The strategy calculates the current Long Term Market Phase (Bull, Bear, Top or Reversal) per instrument.
Using this Phase, it selects a subset of rules, which are used to generate the second, Medium Term signal.
When Long Term and Medium Term signals align, the instrument is then monitored daily for a third, Short Term signal.
When all three align, a position may then be taken, dependent on the current portfolio and risk management overlay
Program Details
Inception Date
Oct 2025
Trading Style
Trend Following
Holding Period
N/A
Markets Traded
Diversified
Margin
6-9%
Minimum Investment
$5,000,000
Management Fee
1.00%
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
+0.81%
N/A
N/A
N/A
Maximum Drawdown Since Inception
-1.21%
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.
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