Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Aug-2025
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GT Capital CTA - GT Dynamic Trading (P)
Trading Strategy: Fundamental / Technical / Diversified
| Performance Since January 2020 | Track Record Compiled By: Donahue Associates, LLC. | Please See Accounting Notes | A Portion of this Performance is Based on Proprietary Trading |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.62% | 9.36% | 6.35% | 7.20% | 1.21% | 2.12% | 1.73% | 0.76% | – | – | – | – | 36.87% | 0.00% |
| 2024 | 5.12% | -7.63% | -3.11% | 7.90% | -15.52% | -5.88% | 27.98% | 4.40% | -8.45% | 16.21% | 8.09% | 1.36% | 25.70% | -23.22% |
| 2023 | -8.23% | 1.33% | -2.63% | -0.27% | -17.53% | -22.89% | 1.58% | 8.22% | 1.99% | -1.28% | 10.03% | 1.31% | -29.15% | -42.58% |
| 2022 | 5.22% | 1.56% | 1.66% | 3.82% | 5.57% | 3.43% | -1.96% | 2.16% | 0.29% | -4.17% | 5.78% | 2.90% | 29.03% | -4.17% |
| 2021 | -9.31% | 6.46% | 9.99% | -11.99% | 0.50% | 0.28% | -0.65% | 4.17% | -0.71% | -0.92% | 5.88% | -5.53% | -4.08% | -11.99% |
| 2020 | -15.08% | 13.77% | 21.28% | 1.13% | 3.74% | 2.48% | -6.20% | -17.45% | -10.91% | 0.23% | -1.95% | 2.94% | -12.08% | -32.21% |
Program Description: The program employs a proprietary trading technique in which fundamental factors, such as market psychology, and technical indicators are combined in an attempt to forecast market direction. The Advisor looks to enter markets which appear to be overbought or oversold and exploit these conditions by taking the appropriate side in the market. In determining which direction of the market to trade, the Advisor uses technical indicators such as Elliot Wave counts, Fibonacci retracements, moving averages, and stochastics to determine appropriate entry and exit levels. For instance, if a market appears to be in a bearish trend, the Advisor waits until all of the program's indicators show the market as being oversold and that a trend reversal is likely to occur before placing an order to go long in the market.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -54.01% |
| From Apr 2014 to Jun 2024 | |
| Worst Month (Jun 2023) | -22.89% |
| Current Losing Streak | -1.97% |
| Average Monthly Return | 0.85% |
| Annualized Performance |
|
| Compound ROR (1) | 8.43% |
| Standard Deviation | 20.11% |
| Sharpe Ratio | 0.48 |
| Sterling Ratio | 0.24 |
| Calmar Ratio (3) | 0.2 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
