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Blake Capital Management, Inc. - SRD Currencies

Principal(s): Harold A. Blake III
Strategy: Pattern Recognition / Currencies
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Statistics & Program Information

Sep 2025 Return 0%	Worst Drawdown ⁽²⁾ -15.34%	Minimum Investment $100,000
YTD Return: -0.89%	Losing Streak ⁽³⁾: -15.29%	AUM ⁽⁵⁾: $84,069
Annualized CROR⁽¹⁾ -1.31%	Sharpe Ratio 4% RF ROR⁽⁴⁾: -3.82	Calmar Ratio ⁽⁶⁾: N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology 50% Systematic 50% Discretionary	Style Sub-Categories Pattern Recognition	Trading Style 100% Pattern Recognition
Market Sector 100% Currencies	Holding Period 5% Short Term 95% Intraday	Geographic Sector US Contracts: Futures

Start Date Mar-2013	Currency US Dollar	Management Fee 0.00%
Accepting New Accounts Yes	Min Investment $100,000	Incentive Fee 0.00
NFA Member Yes	Fund Minimum $0	Other Fees NO
NFA Number 0421015	Margin ⁽⁷⁾ 9-15%	Avg Comm ⁽⁸⁾ $6.00
Notional Funds Yes	Round Turns Per Million ⁽¹⁰⁾ 4,000	Max Comm ⁽⁹⁾ 0.00

Starting Date: Mar-2013	Currency: US Dollar
Open to New Investors: Yes	Current Assets: $84,069
Open to US Investors: Yes	Annualized CROR: -1.29%
Minimum Fund Investment: $0
Minimum Managed Account: $100,000	Current Losing Streak: -15.29 %
Domocile:	Calmar: N/A
Subscriptions: N/A	Sharpe Ratio: 4% RF ROR -3.82
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: 0.00%	Auditor: Not Listed
Incentive Fee: 33.00%	NFA Member: Yes
Selling Fee: 0.00%	FINRA Member: No
Other Fees: NO	Other Memberships: 0421015

Type of Fund:	Domicile:	Strategy:

Track Record Prepared By: N/A

Correlations:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

Trading Description

The SRD Currency program trades CME Group's Currency Futures. Positions are generally held intraday, and we close out positions before weekends or holidays, to pare risk. Every trade uses a stop-loss order for protection, and generally seeks a multiple of any amount risked. Blake Capital Management, Inc. All of our programs are exclusively focused on pattern recognition strategies and proactive risk-management. See our most recent Disclosure Document for more information.

Risk Strategy

N/A

Background

The Advisor's principal, Harold A. Blake III, is solely responsible for managing the day to day operations of the Advisor, as well as its trading strategy and trade execution. Prior to forming the Advisor, Mr. Blake was registered as an Associated Person of MF Global Inc., a commodity brokerage firm.

Mr. Blake started his career in the futures industry in January 2005 as an account executive at First Choice Futures & Options, Inc., a commodity brokerage firm based in North Miami, FL. Mr. Blake assisted clients with new account paperwork and analyzed fundamental conditions in the grains and energy markets, notably corn and crude oil.

In January 2006, Mr. Blake resigned from First Choice, seeking greater autonomy and opportunity. Mr. Blake incorporated Sheridan Capital Management, Inc., a Florida corporation, in December 2005 and served as its President and CEO, to engage in proprietary futures trading and real estate speculation. From January 2006 through February 2008, Mr. Blake was actively trading proprietary funds in commodity futures and options through Sheridan Capital Management's corporate account. Mr. Blake designed and tested several systems, both mechanical and discretionary, to more effectively trade. As his experience increased, Mr. Blake began favoring more basic approaches, including support and resistance trading, as a philosophy for understanding market behavior. Mr. Blake ceased trading with Sheridan Capital Management in February, 2008. In March 2008 Mr. Blake accepted a futures broker position with MF Global's Private Client Division, at the Chicago Board of Trade building. At this time, MF Global was ranked #1 in Execution or Clearing volume at most major futures exchanges, including CME, CBOT, NYMEX, COMEX, LIFFE and ICE. Mr. Blake ran his own trading desk with the objective of assisting self-directed traders through individualized attention and focus on trading basics. Mr. Blake's general responsibilities at MF Global included business development, dissemination of market analysis and advice, trade execution and clearing. In June 2009, in accordance with MF Global's organizational restructuring, Mr. Blake joined its Lind-Waldock division as a full- service broker, while retaining his responsibilities and client base.

On April 19th, 2010, Mr. Blake formed Blake Capital Management, Inc., to better serve investors who desire fully managed individually segregated accounts.

Performance

Monthly Performance Since Mar 2013

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2025	-0.34%	-0.24%	-0.26%	0.38%	-0.16%	0.00%	-0.27%	0.00%	0.00%				-0.89%	-0.89%
2024	-0.23%	0.00%	-0.62%	-0.88%	0.24%	-0.26%	-0.30%	-1.16%	-1.36%	-0.44%	1.49%	-0.53%	-4.00%	-4.91%
2023	-0.44%	0.00%	-0.67%	-0.01%	0.24%	0.00%	0.00%	0.00%	0.19%	-0.36%	-0.25%	-0.50%	-1.79%	-1.79%
2022	-0.15%	0.16%	-0.66%	0.00%	-0.66%	1.41%	-0.45%	-0.41%	-0.22%	-0.47%	-0.24%	0.01%	-1.68%	-1.78%
2021	-0.10%	-0.15%	0.07%	-0.35%	-0.34%	-0.32%	0.69%	-0.41%	-0.15%	-0.44%	0.69%	1.04%	0.22%	-1.49%
2020	0.02%	0.61%	0.39%	0.41%	-0.28%	-0.43%	-0.61%	-0.30%	0.32%	0.03%	0.98%	-0.49%	0.64%	-1.61%
2019	-0.22%	-0.22%	-0.11%	-0.29%	-0.15%	-0.31%	-0.15%	-0.34%	-0.01%	-0.03%	-0.36%	-0.39%	-2.55%	-2.55%
2018	-0.40%	-0.19%	-0.11%	-0.26%	0.07%	-0.29%	-0.29%	0.07%	-0.33%	0.10%	-0.30%	-0.22%	-2.07%	-2.07%
2017	-0.34%	-0.01%	-0.05%	-0.34%	-0.39%	-0.01%	-0.15%	-0.15%	-0.19%	-0.26%	0.04%	0.13%	-1.69%	-1.87%
2016	-0.22%	-0.33%	0.26%	-0.28%	-0.26%	0.42%	-0.10%	-0.34%	0.04%	-0.05%	-0.18%	0.43%	-0.60%	-1.03%
2015	0.16%	-0.10%	0.17%	0.00%	-0.20%	-0.10%	-0.15%	0.14%	0.23%	-0.48%	0.26%	-0.27%	-0.34%	-0.57%
2014	0.09%	-0.08%	0.41%	-0.46%	0.05%	-0.21%	-0.14%	0.03%	0.06%	-0.06%	-0.27%	0.60%	0.02%	-1.00%
2013			-0.35%	-0.49%	-0.01%	0.12%	1.01%	-0.96%	-0.41%	-0.27%	-0.06%	0.06%	-1.36%	-1.69%

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

Footnotes

1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % the time-period. 3. Sharpe Ratio uses a 4% Risk Free ROR (Rate of Return) 4. Calmar Ratio Uses last 36 months of Data 5. The hypothetical growth of $1,000

RISK DISCLOSURE

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. 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. 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.