Tracking CTAs since 1994
Katonah Eve LLC
Global Tactical Trend Program
Principal(s): Kevin Doyle
Strategy: Systematic / Trend Following / Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The Global Tactical Trend Program (GTTP) is a systematic managed futures program. It uses the concepts of risk parity in forming a dynamically balanced core portfolio with an asymmetric tactical approach to absolute exposure where long and short positions are systematically approached differently. The objective of the program is to benefit from the long-term positive expectations of a balanced asset portfolio while also having the ability to capture negative capital flows in risk-off environments. The program can be long, short or flat any individual component or sector at any time.
GTTP targets a long-term annualized volatility of less than 10%, while having an average margin-to-equity ratio of approximately 7% (with an anticipated maximum ME of roughly 10%). The program takes positions only in the most liquid exchange traded futures contracts covering Asia, Europe, and the USA. Exposure is diversified between stock indices, bonds, interest rates, currencies, energies and metals.
N/A
Mr. Doyle is the creator and portfolio manager of GTAP and a Principal of Katonah EvE LLC. Mr. Doyle has over 30 years of financial industry experience covering trading, money management and system and portfolio development and implementation. Starting his career with Cargill on the floor of the London International Financial Futures Exchange (LIFFE), Mr. Doyle has had long tenures working for Trout Trading Management Company, Bermuda, in strategy development and implementation, and Crabel Capital Management Company as a Senior Portfolio Manager, developing and managing short and long-term trading systems and portfolios.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.53% | – | – | – | – | – | – | – | – | – | – | – | 1.53% | 0.00% |
| 2025 | 2.10% | -0.60% | -0.52% | -4.53% | -3.05% | 1.45% | -0.67% | 0.06% | 1.65% | 1.35% | 0.05% | 1.39% | -1.32% | -8.48% |
| 2024 | -2.18% | 1.01% | 3.99% | 3.41% | 0.28% | -1.25% | -2.53% | -1.69% | 3.22% | -3.87% | 0.55% | -0.28% | 0.66% | -6.11% |
| 2023 | 0.64% | 0.58% | -4.22% | -0.86% | -0.55% | 1.53% | 0.72% | -1.60% | 1.23% | -1.56% | -2.18% | -0.63% | -6.90% | -7.96% |
| 2022 | 0.35% | 2.13% | 6.52% | 1.72% | -1.96% | 3.68% | -1.16% | 2.40% | 2.19% | -0.20% | -4.03% | -1.07% | 10.57% | -5.25% |
Track Record Compiled By: NAV Consulting
Accounting Notes: The performance listed here is based on Non-Compounding.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
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.