Buckingham Global Advisors, LLC
WEEKLY E MINI Program (WEP)
Principal:
Charles Dai & Vishal Olson
ST / Systematic / Option Writer / E Mini | Spread Trading, Option Trading
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Month Performance
+0.29%
Aug 2026
YTD Return
+5.99%
Through Aug 2026
AUM
$39,000,000
Assets Under Management
Overview
1) Buckingham's Weekly E-mini Program (WEP) is a commodity option strategy employing an absolute return investment approach. The Strategy primarily writes (sells) a series of out of money (OTM) call and put option naked or spread combination on S&P 500 E-mini futures, 2) WEP focuses on short duration derivatives - the option expires within 2-8 days, because the time decay is the greatest in those final days. It does this primarily by identifying the option strikes with best risk/reward ratio according to our proprietary Quant model, 3) WEP aims for Sharpe Ratio +2.0 long term (5+ years) considering tail risk due to the economic cycles, 4) Long options or VIX hedge is implemented to reduce drawdown based on daily P/L.
Program Details
| Inception Date | Mar 2015 |
| Trading Style | Spread Trading, Option Trading |
| Holding Period | Short Term |
| Markets Traded | Stock Indices |
| Margin | 25-60% |
| Minimum Investment | $250,000 |
| Management Fee | 2.00% |
| Performance Fee | 20.00% |
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
About the Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
| YEAR | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| RETURN | +8.49% | +9.47% | +12.49% | +2.35% |
Maximum Drawdown Since Inception
-13.77%
Past performance is not indicative of future results.
Investor Eligibility
What is a QEP?
A Qualified Eligible Person (QEP) is an investor or entity that meets the eligibility requirements described in CFTC Regulation 4.7. The applicable requirements vary by investor type and may include financial, portfolio, professional, or institutional qualifications.
This information is provided for general reference only. QEP status is
self-identified here and should be determined by reviewing the applicable
regulation and, when appropriate, with your professional advisers.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.