AutumnGold Managed Futures
 
 
Greene Capital, LLC
Paragon Trend Alpha

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Statistics & Program Information

Apr 2026 Return
-1.88%
Worst Drawdown (2)
-1.88%
Minimum Investment
$100,000
YTD Return
-1.88%
Sharpe Ratio 4% RF ROR (4)
0.00
AUM (13)
$98,122
Annualized CROR(1)
-20.37%
Calmar Ratio (10)
N/A
Losing Streak
-1.88%

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology
60% Systematic
40% Discretionary
Trading Style
100% Trend Following
Style Sub-Categories
Momentum, Trend Anticipatory, Semi-Systematic
Market Sector
20% Stock Indices
25% Currencies
5% Financials
25% Metals
5% Energies
Holding Period
80% Short Term
20% Intraday
Geographic Sector
US
Contracts
Futures
Start Date   Apr-2026 Currency   US Dollar Management Fee    1%
Accepting New Accounts   No Min Investment    $100,000 Incentive Fee    30%
NFA Member    Yes Fund Minimum    $0 Other Fees   None
NFA Number    0574428 Margin (7)   10-50% Average Commission (16)   $0.00
Notional Funds    Yes Round Turns Per Million (15)    2,400 Maximum Commission (17)   
Starting Date:  Apr-2026 Currency:  US Dollar
Open to New Investors:  No Current Assets:  $98,122
Open to US Investors:  Yes Annualized CROR:  -20.37%
Minimum Fund Investment:  $0
Minimum Managed Account:  $100,000 Current Losing Streak:  -1.88 %
Domicile:   Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  0.00
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  1.00% Auditor:  Not Listed
Incentive Fee:  30.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
Domicile:
Strategy:
Correlations:
1Rates of Return

ROR calculations are not provided when there are less than 12 data points. The Annualized Compounded Rate of Return ("Annualized CROR") represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. Annualized CROR is not applicable to CTAs that sum their monthly returns. The Annualized Mean Return is calculated by annualizing the average monthly return.

2Worst Peak-to-Valley Drawdown

The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. Unless otherwise indicated, the Worst Peak-to Valley Drawdown is calculated from inception.

3Start & End Dates

Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4Current Losing Streak

The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5Annualized Standard Deviation

Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6Downside Deviation

Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7Sharpe Ratio

Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratio is calculated using a risk-free rate of return.

8Sortino Ratio

Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%).

9Sterling Ratio

Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10Calmar Ratio

Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11Omega Function

The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12Minimum Investment

Minimum Investment represents the minimum account size.

13Assets Under Management

Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14Margin to Equity

Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

15Round Turns per Million

Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

16Average Commission

The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

17Maximum Commission

Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Assets Under Management

Date AUM
Apr 2026$98,122
AUM values are as reported by the manager. Figures may be estimated or rounded.

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

Paragon Trend Alpha strategy specializes in capturing asymmetric opportunities across liquid futures markets to deliver risk-adjusted returns for clients.

The program employs proprietary risk-management methodologies on both a per-trade and portfolio basis which seeks to minimize potential losses. Volatility-based risk-management is at the core of the strategy, enabling adjustments to risk levels across various market conditions.

Alan Greene is the Founder, Chief Executive Officer, Chief Investment Officer, and Primary Principal of Greene Capital LLC. Alan grew up in Freeport, Pennsylvania and earned a Bachelors of Science (BSc) in Finance from The University of Tampa Syke's College of Business in 2017. Mr. Greene has over 10 years of experience trading personal accounts & proprietary accounts across multiple instruments including equities, options, futures, and digital assets. During his time at The University of Tampa, Mr. Greene became fascinated with markets and studied under a professor who also served as Chief Investment Office of a hedge fund. Mr. Greene joined the Investments Club at The University of Tampa and won 1st place in the portfolio building competition each of the two years he participated, this sparked a life-long passion for competition within markets. In 2017 Mr. Greene joined T3 Trading Group, LLC as a proprietary equities day trader. In 2018 Mr. Greene left T3 Trading Group, LLC to pursue different trading styles with equity & index options. During 2018 to 2021 Mr. Greene managed multiple personal & family accounts trading options and digital assets. In 2021 Mr. Greene began trading futures markets and started to build the system & strategy which later became Greene Capital LLC's Paragon Trend Alpha. In 2025 Mr. Greene was a proprietary futures trader at TradeFundrr managing multiple accounts trading short-term strategies. Mr. Greene believes that health & fitness is a cornerstone in life and has used amateur bodybuilding as an outlet to master the consistency and discipline required to excel in trading markets. Mr. Greene is a former 3x World Champion eSports competitor with numerous other top 3 finishes across multiple different video games. Mr. Greene also studied Taekwondo in his youth earning the degree of black belt by age 12. Mr. Greene is a brother of his local Free & Accepted Masonic Lodge, currently serving as Treasurer and advisor on the Investment Trust Committee. Mr. Greene believes that everything in his life & his unconventional path has uniquely prepared him for a career trading markets.

Monthly Performance Since Apr 2026
YearJanFebMarAprMayJunJulAugSepOctNovDecROR (YTD)Max DD
2026-1.88%-1.88%-1.88%

Track Record Compiled By: Compliance Supervisors

Accounting Notes: Client Performance

Annual Performance Summary

Year Yearly Return Max Drawdown Year-End AUM
2026-1.88%-1.88%$98,122
Yearly Return is the compound rate of return for each calendar year. Max Drawdown is the peak-to-valley decline within the year. AUM is as of the last reported month of the year.
Performance Summary
Year Yearly Return Max DD
2026-1.88%-1.88%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.


Accounting Notes:

Client Performance

Risk Disclosure

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

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.