Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Nov-2025
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Double Helix Capital Management - Double Helix
Trading Strategy: Option Writer / Stock Index
| Performance Since January 2020 | Track Record Compiled By: Turnkey Trading Partners |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.23% | 0.43% | 0.17% | 0.26% | 0.08% | 0.03% | 0.68% | 0.38% | 0.86% | -0.64% | 0.00% | – | 3.52% | -0.64% |
| 2024 | 0.83% | 1.36% | 1.47% | -3.12% | 1.33% | 1.63% | 1.42% | -4.53% | -3.05% | 0.81% | 1.40% | -4.31% | -5.00% | -9.46% |
| 2023 | 1.17% | 1.48% | 0.16% | 0.81% | 1.00% | 1.02% | 1.25% | 0.90% | 0.57% | 1.31% | 1.28% | 0.94% | 12.55% | 0.00% |
| 2022 | -1.10% | -2.52% | 0.07% | -0.78% | 1.75% | -3.28% | 1.90% | 1.60% | 0.30% | 1.42% | 1.14% | 0.38% | 0.72% | -5.80% |
| 2021 | -2.53% | -0.05% | 1.88% | 1.01% | 0.45% | 1.73% | 1.18% | 0.96% | -0.21% | 1.87% | -1.18% | 0.54% | 5.70% | -2.58% |
| 2020 | -2.13% | -7.32% | -0.29% | 0.19% | 0.15% | -1.61% | 1.61% | 1.25% | -0.80% | -0.29% | 0.39% | 1.11% | -7.77% | -10.71% |
Program Description: Two of the most time tested trading strategies are trend-following and options selling. Each have their own strengths and weaknesses. Trend-following does well in trending markets, but option selling can have difficulty. Trend-following slowly loses money in sideways markets, while options selling does well.
Double Helix is a unique CTA that attempts to harness the power of both strategies. We sell weekly options on the S&P 500, but sell puts only – no calls. Double Helix employs a sophisticated algorithm that trend-follows the S&P 500 Index. As long as the algorithm is indicating a sideways to higher S&P 500, Double Helix will initiate a new position each day. When the program signals a “market cautionâ€, and potentially a lower S&P 500, the program will cease new positions. Double Helix will continue to monitor markets and reenter when the S&P 500 is back in a sideways to higher pattern.
Risk management is one of Double Helix’s strongest attributes. All positions are monitored 24-hrs a day and managed by our sophisticated risk management system. Each position has a specific risk management level and will be exited, day or night, if that level is reached.
Double Helix is a unique CTA that attempts to harness the power of both strategies. We sell weekly options on the S&P 500, but sell puts only – no calls. Double Helix employs a sophisticated algorithm that trend-follows the S&P 500 Index. As long as the algorithm is indicating a sideways to higher S&P 500, Double Helix will initiate a new position each day. When the program signals a “market cautionâ€, and potentially a lower S&P 500, the program will cease new positions. Double Helix will continue to monitor markets and reenter when the S&P 500 is back in a sideways to higher pattern.
Risk management is one of Double Helix’s strongest attributes. All positions are monitored 24-hrs a day and managed by our sophisticated risk management system. Each position has a specific risk management level and will be exited, day or night, if that level is reached.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -13.48% |
| From Sep 2014 to Feb 2016 | |
| Worst Month (Aug 2015) | -9.33% |
| Current Losing Streak | -6.27% |
| Average Monthly Return | 0.35% |
| Annualized Performance |
|
| Compound ROR (1) | 4% |
| Standard Deviation | 7.03% |
| Sharpe Ratio | 0.54 |
| Sterling Ratio | 0.25 |
| Calmar Ratio (3) | 0.38 |
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.
