indexes Aug YTD
CTA Index 3.91% 3.40%
Discretionary Index 5.26% 6.75%
Systematic Index 4.20% 3.47%
Option Writer EW Index 2.03% 4.45%
Option Writer AW Index 1.48% 2.40%

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August Monthly Rankings
CTAs View Complete Ranking Report
Current 2010 YTD
Clarke Capital Mgt, Inc. - Global Basic Program 24.46% 7.87%
Clarke Capital Mgt, Inc. - Jupiter Program 21.26% 11.17%
Clarke Capital Mgt, Inc. - Millennium Program 17.27% 5.55%
Clarke Capital Mgt, Inc. - Global Magnum Program 16.56% 26.66%
Clarke Capital Mgt, Inc. - FX-plus Program 14.73% 35.07%
Valu-Trac Investment Mgt Ltd - Strategic 2.5x US$ 14.28% 3.45%
SuperTrend Capital Management - High Frequency Forex 14.10% 36.86%
DAT Capital Advisors, LLC - Gold Star E-Mini Trading Program 13.90% 20.86%
Clarke Capital Mgt, Inc. - Orion Program 13.27% 11.04%
Bayside Pacific Advisors - Global Managed Futures Aggressive 13.09% 34.51%

Options Traders View Complete Ranking Report Top 10 CTAs
Current 2010 YTD
Crescent Bay Capital Management, Inc. - Balanced Volatility Program 11.39% 38.59%
Pukula & Co - YOOF Program 8.20% 10.10%
Pukula & Co - YES - OO T Bond Program ProForma 7.84% 15.15%
LJM Partners, Ltd - Aggressive Strategy 7.43% 22.75%
Censura Futures Mgt, LLC - Technical Entry Option Writing Program 4.39% -20.22%

Latest Blog Posts Visit the Autumngold Blog

MCAG MACRO: YELLOW LIGHT
September 8, 2010 I don’t believe in coincidence, but let me point out the corny irony of a positive jobs report heading into this year’s Labor Day weekend. James Mackintosh put it perfectly in yesterday’s FT Short View where he points out that “as the armies of unemployed watched those with jobs take a break, at least they could see market confidence in job creation rising and fear of a double-dip recession receding.” As if to confirm that hesitation is the name of the game equity [...]
July's Autumn Gold CTA Index +0.15% For July
CTA performance was up slightly for the month of July. Autumn Gold's CTA Index was 0.15% for July, the Discretionary Index is up +0.15%, while the Systematic Index was up 0.08%. A number of CTA's are reporting solid 2010 performance. These include RAM Management's MRTP Aggressive Program Stats through July 2010 Strategy - Multi Strategy / Systematic YTD Performance +33.72% Assets under Management $4.5 million Minimum Investment $250,000 Crescent Bay's Balanced Volatility [...]
MCAG MACRO: The Lost Summer
It’s hard to tell whether today’s rally is an explosion of return to risk that investors have been waiting for or just a technical bounce and short cover coming off month-end selling that ended the worst August in nine years. I tend to lean toward the latter. Initially, today’s equity rally was fueled, in part, by positive data out of Asia, where the Chinese PMI snapped a three months losing streak with a rise from 51.2 to 51.7 pts. The Australian GDP rose by 1.2% in the Q2, beating the market [...]
NFA to begin accepting registration applications from forex firms
Notice to Members I-10-17 September 1, 2010 NFA to begin accepting registration applications from forex firms and individuals on September 2 The Commodity Futures Trading Commission has issued final forex rules which become effective on October 18, 2010. NFA will begin accepting registration applications from forex firms and individuals beginning Thursday, September 2. Any retail forex entity that does not complete the registration process by October 18, 2010 will be unable to conduct [...]
MCAG MACRO: NOT THE SIZE OF THE WAVE
As diligent traders, investors, or even spectators, we are taught not to take too seriously the price action and market movement that takes place in the quieter late summer months. Still, even with this in mind, what the bond market is trying to tell us cannot be ignored. As I drown myself in research regarding the subject, all the publications I read religiously seem to be trumpeting the same thing: the outlook for recovery is gloomier than we thought. But how much can we ask for here? [...]

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Building Wealth with Managed Futures Building Wealth With Managed Futures a guide to statistical analysis of CTAs.
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Definitions
Managed Futures are traded by professional managers known as Commodity Trading Advisors ("CTAs"). Investments can include futures, forex, and options on futures contracts. Managed Futures have the potential to earn monies in both rising and falling markets, enable investors to invest globally, and are used to reduce portfolio volatility through diversification. Futures & Hedge Funds are Limited Liability investment vehicles comprising of nontraditional (stocks and bonds) investments. These funds include futures & options (derivatives) as well as hedge fund investments and is considered riskier than traditional investments. Statistical Analysis is used to evaluate historical performance of an investment.

RISK DISCLOSURE
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS

THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND 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 CAREFULLY CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND FOREX IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. 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.

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.

THE COMMODITY FUTURES TRADING COMMISSION HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY TRADING PROGRAM NOR HAS THE COMMISSION PASSED ON THE ADEQUACY OR ACCURACY OF ANY DISCLOSURE DOCUMENT.

 

 

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