Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Robert J. O'Brien Jr. and Thomas Senft
Strategy: Systematic / Trend / Momentum / Diversified
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Investment Restrictions: 4.7 Exempt - QEPs Only++
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The Macro Equity Hedge strategy is a systematic program designed to produce stock market like returns over time with much lower volatility through a combination of protection and performance. The strategy is a made up of a long-only basket of Emini S&P futures, 10 year note futures, and gold futures. Additionally, a smaller portion of the strategy consists of a long/short currency breakout system. The strategy is governed by a proprietary systematic model that dynamically adjusts portfolio positions and weights.
Diversification is used to create an uncorrelated portfolio of markets to smooth returns. This portfolio includes long positions in S&P 500 E-mini futures, 10 year note futures, and gold futures. Additionally, a portion of the system is allocated to a long/short currency "breakout" strategy. However, diversification alone is rarely sufficient as it can still subject investors to large losses. Quantitative modeling is simply a way of evaluating data. Through quantitative modeling, we are able to evaluate prices and market dynamics to determine when a stock market downturn may be probable. This information is then used to systematically adjust the strategy's portfolio. The models are predominantly momentum and trend oriented.
The Macro Equity Hedge strategy combines proprietary quantitative models with diversification to achieve protection and performance. The combined system dynamically and systematically adjusts portfolio positions and associated weights.
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Robert J. O'Brien Jr. - Chief Executive Officer
Mr. O'Brien heads the executive management committee at County Cork. Prior to founding County Cork, Mr. O'Brien served as Vice Chairman and as President of R.J. O'Brien & Associates in Chicago, the largest independent Futures Clearing Merchant in the United States. Mr. O'Brien is currently a member of the Board of Directors of R.J. O'Brien. Mr. O'Brien holds a B.A. in Economics from the University of Notre Dame, and a J.D. from Loyola University Chicago.
Thomas W. Senft - President / Chief Operating Officer
Mr. Senft is a member of the executive management committee and is responsible for the CTA’s operations and risk management. Mr. Senft
brings nearly 35 years of futures industry experience, having served in top executive management positions with various brokerages and
FCMs. Mr. Senft holds a B.S. in Finance from Indiana University.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.31% | -1.52% | 0.52% | 1.28% | -1.52% | ||||||||||
| 2024 | -0.60% | 0.77% | -0.24% | -3.49% | 1.72% | -0.23% | 1.41% | 0.95% | 1.94% | -0.35% | -1.75% | -4.48% | -4.48% | -6.48% | |
| 2023 | 4.29% | -4.23% | 4.09% | 0.77% | -0.89% | 2.31% | 2.82% | -2.17% | -0.67% | -0.05% | 2.39% | 1.50% | 10.25% | -4.23% | |
| 2022 | -3.45% | -0.95% | 0.76% | -5.07% | -0.10% | -3.48% | 3.19% | -4.58% | -6.19% | 0.34% | 4.38% | -1.68% | -16.1% | -18.53% | |
| 2021 | -1.72% | 1.03% | 3.08% | 4.28% | 1.55% | 1.31% | 2.47% | 1.34% | -2.81% | 2.47% | -0.15% | 1.96% | 15.61% | -2.81% | |
| 2020 | 0.03% | -5.08% | -14.22% | 3.58% | 1.63% | -2.55% | 6.96% | 6.12% | -4.39% | -2.63% | 9.08% | 4.31% | 0.46% | -18.58% | |
| 2019 | 2.57% | -0.21% | 1.45% | 2.26% | -4.33% | 6.41% | 1.50% | -0.22% | 0.64% | 1.12% | 2.36% | 2.05% | 16.38% | -4.33% | |
| 2018 | 1.40% | -2.82% | -0.09% | -1.70% | 0.74% | -0.84% | -0.07% | -0.07% | 1.37% | -0.87% | -1.25% | 1.09% | -0.06% | -3.22% | -5.52% |
| 2017 | 0.48% | 2.37% | -0.84% | 0.10% | 0.94% | -0.93% | 1.91% | 1.27% | -1.19% | -0.32% | 0.48% | 0.65% | 4.96% | -1.51% | |
| 2016 | 1.14% | 1.36% | 0.39% | 0.57% | 2.00% | 3.24% | -0.96% | -0.17% | -1.78% | -2.79% | 0.39% | 3.29% | -5.6% | ||
| Years | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 |
|---|---|---|---|---|---|---|
| ROR | 3.29% | 4.96% | -3.22% | 16.38% | 0.46% | 15.61% |
| Max DD | -5.60% | -1.51% | -5.52% | -4.33% | -18.58% | -2.81% |
| Years | 2022 | 2023 | 2024 | 2025 YTD |
|---|---|---|---|---|
| ROR | -16.10% | 10.25% | -4.48% | 1.28% |
| Max DD | -18.53% | -4.23% | -6.48% | -1.52% |
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.
