Tracking CTAs since 1994
Chelton Wealth-Chelton AB
Opportunity
Principal(s): Robert Jan Teuwissen
Strategy: Quantitative/Relative Strength / Mean Reversion / FX
Investment Restrictions: Non-US Investors Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The Opportunity Strategy was designed to achieve stable, sustainable growth over time while maintaining a consistently low level of risk and portfolio volatility. It follows a mean-reverting quantitative approach, based on the idea that currency markets tend to oscillate around equilibrium values, and that the real strength of a trading framework lies not in market prediction but in equity management and statistical coherence. The Opportunity Strategy is a quantitative mean-reversion strategy based on currency strength and equity management, replacing the traditional stop-loss mechanism with statistical consistency and controlled diversification. It is founded on the objective analysis of relative currency strength — the interaction of currencies within their baskets rather than the behaviour of single pairs. It emphasises data coherence, controlled leverage and capital preservation through measured exposure.
Opportunity uses a multi-layered analytical suite that continuously monitors and compares all major currency pairs. Its main components include: • Currency Strength Index – measures each currency’s strength across all its pairs. • Slope Indicator – identifies the speed and direction of changes in strength. • Multi-timeframe Dashboard – aligns the analysis from intraday to higher timeframes. • Relative Spread Indicator – detects divergences between currencies. • Volatility Filters (ADR, AWR, AMR) – evaluate whether current movement is typical or excessive. • Seasonality and Macro-seasonality Modules – integrate historical and macroeconomic context. All indicators operate in synergy, generating coherent, high-probability trade alerts.
Risk control is the core of Opportunity. The strategy operates with: • system-wide drawdown cap of 10%, though historically below 5%, • equity-based control instead of fixed stops. Opportunity combines quantitative rigour with practical simplicity. Its strengths lie in objectivity, controlled leverage, equity-based protection, and systematic coherence — making it suitable for both private and institutional applications. The framework is designed for long-term consistency, not short-term speculation. The Opportunity Strategy is intended to strike a balance between quantitative precision and capital stability. It scales efficiently across retail and institutional environments, maintaining strict control over risk and volatility.
Robert Pritchard is a progressive investment professional with a blend of experience in working with top-tier level banks. This experience was vital when managing the investment aspects of an independent asset management firm. Therefore, throughout his career as an investment advisor, he has developed a consistent track record of risk-adjusted returns. He achieved this by drawing upon his skills and expertise in managing and trading equities, commodity futures, currency, and interest rate risk. With over 30 years of experience trading the financial markets, he has developed the skill to create trading strategies for sophisticated investors. He actively manages alpha-driven strategies, as well as a number of other hedging programs and signal-generating strategies. Furthermore, He provides a fundamental analysis of external investment funds on an advisory basis. Hence, these funds utilize his views to evaluate each strategy using technical analysis. Robert holds a Master's in Business Administration and Management from the Erasmus University Rotterdam, Netherlands.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.81% | 1.54% | – | – | – | – | – | – | – | – | – | – | 2.36% | 0.00% |
| 2025 | 0.55% | 1.04% | 0.87% | 0.34% | 0.96% | -0.10% | 2.06% | 0.22% | 1.14% | 1.60% | 1.71% | 1.45% | 12.48% | -0.10% |
| 2024 | 1.06% | 0.61% | 1.16% | 0.50% | 0.58% | 1.01% | 1.07% | 0.84% | 1.00% | 4.91% | -0.53% | 2.43% | 15.55% | -0.53% |
Track Record Compiled By: IQ-EQ Fund Administrator
Accounting Notes: Returns are based on proprietary accounts. Client accounts will be traded similarly. Results may differ, i.e, • broker's spread and execution charges • fees • swap rates • slippage/execution delay • asset/product offering • deposit • risk settings. Note: The result is gross. The following fees are charged. Investment from $100k to $1m is 2/20. From $1m to $2.5m is 1.75/17.5. From $2.5m to $5m is 1.5/15. $5m to $10m is 1.25/12.5 and above $10m is 1/10.
A Portion of this Performance is Based on Proprietary Trading
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.