Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Robert Wieneke
Strategy: Long Short Spreads / Diversified / Commodities
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Investment Restrictions: 4.7 Exempt - QEPs Only++
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The Blue Bar U.S. Commodity Diversified Program seeks to achieve capital appreciation through the execution of outright long/short and spread strategies identified by technical and fundamental analysis to identify potentially low-risk trade opportunities. The trade execution methodology used for the program is based on a process that is approximately 60% systematic and 40% discretionary. This program trades a wide variety of U.S. commodity markets, including meats, grains, metals, energies, financial indices, bonds, currencies, and softs.
Trade duration for spreads varies widely, from one to three days up to several months; though individual "legs" of a particular spread may be modified over time to establish a new spread position. In extreme market situations, a spread may be converted to a directional position for a relatively brief period of time. Many spread positions may be considered "scalps" that are completed intraday or are held for a short period of time, designed to take advantage of a market anomaly. Certain relatively small spread positions may also be held for longer periods of time, to attempt to capture a potential opportunity outside of typical seasonal spread patterns.
The Advisor monitors both fundamental and technical factors associated with each trade on a continuous basis, and a 3% to 5% adverse movement in the underlying commodity's price would generally be cause for liquidation of the trade.
Robert Wieneke is the President of Blue Bar Futures. He is responsible for overall management, trading, marketing, and investor relations. He became a listed principal of Blue Bar Futures in February 2012 and became registered as an associated person in March 2012. Mr. Wieneke has more than 30 years of experience in trading futures and options on futures, with nearly two decades spent as a floor trader and floor broker.
He became a registered floor trader in July 1994 and a registered floor broker in August 1995. He withdrew his registration as a floor broker in October 2013 in order to focus more closely on his Blue Bar Futures business activities.
Born in 1956 and raised in the northern suburbs of Chicago, Mr. Wieneke served in the United States Marine Corps and was honorably discharged in 1979. He began working on the floor of the Chicago Board Options Exchange as a stock order clerk and a phone clerk in 1980. He began trading as a market maker in 1983 in the S&P 100 options pit. In the early 1990s he became a Chicago Mercantile Exchange member and traded in the S&P 500 futures pit as a "local", where he developed and refined multiple option and futures spread trading strategies. Mr. Wieneke has been a member and traded on the floor of the Chicago Board Options Exchange, Chicago Board of Trade, and the Chicago Mercantile Exchange.
Mr. Wieneke began trading electronically shortly after Globex (the Chicago Mercantile Exchange's electronic trading platform) was introduced in 1992. During that time, he also started using CQG, a computer-based charting, trading and technical analysis software product. He continues to assist in CQG's charting and trading platform development efforts as an alpha tester and consultant. In 2000, Mr. Wieneke left the floor and became a full time electronic trader. Using his extensive knowledge in experience in arbitrage, spread trading and hedging, he has developed algorithmic trading strategies used by Blue Bar Futures. In March 2014, he successfully passed all three levels of study and was awarded the Chartered Market Technician (CMT) designation from the Market Technicians Association.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.58% | -1.27% | -0.16% | -0.86% | -1.43% | |||||||||
| 2024 | -0.80% | 2.11% | 1.09% | 1.57% | -1.50% | 0.20% | 1.12% | -0.26% | 0.81% | -0.18% | -0.90% | -0.27% | 2.96% | -1.5% |
| 2023 | 4.11% | 0.27% | -1.77% | 1.22% | -2.24% | 2.84% | 0.47% | -1.67% | -0.15% | 1.11% | 0.56% | -0.36% | 4.28% | -2.8% |
| 2022 | -1.01% | 1.37% | -1.16% | 1.91% | 1.12% | -1.15% | -1.14% | 0.12% | -0.90% | 0.72% | 0.66% | -2.57% | -2.11% | -4.22% |
| 2021 | 2.50% | 0.06% | 2.10% | -3.98% | 4.09% | 4.82% | 1.28% | 0.34% | 0.68% | -2.43% | 1.44% | 0.95% | 12.15% | -3.98% |
| 2020 | 1.76% | -0.52% | 0.68% | -3.77% | 4.96% | 2.66% | -0.67% | -1.54% | 3.90% | 0.99% | -0.65% | -1.37% | 6.27% | -3.77% |
| 2019 | -1.18% | -0.20% | 2.22% | -7.08% | -4.48% | 5.40% | 1.85% | -2.05% | 2.24% | 2.50% | -1.60% | 4.28% | 1.17% | -11.24% |
| 2018 | 3.35% | 3.00% | 1.88% | 4.03% | 3.34% | 5.17% | 2.98% | -3.50% | 4.27% | 1.13% | 0.57% | 0.26% | 29.56% | -3.5% |
| 2017 | -0.59% | 3.41% | -6.11% | 10.11% | 6.68% | 5.60% | 9.97% | 5.04% | 1.72% | 5.85% | -0.55% | 48.1% | -6.11% | |
| Years | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
|---|---|---|---|---|---|---|
| ROR | 48.10% | 29.56% | 1.17% | 6.27% | 12.15% | -2.11% |
| Max DD | -6.11% | -3.50% | -11.24% | -3.77% | -3.98% | -4.22% |
| Years | 2023 | 2024 | 2025 YTD |
|---|---|---|---|
| ROR | 4.28% | 2.96% | -0.86% |
| Max DD | -2.80% | -1.50% | -1.43% |
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.
