Triton Bay Capital
Little Komodo
Principal:
Mark Chapin
Systematic / Short-Term / Diversified | Trend Following
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Month Performance
-2.88%
Aug 2026
YTD Return
-5.40%
Through Aug 2026
AUM
$4,927,067
Assets Under Management
Overview
Triton Bay Capital's Little Komodo program employs systematic short-term strategies that are uncorrelated to both the Short and Long Term CTA indices. The program utilizes fully automated signal generation and trade execution. The program comprises 27 strategies across multiple timescales, broadly categorized into mean reversion, trend following, and pattern recognition. Currently, the program's trading activities encompass 31 futures products across US and European exchanges. The program targets a 12% annualized volatility.
Program Details
| Inception Date | Jan 2016 |
| Trading Style | Trend Following |
| Holding Period | Short Term |
| Markets Traded | Stock Indices, Currencies, Financials, Metals, Energy, Agriculturals |
| Margin | 10% Avg, 20% Max |
| Minimum Investment | $5,000,000 |
| Management Fee | 2.00% |
| 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 | -8.94% | +2.04% | +4.03% | +17.17% |
Maximum Drawdown Since Inception
-18.08%
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.