The Katonah Eve ML Commodity program is a commodity only program implementing proprietary Bayesian machine learning techniques. The program uses term structure for signal generation which we believe has unique predictive behaviors for outright price movements. Machine learning is applied post factor signal generation for portfolio construction and risk controls. 18 exchange listed outright commodities traded within energy, grains, softs, and metals. The results produce alpha rich return characteristics with low correlation to other commodity-only programs.
Program Details
Inception Date
Aug 2024
Trading Style
Bayesian Machine Learning
Holding Period
N/A
Markets Traded
Metals, Energy, Agriculturals, Softs
Margin
8-15%
Minimum Investment
$1,000,000
Management Fee
0.00%
Performance Fee
0.00
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
-8.58%
-0.65%
N/A
N/A
Maximum Drawdown Since Inception
-10.65%
Past performance is not indicative of future results.
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.
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