AutumnGold Managed Futures
 
 
World Cup Advisor
K. Michael Wallace Money Mgt Prg

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Statistics & Program Information

Apr 2026 Return
-0.42%
Worst Drawdown (2)
-1.33%
Minimum Investment
$35,990
YTD Return
11.15%
Sharpe Ratio 4% RF ROR (4)
1.50
AUM (13)
$59,223
Annualized CROR(1)
23.79%
Calmar Ratio (10)
N/A
Losing Streak
-0.42%

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.

Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology
100% Systematic
Trading Style
100% Probability & Position Sizing
Style Sub-Categories
Market Sector
100% Stock Indices
Holding Period
100% Short Term
Geographic Sector
US
Contracts
Futures
Start Date   Jan-2024 Currency   US Dollars Management Fee    0.00%
Accepting New Accounts   No Min Investment    $35,990 Incentive Fee    0.00%
NFA Member    Yes Fund Minimum    $0 Other Fees   None
NFA Number    Margin (7)   0% Average Commission (16)   $0.00
Notional Funds    No Round Turns Per Million (15)    2,627 Maximum Commission (17)   $14.98 per round turn
Starting Date:  Jan-2024 Currency:  US Dollars
Open to New Investors:  No Current Assets:  $59,223
Open to US Investors:  Yes Annualized CROR:  23.79%
Minimum Fund Investment:  $0
Minimum Managed Account:  $35,990 Current Losing Streak:  -0.42 %
Domicile:   Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  1.50
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  0.00% Auditor:  Not Listed
Incentive Fee:  0.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
Domicile:
Strategy:
Correlations: AG CTA Index: -0.166              AG Systematic CTA Index: -0.211              SP 500 TR: -0.248             
1Rates of Return

ROR calculations are not provided when there are less than 12 data points. The Annualized Compounded Rate of Return ("Annualized CROR") represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. Annualized CROR is not applicable to CTAs that sum their monthly returns. The Annualized Mean Return is calculated by annualizing the average monthly return.

2Worst Peak-to-Valley Drawdown

The Worst Peak-to-Valley Drawdown is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value. Unless otherwise indicated, the Worst Peak-to Valley Drawdown is calculated from inception.

3Start & End Dates

Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.

4Current Losing Streak

The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.

5Annualized Standard Deviation

Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.

6Downside Deviation

Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.

7Sharpe Ratio

Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratio is calculated using a risk-free rate of return.

8Sortino Ratio

Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%).

9Sterling Ratio

Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.

10Calmar Ratio

Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

11Omega Function

The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.

12Minimum Investment

Minimum Investment represents the minimum account size.

13Assets Under Management

Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

14Margin to Equity

Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

15Round Turns per Million

Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

16Average Commission

The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

17Maximum Commission

Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

Assets Under Management

Date AUM
Apr 2026$59,223
Mar 2026$59,473
Feb 2026$53,947
Jan 2026$52,852
Dec 2025$53,283
Nov 2025$53,235
Oct 2025$52,431
Sep 2025$50,715
Aug 2025$50,965
Jul 2025$49,154
Jun 2025$49,385
May 2025$49,635
Apr 2025$49,514
Mar 2025$48,791
Feb 2025$48,116
Jan 2025$48,381
Dec 2024$43,053
Nov 2024$43,303
Oct 2024$43,049
Sep 2024$42,258
Aug 2024$41,041
Jul 2024$40,916
Jun 2024$37,088
May 2024$37,338
Apr 2024$37,588
Mar 2024$37,456
Feb 2024$37,077
Jan 2024$37,327
AUM values are as reported by the manager. Figures may be estimated or rounded.

World Cup Information

Recommended Minimum:
$35,990
Current Profits:
$23,233
Matching Funds:
$59,223
Subscription Fee:
$250 per month per unit

Growth of $1,000 VAMI and Monthly Return

Trading Description, Risk Strategy & Background

The program uses a system based on probabilities and position sizing. It is a short-term trading system. The average trade is held 1 day. The program trades E-min S&P, E-mini Nasdaq, Micro E-Mini, and Micro Nasdaq Futures.

Monthly Performance Since Jan 2024
YearJanFebMarAprMayJunJulAugSepOctNovDecROR (YTD)Max DD
2026-0.81%2.07%10.24%-0.42%11.15%-0.81%
202512.37%-0.55%1.40%1.48%0.24%-0.50%-0.47%3.69%-0.49%3.38%1.53%0.09%23.76%-0.97%
20243.71%-0.67%1.02%0.35%-0.67%-0.67%10.32%0.30%2.96%1.87%0.59%-0.58%19.63%-1.33%

Track Record Compiled By: World Cup Advisor.com

Accounting Notes: Performance shown on this report is based on end-of-month cumulative account balance. In order to realize the same percentage gains/losses and drawdowns as the lead account going forward, you must fund your account with an amount equivalent to the lead account's balance at the time of entry into the program (Matching Funds). We recommend that you open your account with Matching Funds. An up-to-the-minute Matching Funds total is available on the WCA Net profit Calculator. Net profit calculated reflects advisor's initial investment of $35,989.65, WCA subscription rate of $250.00 per-month per-unit and standardized commission rate of $14.98 per round-turn (includes Exchange and transaction fees but not NFA fees) available through any authorized AutoTrade broker. The commission rate has changed during the life of this program. The rate displayed is the current rate. Performance data is calculated using rates that applied during specific periods of time. <br><br> Trade quantities and frequency in the account do not fluctuate with changes in account equity, and Matching Funds may not be needed to meet and maintain margin requirements. If you fund with less than Matching Funds, your investment is considered "notional" and your account's performance, good or bad, will be accentuated on a percentage basis. Conversely, if you fund with more than Matching Funds, you will be de-leveraging your investment, and your gains/loss and drawdowns will be less than those experienced in the lead account on a percentage basis. The Letter of Direction you are required to sign before participating in any WCA program contains a chart that illustrates how notional funding can dramatically affect your investment. Please refer to this chart before notionally funding an account.<br><br> While there are no management or incentive fees associated with WorldCupAdvisor.com leader-follower AutoTrade programs, monthly subscription fees do apply.

Annual Performance Summary

Year Yearly Return Max Drawdown Year-End AUM
202611.15%-0.81%$59,223
202523.76%-0.97%$53,283
202419.63%-1.33%$43,053
Yearly Return is the compound rate of return for each calendar year. Max Drawdown is the peak-to-valley decline within the year. AUM is as of the last reported month of the year.
Performance Summary
Year Yearly Return Max DD
202611.15%-0.81%
202523.76%-0.97%
202419.63%-1.33%
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.


Accounting Notes:

Performance shown on this report is based on end-of-month cumulative account balance. In order to realize the same percentage gains/losses and drawdowns as the lead account going forward, you must fund your account with an amount equivalent to the lead account's balance at the time of entry into the program (Matching Funds). We recommend that you open your account with Matching Funds. An up-to-the-minute Matching Funds total is available on the WCA Net profit Calculator. Net profit calculated reflects advisor's initial investment of $35,989.65, WCA subscription rate of $250.00 per-month per-unit and standardized commission rate of $14.98 per round-turn (includes Exchange and transaction fees but not NFA fees) available through any authorized AutoTrade broker. The commission rate has changed during the life of this program. The rate displayed is the current rate. Performance data is calculated using rates that applied during specific periods of time.

Trade quantities and frequency in the account do not fluctuate with changes in account equity, and Matching Funds may not be needed to meet and maintain margin requirements. If you fund with less than Matching Funds, your investment is considered "notional" and your account's performance, good or bad, will be accentuated on a percentage basis. Conversely, if you fund with more than Matching Funds, you will be de-leveraging your investment, and your gains/loss and drawdowns will be less than those experienced in the lead account on a percentage basis. The Letter of Direction you are required to sign before participating in any WCA program contains a chart that illustrates how notional funding can dramatically affect your investment. Please refer to this chart before notionally funding an account.

While there are no management or incentive fees associated with WorldCupAdvisor.com leader-follower AutoTrade programs, monthly subscription fees do apply.

Risk Disclosure

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES OFFERED BY LEADER-FOLLOWER AUTOTRADE PROGRAMS OFFERED BY WORLDCUPADVISOR.COM ('WCA PROGRAMS'). PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES, OPTIONS, AND FOREX INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE IS UNLIMITED RISK OF LOSS IN SELLING OPTIONS. AN INVESTOR MUST UNDERSTAND AND SIGN A LETTER OF DIRECTION FOR WCA PROGRAMS BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

COMMISSION RATES AND SUBSCRIPTION FEES FOR WCA PROGRAMS ARE SPECIFIED ON THE INDIVIDUAL PERFORMANCE REPORT FOR EACH PROGRAM AS WELL AS ON THE NET-PROFIT CALCULATOR ON THE WCA WEBSITE. PERFORMANCE NUMBERS ARE BASED ON INFORMATION SUPPLIED BY WCA REPORTING TO AUTUMNGOLD.COM. INDIVIDUAL WCA PROGRAMS ARE NET OF COMMISSIONS AND SUBSCRIPTION FEES.

PLEASE REVIEW INDIVIDUAL PERFORMANCE REPORTS FOR EACH WCA PROGRAM FOR INFORMATION REGARDING PERFORMANCE CALCULATIONS, MATCHING FUNDS RECOMMENDATIONS, NOTIONAL FUNDING IMPLICATIONS AND LEAD ACCOUNT OWNERSHIP.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES WCA PROGRAMS ARE CHARGED SUBSTANTIAL COMMISSIONS AND SUBSCRIPTION FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS.

THE FULL RISK OF COMMODITY FUTURES AND OPTIONS TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. 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 ANY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.