Principal(s): Patrick Mullady, Jr
Strategy: Option Writer / Stock Index
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Two of the most time tested trading strategies are trend-following and options selling. Each have their own strengths and weaknesses. Trend-following does well in trending markets, but option selling can have difficulty. Trend-following slowly loses money in sideways markets, while options selling does well. Double Helix is a unique CTA that attempts to harness the power of both strategies. We sell weekly options on the S&P 500, but sell puts only – no calls. Double Helix employs a sophisticated algorithm that trend-follows the S&P 500 Index. As long as the algorithm is indicating a sideways to higher S&P 500, Double Helix will initiate a new position each day. When the program signals a “market cautionâ€, and potentially a lower S&P 500, the program will cease new positions. Double Helix will continue to monitor markets and reenter when the S&P 500 is back in a sideways to higher pattern. Risk management is one of Double Helix’s strongest attributes. All positions are monitored 24-hrs a day and managed by our sophisticated risk management system. Each position has a specific risk management level and will be exited, day or night, if that level is reached.
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Patrick Mullady, Jr. has been in the futures/options business since 1987, spending most of that time on the trading floor. He has been a member of the Chicago Board of Options Exchange and Chicago Mercantile Exchange as an options floor trader. Throughout his trading career, Mr. Mullady has specialized is Stock Index Options.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 1.23% | 0.43% | 1.67% | 0% | ||||||||||
2024 | 0.83% | 1.36% | 1.47% | -3.12% | 1.33% | 1.63% | 1.42% | -4.53% | -3.05% | 0.81% | 1.40% | -4.31% | -5% | -9.46% |
2023 | 1.17% | 1.48% | 0.16% | 0.81% | 1.00% | 1.02% | 1.25% | 0.90% | 0.57% | 1.31% | 1.28% | 0.94% | 12.55% | 0% |
2022 | -1.10% | -2.52% | 0.07% | -0.78% | 1.75% | -3.28% | 1.90% | 1.60% | 0.30% | 1.42% | 1.14% | 0.38% | 0.72% | -5.8% |
2021 | -2.53% | -0.05% | 1.88% | 1.01% | 0.45% | 1.73% | 1.18% | 0.96% | -0.21% | 1.87% | -1.18% | 0.54% | 5.7% | -2.58% |
2020 | -2.13% | -7.32% | -0.29% | 0.19% | 0.15% | -1.61% | 1.61% | 1.25% | -0.80% | -0.29% | 0.39% | 1.11% | -7.77% | -10.71% |
2019 | 1.55% | 1.12% | 1.31% | 1.28% | -1.56% | 1.68% | 0.47% | -4.64% | 1.78% | 1.54% | 1.40% | 1.88% | 7.88% | -4.64% |
2018 | 0.21% | -0.35% | -1.15% | -0.38% | 0.86% | 0.85% | 1.06% | 0.45% | 1.15% | -3.38% | 1.37% | -1.69% | -1.1% | -3.71% |
2017 | 0.81% | 1.42% | 1.41% | 0.46% | 0.51% | 0.25% | -0.24% | -0.92% | 1.13% | 1.07% | 0.97% | 0.25% | 7.33% | -1.16% |
2016 | -0.45% | -1.62% | 1.10% | 0.71% | 1.38% | 1.18% | 1.27% | 1.13% | -2.89% | 0.60% | 0.44% | 0.93% | 3.75% | -2.89% |
2015 | 0.22% | 3.34% | 1.50% | 1.57% | 1.62% | 0.01% | 2.60% | -9.33% | -0.17% | 2.22% | 2.25% | -4.56% | 0.53% | -9.71% |
2014 | -2.39% | 0.78% | 2.70% | 1.69% | 2.03% | 1.05% | -1.93% | 4.58% | 0.58% | -9.26% | 1.10% | -4.21% | -3.98% | -12.12% |
2013 | 1.09% | 0.71% | 3.66% | 2.21% | -0.99% | 1.27% | 2.06% | -1.91% | 2.28% | 0.75% | 1.03% | 2.18% | 15.18% | -1.91% |
2012 | 3.62% | 2.45% | 2.76% | 1.99% | -2.63% | 3.09% | 1.13% | 2.25% | 0.98% | 2.32% | 0.82% | -0.06% | 20.24% | -2.63% |
Years | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 |
---|---|---|---|---|---|---|
ROR | 20.24% | 15.18% | -3.98% | 0.53% | 3.75% | 7.33% |
Max DD | -2.63% | -1.91% | -12.12% | -9.71% | -2.89% | -1.16% |
Years | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
---|---|---|---|---|---|---|
ROR | -1.10% | 7.88% | -7.77% | 5.70% | 0.72% | 12.55% |
Max DD | -3.71% | -4.64% | -10.71% | -2.58% | -5.80% | 0.00% |
Years | 2024 | 2025 YTD |
---|---|---|
ROR | -5.00% | 1.67% |
Max DD | -9.46% | 0.00% |
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.