Tracking CTAs since 1994
CTA Profiles
Tracking CTAs since 1994
Principal(s): Martin Delahunty
Strategy: Pattern Recognition / Short-Term / G10 Currencies
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The Oceanaa Futures program is a short-term statistical pattern recognition strategy. The program only trades one derivative of one specific pattern and is unique to the G10 currency markets. We have studied over 100 years of G10 data in all market conditions and this pattern has emerged with enough frequency to trade. We trade positions within a strict, established framework and more importantly, manage the risk within defined parameters of the performance envelope of the Ascinaa program. The Ascinaa program has always been heavily bias toward managing risk and maintain low drawdowns and low volatility. We have now leveraged this in the Oceanaa program to provide a more dynamic performance profile but nevertheless maintain the same risk management techniques.
We believe we can make positive annual return streams in any given year and in any market condition that presents itself. From historical data and past performance, we have been able to recover from drawdowns expeditiously. The drawdowns in the program have been relatively small and infrequent. With the Oceanaa program, we aim to produce minimum positive returns of 5-7% annually. Our aim is to produce returns averaging 10-15% and believe that is a realistic expectation based on historical data and past performance. That said, there are some years where we feel 18-25% + is obtainable. We believe that most years, our annual drawdowns will be less than 1%. We expect a maximum annual drawdown of approximately 5% but still producing positive returns. On certain intramonth trades this will increase but any drawdowns, should be able to be recovered in a relatively short time frame.
No trading decisions are executed based on fundamental analysis of the market. There is a consideration prior to, or during trading positions, times of potential high volatility and fat tail events. These can include, but not limited to, central bank information and speeches, economic news, other economic releases and liquidity. It should be noted that there may be some months where the criteria of the trading program are not met. No trading will be carried out in these months.
There is a heavy bias in the program to manage drawdowns and volatility. Through our understanding of the monthly historical data, and past performance, we consider we are able to recover relatively quickly if drawdowns occur in any given month. Within the development, and risk framework of the program, positions are strategically placed concurrent with tight stop loss orders on larger than average margin to equity trades. Some stages will require minor margin requirements and these stop loss orders will have a somewhat different and larger separation.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.00% | 0.00% | 0% | 0% | ||||||||||
| 2024 | 0.00% | 0.47% | 0.14% | 0.01% | -2.99% | -0.01% | -0.01% | -22.04% | 0.00% | 0.00% | 0.00% | 0.00% | -23.92% | -24.39% |
| 2023 | 1.04% | -0.08% | 1.36% | 0.16% | 0.20% | 0.48% | 0.73% | -0.08% | 1.15% | -0.08% | -0.44% | 1.50% | 6.08% | -0.52% |
| 2022 | -0.01% | 0.59% | 0.23% | 0.48% | 2.13% | -0.22% | 2.42% | 0.76% | 0.52% | -0.08% | 0.27% | -0.01% | 7.27% | -0.22% |
| 2021 | 2.16% | -2.86% | -1.16% | 0.27% | 4.21% | 0.13% | 0.94% | 4.14% | 0.16% | 3.47% | 0.13% | 0.25% | 12.23% | -3.99% |
| 2020 | 0.09% | -0.08% | -0.08% | -0.05% | 4.79% | 3.01% | 0.20% | 0.09% | 1.05% | 2.65% | 2.23% | 0.13% | 14.81% | -0.21% |
| 2019 | 2.40% | 0.02% | 1.62% | 1.44% | 1.83% | 0.63% | 1.59% | 8.27% | 1.09% | 0.13% | -0.01% | 2.62% | 23.6% | -0.01% |
| Years | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|
| ROR | 23.60% | 14.81% | 12.23% | 7.27% | 6.08% | -23.92% |
| Max DD | -0.01% | -0.21% | -3.99% | -0.22% | -0.52% | -24.39% |
| Years | 2025 YTD |
|---|---|
| ROR | 0.00% |
| 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.
