Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Nov-2025
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SpreadEdge Capital, LLC - Diversified Seasonal Spread Program
Trading Strategy: Systematic Diversified Spread Trading
| Performance Since January 2020 | Track Record Compiled By: CTA Services | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.55% | -1.05% | -0.05% | -4.76% | 2.99% | 2.47% | 1.03% | 2.37% | 0.37% | -0.88% | -2.76% | – | 0.01% | -5.81% |
| 2024 | -3.12% | -1.68% | 2.27% | 0.76% | -2.78% | 1.82% | -0.86% | 0.09% | -5.99% | -0.64% | 0.54% | 0.13% | -9.34% | -9.86% |
| 2023 | 4.71% | 3.67% | 2.42% | -1.15% | 1.03% | -1.78% | 4.58% | 5.55% | 1.79% | -4.03% | 2.70% | 2.10% | 23.31% | -4.03% |
| 2022 | 3.38% | -2.87% | -9.66% | 3.94% | 9.42% | 2.92% | -4.11% | -1.23% | 2.34% | 4.98% | 0.50% | 2.81% | 11.62% | -12.26% |
| 2021 | -4.69% | -3.87% | 2.04% | -5.89% | -0.16% | 3.93% | -2.04% | 2.75% | 0.30% | -2.94% | 1.31% | 1.97% | -7.59% | -12.16% |
| 2020 | 5.39% | 1.16% | 7.02% | 4.06% | -0.93% | -4.74% | 0.34% | -2.71% | -3.10% | -0.59% | -0.79% | -4.14% | 0.22% | -15.60% |
Program Description: The Diversified Seasonal Spread Program seeks to achieve significant profits across a broad variety of market conditions (both bull and bear markets, and inflationary and deflationary environments). To achieve their objectives, the Programs involve speculating in futures contracts (or options thereon) available for trading on any U.S. exchange now or in the future (collectively, “Commodity Interestsâ€). Trades are typically seasonal calendar spreads or intra-commodity spreads (such as Chicago vs. Kansas City wheat). Inter-commodity spreads are not generally used. Options are normally not used, but could be used in extreme market conditions for risk.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -44.02% |
| From Feb 2015 to Jun 2016 | |
| Worst Month (Jan 2016) | -27.94% |
| Current Losing Streak | -9.25% |
| Average Monthly Return | 0.99% |
| Annualized Performance |
|
| Compound ROR (1) | 8.78% |
| Standard Deviation | 26.15% |
| Sharpe Ratio | 0.44 |
| Sterling Ratio | 0.23 |
| Calmar Ratio (3) | N/A |
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.
