AutumnGold Managed Futures
 
 
Lyncestis LLP
V4 - Volatility Trading Program

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Statistics & Program Information

Apr 2026 Return
0%
Worst Drawdown (2)
-15.63%
Minimum Investment
$100,000
YTD Return
0%
Sharpe Ratio 4% RF ROR (4)
0.02
AUM (13)
$30,000
Annualized CROR(1)
3.64%
Calmar Ratio (10)
0.24
Losing Streak
-5.86%

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology
100% Systematic
Trading Style
100% Trend Following
Style Sub-Categories
Volatility
Market Sector
100%
Holding Period
20% Long Term
80% Medium Term
Geographic Sector
US
Contracts
Start Date   Apr-2015 Currency   US Dollar Management Fee    0.00%
Accepting New Accounts   Yes Min Investment    $100,000 Incentive Fee    20.00%
NFA Member    No Fund Minimum    $100,000 Other Fees   None
NFA Number    0418790 (Non-member) Margin (7)   0-13% Average Commission (16)   
Notional Funds    Yes Round Turns Per Million (15)    50 Maximum Commission (17)   
Starting Date:  Apr-2015 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $30,000
Open to US Investors:  Yes Annualized CROR:  3.64%
Minimum Fund Investment:  $100,000
Minimum Managed Account:  $100,000 Current Losing Streak:  -5.86 %
Domicile:   Calmar:  0.24
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  0.02
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:  20.00% NFA Member:  No
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
Domicile:
Strategy:
Correlations: SP 500 TR: 0.723             
1Rates of Return

ROR calculations are not provided when there are less than 12 data points. The Annualized Compounded Rate of Return ("Annualized CROR") represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. Annualized CROR is not applicable to CTAs that sum their monthly returns. The Annualized Mean Return is calculated by annualizing the average monthly return.

2Worst Peak-to-Valley Drawdown

The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. Unless otherwise indicated, the Worst Peak-to Valley Drawdown is calculated from inception.

3Start & End Dates

Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4Current Losing Streak

The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5Annualized Standard Deviation

Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6Downside Deviation

Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7Sharpe Ratio

Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratio is calculated using a risk-free rate of return.

8Sortino Ratio

Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%).

9Sterling Ratio

Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10Calmar Ratio

Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11Omega Function

The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12Minimum Investment

Minimum Investment represents the minimum account size.

13Assets Under Management

Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14Margin to Equity

Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

15Round Turns per Million

Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

16Average Commission

The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

17Maximum Commission

Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Assets Under Management

Date AUM
Apr 2026$30,000
Mar 2026$30,000
Feb 2026$30,000
Jan 2026$30,000
Dec 2025$30,000
Nov 2025$30,000
Oct 2025$30,000
Sep 2025$30,000
Aug 2025$30,000
Jul 2025$30,000
Jun 2025$30,000
May 2025$30,000
Apr 2025$30,000
Mar 2025$30,000
Feb 2025$30,000
Jan 2025$30,000
Dec 2024$30,000
Nov 2024$30,000
Oct 2024$30,000
Sep 2024$30,000
Aug 2024$30,000
Jul 2024$30,000
Jun 2024$30,000
May 2024$30,000
Apr 2024$30,000
Mar 2024$30,000
Feb 2024$30,000
Jan 2024$30,000
Dec 2023$30,000
Nov 2023$30,000
Oct 2023$30,000
Sep 2023$30,000
Aug 2023$30,000
Jul 2023$30,000
Jun 2023$30,000
May 2023$30,000
Apr 2023$30,000
Mar 2023$30,000
Feb 2023$30,000
Jan 2023$30,000
Dec 2022$30,000
Nov 2022$30,000
Oct 2022$30,000
Sep 2022$30,000
Aug 2022$30,000
Jul 2022$30,000
Jun 2022$30,000
May 2022$30,000
Apr 2022$30,000
Mar 2022$30,000
Feb 2022$30,000
Jan 2022$30,000
Dec 2021$30,000
Nov 2021$30,000
Oct 2021$30,000
Sep 2021$30,000
Aug 2021$30,000
Jul 2021$30,000
Jun 2021$30,000
May 2021$30,000
AUM values are as reported by the manager. Figures may be estimated or rounded.

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

V4 is basically a trend following, volatility trading strategy. It exploits the term structure (the contango and backwardation) of the VIX futures premium. V4 adjusts portfolio components on daily basis. The leverage (position value relative to the nominal account size) is less than or equal to 0.3, i.e. the strategy is underleveraged, in order to prevent disastrous drawdowns from overleveraged trading. Strategy returns are somewhat correlated with S&P 500 index returns. Since this strategy is not correlated to swing and trend following strategies on the S&P 500 index itself, it can be seen as an excellent complement to them.

Due to the risks involved in securities/security derivatives trading, significant emphasis is placed on risk management techniques to minimize the losses on the trading portfolio. Risk control is achieved through a variety of means which in most market conditions should minimize drawdowns. The first one is trading instruments selection; second is controlling leverage through position size adjustment according to account size; and third is stops based on money management rules. The risk is addressed by portfolio position management. The strategy adjusts portfolio weights by placing odd sized ETN/CFD buy/sell orders. Due to the larger contract size of VXX futures, trading futures is feasible only in larger accounts.

Principal risk factors. V4 is a typical trend following trading strategy. As such, a typical risk factor is a sharp price reversal. Based on observations and back testing, draw downs tend to occur during periods of sharp (mostly up) jumps in volatility, in a combination with an unfavourable portfolio position size. Inherently, VXX ETNs gradually roll over from the front to the next month VIX futures contracts. As VXX is mostly held short, this is equivalent to gradually buying front month VIX, which is a kind of gradual stop-loss on the short VXX position. Additionally, the V4 strategy tends to reduce the short VXX position when VIX sharply increases. The biggest risk for the V4 system comes from over-leveraged trading, i.e. trading too large positions for the given trading size. In order to avoid a disastrous drawdown, the V4 strategy trades at short leverage not exceeding 0.3, which in back testing and live trading produced a worst drawdown of around 13%. There is no guarantee, however, that this drawdown will not be exceeded in the future. The strategy trades at fixed time intervals, usually around NY close (4 pm EST or 9 pm UTC), unless intraday stop-loss orders are activated. To evaluate the risk and risk adjusted returns, QT uses the following risk measures: worst peak-to-valley (intra month) drawdown, end-of-month drawdown, time to recover from a drawdown, standard deviation of monthly rates of return, downside deviation, Sharpe, Sterling, Calmar and Omega Ratio and a 5-day Value at Risk (VaR). The strategy was carefully tested to check if all of the risk measures are within acceptable limits. Results are available upon request.

The trading methodology is based on a fully computerized trading system developed by Dejan Trajkovski, Ph.D. Dejan received his M.S. degree in Applied Mechanics of Deformable Body and Ph.D. in Computational Mechanics from University of Belgrade, Yugoslavia (1992) and University of Skopje, Macedonia (1995). Throughout his successful career as a professor at University of Bitola, Macedonia, Dejan Trajkovski gained significant experience in the fields of Theoretical and Applied Mechanics, Mechatronics, Computerized Motion Control and Robotics. Dejan Trajkovski was employed at the Faculty of Technical Sciences in Bitola, Macedonia as Assistant professor (1995-2000), Associate Professor (2000-2005) and Professor (2005 to present). The foreign currency and equity market became his field of work in 2001. Dejan was confident that financial markets were the the right place where the mathematically precise instruments of quantitative analysis could be applied. In the following years he has been involved in research and development of trading systems, and his quantitative trading systems are currently used by Lyncestis LLP.

Monthly Performance Since Apr 2015
YearJanFebMarAprMayJunJulAugSepOctNovDecROR (YTD)Max DD
20260.00%0.00%0.00%0.00%0.00%N/A
2025-0.14%-0.56%-3.49%-6.08%1.43%1.79%2.75%3.18%1.78%-0.26%-0.06%0.00%-0.04%-9.99%
20240.51%1.04%0.65%-0.81%2.79%0.98%-0.92%-1.56%-2.99%-2.34%3.94%-1.93%-0.89%-7.60%
20230.51%-0.25%-0.55%3.10%0.99%5.30%1.26%0.11%-1.15%-0.75%4.30%1.67%15.32%-1.89%
2022-4.43%-3.94%-1.36%-5.05%0.75%-2.05%5.16%-1.03%-4.46%3.08%4.23%0.26%-9.12%-15.63%
2021-4.02%3.19%5.09%2.03%-0.85%2.10%-1.01%2.06%-1.99%3.93%-2.92%3.49%11.14%-4.02%

Track Record Compiled By: Lyncestis LLP

Annual Performance Summary

Year Yearly Return Max Drawdown Year-End AUM
20260.00%N/A$30,000
2025-0.04%-9.99%$30,000
2024-0.89%-7.60%$30,000
202315.32%-1.89%$30,000
2022-9.12%-15.63%$30,000
Yearly Return is the compound rate of return for each calendar year. Max Drawdown is the peak-to-valley decline within the year. AUM is as of the last reported month of the year.
Performance Summary
Year Yearly Return Max DD
20260.00%N/A
2025-0.04%-9.99%
2024-0.89%-7.60%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.


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.