Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Nov-2025
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White River Group - Dynamic S&P Options Strategy
Trading Strategy: US Equity Index Futures & Options
| Performance Since January 2020 |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.70% | 2.00% | 1.21% | -3.82% | 3.41% | 2.52% | 2.35% | 1.78% | 3.03% | 1.61% | 0.42% | – | 17.26% | -3.82% |
| 2024 | 1.03% | 0.66% | 1.34% | 0.58% | 1.47% | 0.87% | 0.56% | 0.48% | 1.32% | 1.49% | 1.96% | 0.94% | 13.45% | 0.00% |
| 2023 | 1.17% | 1.56% | 0.07% | 1.44% | 1.06% | 0.92% | 0.47% | 1.27% | 1.10% | 1.54% | 0.90% | 1.05% | 13.29% | 0.00% |
| 2022 | -0.07% | 0.13% | 1.55% | 0.60% | 2.13% | -4.16% | 2.71% | 1.87% | 0.51% | 2.19% | 1.36% | -0.01% | 8.98% | -4.16% |
| 2021 | 0.82% | 1.34% | 3.59% | 2.16% | 0.98% | 2.42% | 1.74% | 2.09% | 1.58% | 1.70% | 1.31% | 2.23% | 24.27% | 0.00% |
| 2020 | -0.07% | -13.49% | -3.80% | 1.76% | 1.73% | -1.86% | 2.42% | 2.50% | -1.67% | 1.03% | 1.16% | 2.68% | -8.47% | -16.84% |
Program Description: The Dynamic S&P Options Strategy primarily trades US equity index futures and options on their futures contracts. The strategy is designed to capture the decay of option premiums. The program sells deep out of the money options. Option contracts are written at a sufficient distance, to allow in most cases, for the options to expire worthless. Primarily uncovered or naked options are sold (although spreads are utilized at times). The program may trade index futures for hedging or speculative purposes. The program may also trade index futures directly. The trading strategy is mostly discretionary. Both fundamental and technical analysis is incorporated into the trading decision. One of the main differences to the Stock Index Writing Strategy is the shorter time period of the options
till expiration.
till expiration.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -27.46% |
| From Dec 2017 to Feb 2018 | |
| Worst Month (Feb 2018) | -24.51% |
| Current Losing Streak | 0% |
| Average Monthly Return | 0.77% |
| Annualized Performance |
|
| Compound ROR (1) | 9% |
| Standard Deviation | 10.59% |
| Sharpe Ratio | 0.84 |
| Sterling Ratio | 1.3 |
| Calmar Ratio (3) | 3.83 |
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.
