Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Eric Schreiber
Strategy: Systematic Pattern Recognition
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Claughton Capital implements a systematic probability-based pattern recognition algorithm over-layed with dynamic risk management logistics and controls to identify momentum breakout opportunities at an early stage. We only trade a diversified portfolio of the most liquid exchange traded futures contracts worldwide and in all market sectors relying heavily on continued research and historical market data. Our primary objective is to provide investors long-term capital appreciation and portfolio protection benefits utilizing strategies with historically low and negative correlation profiles to traditional investments.
Highly liquid exchange traded global futures contracts consisting of equities, interest rates, currencies and commodities including metals, energies, agricultural, and softs. Options are not part of the strategy. Active Long/Short. Utilizes a systematic short term probability-based pattern recognition strategy to identify breakout moves early in their development enhanced with risk management controls and logistics yielding a unique and significant negative correlation distribution to traditional equity and hedge fund investments.
ERIC SCHREIBER President Mr. Schreiber has been involved in futures trading for 30 years. He began trading Bund futures on the floor of the London International Financial Futures Exchange in 1993 and EUREX futures from behind the screens. Mr. Schreiber, was a partner of Chicago International Arbitrage/Juno Ltd. in London, a bond futures arbitrage firm that grew from 5 to over 60 employees and became the world’s largest volume trader of Bund futures on the L.I.F.F.E. and EUREX exchanges. Mr. Schreiber received the Arthur D. Little Scholarship to attend the University of Chicago where he received an M.B.A. degree and received the Halsey S. Garlund Scholarship to attend Emory University where he received a B.S. degree in Mathematics and Computer Science.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.76% | 1.76% | 0% | |||||||||||
| 2024 | -1.35% | 1.49% | -0.06% | 1.80% | 0.02% | 1.31% | 3.50% | 2.07% | 1.17% | -1.30% | -2.18% | -0.99% | 5.45% | -4.41% |
| 2023 | -3.75% | 4.80% | -1.16% | 0.07% | 3.52% | -1.25% | -1.15% | -1.62% | 1.69% | -1.66% | 2.91% | 4.66% | 6.83% | -3.97% |
| 2022 | 5.88% | -3.68% | 3.87% | 3.87% | -2.24% | 1.29% | 3.22% | -0.12% | 3.86% | -2.51% | 0.18% | 0.13% | 14.1% | -5.87% |
| 2021 | -0.41% | 5.48% | 2.41% | 0.77% | -3.15% | 0.01% | -2.67% | -0.06% | 0.37% | 1.18% | 1.00% | -2.10% | 2.57% | -5.78% |
| 2020 | 3.79% | 9.79% | 16.84% | -0.33% | -0.75% | -3.90% | 3.23% | 3.14% | 0.01% | 0.56% | -1.96% | 2.32% | 35.95% | -4.94% |
| 2019 | -3.38% | -4.45% | -3.47% | 1.26% | 5.08% | 4.74% | -3.36% | 3.70% | -1.64% | -4.53% | 6.16% | 0.85% | 0.06% | -10.88% |
| Years | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|
| ROR | 0.06% | 35.95% | 2.57% | 14.10% | 6.83% | 5.45% |
| Max DD | -10.88% | -4.94% | -5.78% | -3.68% | -3.97% | -4.41% |
| Years | 2025 YTD |
|---|---|
| ROR | 1.76% |
| 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.
