Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Andreas Diessbacher
Strategy: Discretionary / S&P 500 / Futures & Options
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The Institutional Options Strategy trades the S&P 500 futures and its options. It's a discretionary and rule-based investing program seeking long-term growth by capturing the premium and time decay of option contracts. The options traded are any option contracts with the S&P 500 futures contract as an underlying, e.g. S&P 500 futures options with daily, weekly and monthly expiration. Typically, the time frame is short to medium term, with an option expiration 1 to 15 days out. Additionally, the Strategy sells deep out of the money options for relatively low premiums. Therefore, a low commission rate of max. $3.00 all in per option is the maximum allowed. The Strategy consists of writing deep out of the money covered and/or uncovered options. The strategy will also use S&P future contracts for hedging purposes and to minimize risk. In rare instances outright long positions of options can be initiated if current market situations require it. Both fundamental and technical analysis is incorporated into the trading decision and frequently adjusted.
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Mr. Diessbacher became registered with the CFTC as an associated person of Professional Market Brokerage Inc, a Future Commission Merchant (FCM), in April 1999. During his employment he established and managed a trading desk supporting German speaking clients. In November of 2001, Refco LLC (FCM) acquired the business of Professional Market Brokerage Inc and Mr. Diessbacher became an Associated Person with Refco LLC. He continued to manage a trading desk and introduced Foreign Exchange Trading to existing clients and Introducing Brokers (IB). In November 2001, Mr. Diessbacher also registered as an associated person with Marblehead Financial Group Inc., a commodity trading advisor (CTA). He had no duties while being registered with Marblehead Financial Group Inc. Refco LLC was purchased in November 2005 by Man Financial, Inc., at which point Mr. Diessbacher became an Associate Person of Man Financial, Inc. (FCM). While at Man Financial Inc. he served as a liaison for Introducing Brokers (IB) and started trading customer accounts. In January 2007, Mr. Diessbacher deregistered his associated person status with Marblehead Financial Group Inc. In July 2007, Man Financial was spun off by its parent company Man Group, Inc (a UK based hedge fund) and made an initial public offering on the New York Stock Exchange as MF Global (NYSE Listed MF). His function at MF Global Inc. remained unchanged to his duties at Man Financial Inc.
In April 2011, Mr. Diessbacher left MF Global Inc. to form Andreas Diessbacher (sole proprietorship), a guaranteed introducing broker of MF Global Inc. Mr. Diessbacher became listed as a principal and registered as an Associated Person of Andreas Diessbacher (sole proprietorship) in April 2011. As a guaranteed introducing broker of MF Global Inc., Mr. Diessbacher continued to introduce and service customer accounts with MF Global Inc. In November 2011, Andreas Diessbacher (sole proprietorship) ceased to be a guaranteed introducing broker of MF Global Inc. and became a guaranteed introducing broker for RJ O’Brien Associates LLC. Mr. Diessbacher introduced and serviced customer accounts with RJ O’Brien Associates LLC. In May 2012 Mr. Diessbacher withdrew his sole proprietorship and guaranteed introducing brokerage status with RJ O'Brien Associates LLC and purely concentrates on his CTA business.
Mr. Diessbacher graduated from the University of Coventry (United Kingdom) with a Bachelor of Arts in Business Studies, with Honors, in 1998 and from Fachhochschule Aachen (Germany) with a Diplom Betriebswirt (FH) in 1998.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -4.21% | 1.59% | -1.47% | -4.12% | -4.21% | |||||||||
| 2024 | 0.71% | 0.92% | 1.54% | -1.09% | 1.93% | 0.40% | -1.82% | -2.13% | 1.63% | 1.09% | 3.48% | 1.40% | 8.21% | -3.91% |
| 2023 | 0.55% | 0.96% | 1.04% | 1.60% | 0.79% | 0.55% | 0.41% | 0.96% | 1.26% | 1.88% | 1.00% | 0.55% | 12.17% | 0% |
| 2022 | 0.42% | 0.21% | 1.56% | 0.37% | 1.84% | 0.97% | 1.44% | 1.31% | 0.98% | 1.54% | -0.22% | 0.66% | 11.64% | -0.22% |
| 2021 | 2.43% | 1.36% | 1.43% | 1.19% | 1.33% | 1.88% | -0.38% | 1.17% | 1.15% | 1.49% | 0.04% | 1.28% | 15.33% | -0.38% |
| 2020 | 0.99% | 0.96% | 1.97% | 2.21% | 6.27% | 0% | ||||||||
| Years | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 YTD |
|---|---|---|---|---|---|---|
| ROR | 6.27% | 15.33% | 11.64% | 12.17% | 8.21% | -4.12% |
| Max DD | 0.00% | -0.38% | -0.22% | 0.00% | -3.91% | -4.21% |
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.
