Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Boris Stein
Strategy: Multi-strategy / Short-term
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Trading Evolution is a systematic strategy with a discretionary overlay. It currently invests exclusively in S&P 500 index futures (e-mini S&P). The program can be as much profitable in rising stock market as in falling market, because it assumes both long and short positions. The program incorporates more than 50 of rigorously designed and tested independent mechanical trading systems, all of which are proprietary. The decision to take a certain position in the market is based on a bias indicated by these independent systems. The trades are taken only if their possible outcomes meet the strict requirements of the proprietary risk control system. Due to their complex and unique design, the returns of Trading Evolution are uncorrelated with both market indices and with other alternative investments, making it an ideal product to add real diversification to most investor’s portfolios.
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BORIS STEIN - After finishing high school with Gold medal, Mr. Stein graduated from Minsk University with dual Mastersdegree in Physics and Computer Science. Mr. Stein was involved in scientific research, mathematical modeling and computer simulations of sophisticated processes, where he applied advanced statistical methods and the latest mathematical breakthroughs. After working as a Chief Information Officer for a major commercial company for many years, Mr. Stein focused his interests on the emerging commodity market and became one of the first foreign currency traders in newly independent State of Belarus. Upon arrival to the USA, Mr. Stein established himself as a successful businessmen and computer engineer through the ownership of two profitable companies and lucrative contracts in information systems industry. He used his solid mathematical background, strong analytical skills, extensive knowledge of markets and scientific methods of research to pioneer new technical trading ideas and systems as well as innovative approaches to asset management. Being well educated in the world of technical trading (Welles Wilder, Gerald Appel, Bruce Babcock, Larry Williams, Tom DeMark, Steve Nison), he widely used his computer programming skills for back testing various trading ideas to identify, verify and synthesize all the advantages of many popular systems and leverage them by introducing his proprietary weighting signals produced by multiple proprietary trading systems of original design. Mr. Stein left his successful computer consulting business in 2002 to form his commodity advisor firm, Stein Investment Management LLC, which is currently registered as a CTA. Stein Investment Management and Mr. Stein were featured in the industry publications: Futures, Traders World, The Technical Analyst, FINalternatives, FutureSource, Futures & Options Trader, and others. Mr. Stein won second prize in the 2006 World Cup Championship of Futures Trading(R),sponsored by Robbins Trading Company. As president, director, and sole principal of SIM, Mr. Stein is responsible for all trading decisions as well as the day-to-day operations of SIM.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.51% | 1.13% | 2.08% | 4.79% | 0% | |||||||||
| 2024 | 2.25% | 1.21% | -2.97% | -3.72% | 0.02% | 0.49% | 1.42% | 0.60% | 0.75% | 0.53% | 1.45% | 1.44% | 3.34% | -6.58% |
| 2023 | -0.95% | 3.15% | 1.01% | 1.06% | 2.03% | 0.87% | -9.62% | 0.27% | -3.91% | -0.75% | 7.03% | 0.08% | -0.63% | -13.57% |
| 2022 | 1.91% | 2.10% | 3.03% | 2.03% | -4.77% | -5.09% | -1.99% | 4.15% | 1.40% | 2.47% | 0.11% | 2.02% | 7.08% | -11.42% |
| 2021 | -4.10% | 1.17% | 1.67% | -9.00% | 6.69% | -0.50% | -3.55% | 0.70% | 4.32% | 4.02% | -6.65% | 2.02% | -4.36% | -10.24% |
| 2020 | 1.50% | 1.50% | -2.92% | 1.99% | 3.48% | 1.74% | 1.68% | 2.21% | -3.21% | 3.34% | -4.09% | -1.83% | 5.12% | -5.85% |
| 2019 | 0.35% | 0.90% | 1.52% | 2.43% | 2.09% | -3.62% | -1.35% | 0.03% | 2.23% | -4.92% | ||||
| Years | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|
| ROR | 2.23% | 5.12% | -4.36% | 7.08% | -0.63% | 3.34% |
| Max DD | -4.92% | -5.85% | -10.24% | -11.42% | -13.57% | -6.58% |
| Years | 2025 YTD |
|---|---|
| ROR | 4.79% |
| Max DD | 0.00% |
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.
