Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): John Knott, Partha Srinivasan
Strategy: Macro / Indices, Energy, FX Futures, Metals, Financials
Request Disclosure Document
Sign Up to get Monthly Performance Reports by Email
Request Broker Assistance
Statistical Report - Leaf Subscribers Only
Interested in New Manager Listings? Sign up to receive notifications.
The Numberline Macro Risk Program holds a core long asset in one of the equity indices and based on it's quantitative methodology seeks out the optimal risk asset or assets to lay off the risk. These other risk assets could include energy, rates, fx, metals, or other indices. These positions are constructed as synthetic futures positions using options. The goal is to maintain a balance of risk in the portfolio while extracting as much of the returns from the core position as possible.
The Numberline Macro Risk Program uses various volatility methods to make sure the portfolio is balanced according to the volatility of each asset. While the intention is to offset the risk in the core portfolio using various other markets, each market is traded independently and no correlation is assumed to hold. Using options allows a much tighter control of risk that would be otherwise available using only futures.
John Knott has been a trader for 24 years working with proprietary trading firms as well as trading his own account. His experience includes trading through the 2000 tech crash, 911, the 2008 credit crisis as well as volatile periods in oil and gas. He is a former registered floor trader with the CBOT and holds a Master's Degree in Applied Economics from the University of Houston. Partha Srinivasan served as the founder andCTO/VP of Software Development for a multimediastartup and a networking startup. He has a PhD in Electrical Engineering from the Univ. of California, Santa Barbara with experience in software development and machine learning.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.78% | 0.78% | 3.58% | 0% | ||||||||||
| 2024 | 4.92% | 0.00% | 4.15% | -1.43% | 2.63% | 0.30% | -0.27% | 6.80% | 1.60% | 3.18% | -5.27% | -0.47% | 16.73% | -5.72% |
| 2023 | 11.23% | -0.39% | 11.21% | 0.44% | -0.47% | -0.97% | 1.75% | -0.88% | -5.10% | 6.07% | 3.09% | -4.71% | 21.65% | -5.94% |
| 2022 | -7.61% | 2.76% | 7.28% | -8.36% | 1.05% | -1.53% | 9.20% | -18.41% | -24.70% | -1.82% | 24.05% | -0.10% | -24.19% | -39.94% |
| 2021 | 0.96% | 10.08% | 5.32% | 2.94% | -1.92% | 3.32% | 2.56% | 0.66% | -0.57% | -0.26% | -3.81% | 1.75% | 22.35% | -4.61% |
| 2020 | -0.78% | -1.20% | -7.27% | 0.18% | 10.92% | 4.93% | 0.19% | 1.36% | 0.41% | 3.71% | -3.79% | 7.84% | -9.1% | |
| Years | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 YTD |
|---|---|---|---|---|---|---|
| ROR | 7.84% | 22.35% | -24.19% | 21.65% | 16.73% | 3.58% |
| Max DD | -9.10% | -4.61% | -39.94% | -5.94% | -5.72% | 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.
