Katonah Eve LLC
Enigma CME
Principal:
Emil van Essen
S to M-Term / Systematic / Disc. Overlay | L/S High Frequency Algorithm / CME BTC F
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Month Performance
-4.04%
Jun 2026
YTD Return
+0.46%
Through Jun 2026
AUM
$1,500,000
Assets Under Management
Overview
The core investment strategy, "Enigma CME", uses a proprietary long-short, high-frequency algorithm that operates on 15-to-120-minute timeseries. With a new prediction every minute, the proprietary, fully autonomous, algorithmic system quantifies tens of thousands of signals per day to build positions and generate long-term alpha. The system originated within perpetual cash crypto markets and has been modified to trade the CME BTC Futures contract. The teams machine learning research and development ethos is to constantly evolve via the origination, training, and validation of new and complimentary models.
Program Details
| Inception Date | Feb 2024 |
| Trading Style | L/S High Frequency Algorithm / CME BTC F |
| Holding Period | Short Term |
| Markets Traded | N/A |
| Margin | 0.00% |
| Minimum Investment | $1,000,000 |
| Management Fee | 1.00% |
| Performance Fee | 20.00% |
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 | +5.85% | +37.26% | N/A | N/A |
Maximum Drawdown Since Inception
-13.67%
Past performance is not indicative of future results.
Performance / Program Note
All Enigma CME returns are net of trading fees, monthly 1% management fee and quarterly 20% incentive fee.
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.