Tracking CTAs since 1994
ARB Asset Management, LLC
Meadowbrook Strategy
Principal(s): Adam Passaglia, Amnon Baazov, & Mark Downing
Strategy: Systematic Macro / Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The Meadowbrook Strategy's objective is to provide superior risk-adjusted returns using a proprietary framework of regime models paired with complementary signals to identify and exploit certain market tendencies. It does so by utilizing a systematic stock index option approach. Meadowbrook's proprietary regime model identifies and isolates distinct market environments that tend to exhibit statistically consistent behavior patterns.
Gregory DaSilva, Portfolio Manager: Gregory began and spent the entirety of his career prior to Meadowbrook at McMillan Analysis Corp., (dba, McMillan Asset Mgmt.) working under the Portfolio Manager mentorship of Lawrence G. McMillan. The environment ar Mcmillan afforded Greg the opportunity to build and develop trading strategies in somewhat of a "bubble" from the traditional Wall Street echo. This environment provided the opportunity to co-manage our Volatility Capture Strategy portfolio while also researching edges in financial markets. His research focused primarily on: S&P 500 and all related volatility derivatives, skew premia, volatility regime models, liquidity events, volatility & directional trading systems using volatility term-structure, sentiment (put-call ratios) and momentum. This has carried forward to the strategy he currently manages at Meadowbrook Capital Management. He holds a B.Sc. in Mathematics, withh a concentration in Statistics from the University of Maryland, College Park.
ARB's Principals include:
Adam Passaglia, Managing Partner:
As co-founder of ARB Trading Group, Mr. Passaglia has overseen ARB's business beyond proprietary trading to create a vertically integrated financial services company. He led ARB's expansion into broker / dealer services, IB services, trading execution and risk management software, alternative asset management, and hedge fund services. Mr. Passaglia started his trading career in 2000 at a proprietary firm in Frankfurt, Germany and was soon hailed by Futures Magazine as one of the most consistent disciplined traders in Europe. He holds a B.A. in Finance from the University of Illinois.
Amnon Baazov, Managing Partner: Mr. Baazov, as a founding partner of ARB Trading Group, has led the firm's automated algorithmic trading division since 2009. He has overseen the creation and implementation of numerous automated trading strategies, covering multiple asset classes and statistical approaches. Mr. Baazov started his trading career in 1996 focusing on interest rate differentials. He holds a B.A. in International Finance from HEC Montreal.
Mark Downing, Chief Operating Officer: Mark is responsible for overseeing the launch of ARB AM funds and strategies. Prior to joining ARB, he served as COO of a Chicago based hedge fund with $150m AUM. Mark also previously traded interest rate options as a market maker for both his own
proprietary firm as well as for a leading institutional market maker starting in 2006. He holds a B.S. in Finance and Computer Information Systems from Indiana University Kelley School of Business.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.57% | -1.98% | -3.99% | 5.69% | 3.21% | -4.20% | -0.53% | -2.12% | -2.91% | 4.35% | -1.02% | – | -1.51% | -9.44% |
| 2024 | -3.92% | 2.81% | 6.98% | -2.74% | 5.28% | -4.83% | 9.15% | 7.35% | -2.71% | -1.84% | -1.04% | 1.49% | 15.74% | -5.49% |
| 2023 | – | – | – | – | – | 2.03% | -0.13% | 1.01% | -0.43% | -1.91% | 8.38% | 3.09% | 12.32% | -2.33% |
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
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.