Loblolly Trading LLC
Seasonality Based System (P)
Principal:
Mike Walsh and Patrick Matthews
Quantitative / Seasonality / Diversified | Spread Trading
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Month Performance
-2.55%
Jul 2026
YTD Return
-2.82%
Through Jul 2026
AUM
$153,139
Assets Under Management
Overview
The program analyzes long-term seasonal patterns across global futures markets and then applies multiple quantitative filters to validate or reject each opportunity. This combination of historical seasonality, rule-based confirmation signals, and strict risk controls forms the backbone of the strategy. The program trades a diversified set of markets, including grains, meats, softs, metals, energies, interest rates, and currencies. Position sizing and market participation are determined by a proprietary risk model that ensures exposures remain within predefined constraints.
Program Details
| Inception Date | Dec 2023 |
| Trading Style | Spread Trading |
| Holding Period | N/A |
| Markets Traded | Diversified |
| Margin | 0.00% |
| Minimum Investment | $100,000 |
| Management Fee | 2.00% |
| Performance Fee | 20% |
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 | +12.71% | +9.44% | -0.77% | N/A |
Maximum Drawdown Since Inception
-16.00%
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.