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Home » Manager List    »    J.D. Turner Capital, LLC    »   


J.D. Turner Capital, LLC - Diversified Trend Following Strategy



Principal(s): Joshua D. Turner
Strategy: Trend Following / Diversified
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1514 Cavel Road
Rosedale, MD 21237 United States
T 443-681-9901 | M 443-440-1900

Main E-Mail: [email protected]
Administrative E-Mail: [email protected]

Statistics & Program Information

Nov 2025 Return   -6.13% Worst Drawdown (2)    -46.5% Minimum Investment   $100,000
YTD Return: -26.36% Losing Streak (3):  -28.81% AUM (5):  $135,480
Annualized CROR(1)  10.3% Sharpe Ratio 4% RF ROR(4):  0.18 Calmar Ratio (6):  N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.
Trading Methodology
99% Systematic
1% Discretionary
 Style Sub-Categories
Other Option Strategy
Quantitative
Trend Anticipatory
Mean Reversion
Long Short
Relative Value 		Trading Style
50% Trend Following
50% Option Trading
Market Sector
11% Stock Indices
18% Currencies
12% Financials
12% Metals
12% Energies
17% Agriculturals
18% Meats
 Holding Period
50% Medium Term
50% Short Term
 Geographic Sector
Global
Contracts:

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Start Date   Jan-2020 Currency   US Dollar Management Fee    0.00%
Accepting New Accounts   Yes Min Investment    $100,000 Incentive Fee    0.00
NFA Member    Yes Fund Minimum    $0 Other Fees   None
NFA Number    543209 Margin (7)   10-20% Avg Comm (8)   .75
Notional Funds    Yes Round Turns Per Million (10)    5,200 Max Comm (9)   
Starting Date:  Jan-2020 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $135,480
Open to US Investors:  Yes Annualized CROR:  4.55%
Minimum Fund Investment:  $0
Minimum Managed Account:  $100,000 Current Losing Streak:  -28.81 %
Domocile:   Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  0.18
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:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

Trading Description

J.D. Turner Capital’s Diversified Trend Following Strategy employs systematic trend-following with dynamic risk-managed exposure to a diverse range of commodities, interest rates, currencies, and stock indices within 17 traded markets. We utilize systematic option hedging tactics to mitigate adverse price movements, reducing short-term volatility and potential drawdowns while maintaining a directional bias to capture sustained market trends. Our approach prioritizes protecting unrealized gains during favorable market conditions and adapts to evolving market dynamics. Capital is dynamically allocated based on account size, average volatility metrics, correlations, and potential directional risk. The trend models applied to each market are entirely technical, relying solely on price and price derivative data. Positions are held only for the lifespan of each futures contract, with no rolling. This keeps execution simple, reduces cost, and avoids curve-related distortions. This flexible and reactive strategy aims to deliver a balance between potential returns and risk control, making it a robust across diverse market environments.

The 17 traded markets include but are not limited to: Australian Dollar Futures, British Pound Futures, Euro FX Futures, Corn, Soybeans, Wheat, Natural Gas, Crude Oil, Live Cattle, Feeder Cattle, Lean Hogs, Russell 2000 Index, S&P 500 Index, Gold, Silver, 2 Year U.S Treasury Note, 5 Year U.S Treasury Note

Risk Strategy

The original model (from Jan 2020 to Dec 2021) was based on pure trend following and has evolved to include new risk management models employed in January 2022 to reduce volatility and risk. The current model uses a systematic approach in risk management, deploying systematic option hedging tactics, in addition to lower margin-equity targets from 30% to 15%.

Background

Joshua D. Turner, Principal at J.D. Turner Capital, brings over a decade of experience in quantitative trading and systematic risk management. His professional journey, starting in specialty chemical manufacturing, honed his precision and data-driven approach, which he now applies to global markets. At J.D. Turner Capital, he focuses on delivering risk-managed, non-correlated returns through adaptive strategies that span up to 17 diverse markets. Joshua’s disciplined methodology prioritizes long-term, risk-adjusted growth for investors.

Performance

Returns prior to August, 2023 are based on proforma adjustments to a proprietary account to reflect fees. Client accounts, from August 2023 on, are traded in like fashion.

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Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecRORMax DD
2025 -1.07% -5.25% 0.20% -3.81% -0.99% -2.88% 0.58% -0.16% -4.85% -2.00% -6.13%   -23.64% -23.64%
2024 3.45% 0.06% -2.21% 5.59% -1.78% 0.10% -1.91% 2.32% 4.19% -5.52% -0.79% -0.54% 2.45% -6.77%
2023 2.67% -1.38% 1.61% -1.70% 5.56% -7.65% 1.59% -1.34% -2.89% 4.65% -2.79% -0.46% -2.83% -10.11%
2022 0.85% 0.54% 4.03% 0.23% 2.73% 7.24% 1.12% -3.26% 1.42% 2.41% -1.68% 1.85% 18.51% -3.26%
2021 9.34% 3.81% -13.85% -9.25% -6.77% -3.15% 19.10% 12.30% 17.96% -10.79% 4.56% 6.69% 25.81% -29.41%
202019.40% 44.00% -23.21% 21.20% 4.60% 0.29% -18.46% 8.02% 1.21% -0.70% -29.17% 9.07% 14.80% -38.78%


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Annual Performance

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Footnotes

1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % the time-period. 3. Sharpe Ratio uses a 4% Risk Free ROR (Rate of Return) 4. Calmar Ratio Uses last 36 months of Data 5. The hypothetical growth of $1,000

RISK DISCLOSURE

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

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.

 
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