Programme Compendium
Dubai
Systematic Trend / Long/Short / Short-Term | Trend Following
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Month Performance
+8.12%
Aug 2026
YTD Return
+44.59%
Through Aug 2026
AUM
$15,315,647
Assets Under Management
Overview
Strategy Overview
Dubai is a systematic, medium-risk multi-model trend strategy engineered to deliver enhanced risk-adjusted returns per unit of capital deployed. Sharing the same diversified global futures universe as the broader trend platform, Dubai distinguishes itself through its adaptive exposure framework and its structural design as a Crisis Alpha vehicle.
Execution Mechanics
The strategy combines multi-horizon trend identification models with dynamic volatility scaling and correlation-sensitive risk filters. Signal generation spans short-, intermediate-, and long-term price velocity metrics, with continuous re-weighting across commodities, currencies, interest rates, and indices. When market momentum accelerates, Dubai expands exposure to the highest-conviction assets while systematically dialing down exposure in sideways or choppy regimes.
Program Details
| Inception Date | Jan 2020 |
| Trading Style | Trend Following |
| Holding Period | Short Term |
| Markets Traded | Diversified |
| Margin | 0.00% |
| Minimum Investment | $2,000,000 |
| Management Fee | 1.0% |
| Performance Fee | 30.0% |
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
About the Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
| YEAR | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| RETURN | +16.48% | +19.72% | +33.49% | +44.45% |
Maximum Drawdown Since Inception
-6.20%
Past performance is not indicative of future results.
Performance / Program Note
Fee assumptions: $2,000,000 assumed starting capital; 1.00% annual management fee, accrued monthly; 30.00% incentive fee, calculated quarterly and subject to a high-water mark. A portion of this performance may be back-tested and is considered hypothetical.
Investor Eligibility
What is a QEP?
A Qualified Eligible Person (QEP) is an investor or entity that meets the eligibility requirements described in CFTC Regulation 4.7. The applicable requirements vary by investor type and may include financial, portfolio, professional, or institutional qualifications.
This information is provided for general reference only. QEP status is
self-identified here and should be determined by reviewing the applicable
regulation and, when appropriate, with your professional advisers.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.