Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Nov-2025
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Stein Investment Management LLC - Trading Evolution
Trading Strategy: Multi-strategy / Short-term
Investment Restrictions: QEP
| Performance Since January 2020 | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.51% | 1.13% | 2.08% | 1.67% | 0.01% | -9.38% | 2.95% | -2.95% | 0.01% | 0.70% | 2.36% | – | -0.55% | -9.46% |
| 2024 | 2.25% | 1.21% | -2.97% | -3.72% | 0.02% | 0.49% | 1.42% | 0.60% | 0.75% | 0.53% | 1.45% | 1.44% | 3.34% | -6.58% |
| 2023 | -0.95% | 3.15% | 1.01% | 1.06% | 2.03% | 0.87% | -9.62% | 0.27% | -3.91% | -0.75% | 7.03% | 0.08% | -0.63% | -13.57% |
| 2022 | 1.91% | 2.10% | 3.03% | 2.03% | -4.77% | -5.09% | -1.99% | 4.15% | 1.40% | 2.47% | 0.11% | 2.02% | 7.08% | -11.42% |
| 2021 | -4.10% | 1.17% | 1.67% | -9.00% | 6.69% | -0.50% | -3.55% | 0.70% | 4.32% | 4.02% | -6.65% | 2.02% | -4.36% | -10.24% |
| 2020 | 1.50% | 1.50% | -2.92% | 1.99% | 3.48% | 1.74% | 1.68% | 2.21% | -3.21% | 3.34% | -4.09% | -1.83% | 5.12% | -5.85% |
Program Description: Trading Evolution is a systematic strategy with a discretionary overlay. It currently invests exclusively in S&P 500 index futures (e-mini S&P). The program can be as much profitable in rising stock market as in falling market, because it assumes both long and short positions. The program incorporates more than 50 of rigorously designed and tested independent mechanical trading systems, all of which are proprietary. The decision to take a certain position in the market is based on a bias indicated by these independent systems. The trades are taken only if their possible outcomes meet the strict requirements of the proprietary risk control system. Due to their complex and unique design, the returns of Trading Evolution are uncorrelated with both market indices and with other alternative investments, making it an ideal product to add real diversification to most investor's portfolios.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -15.49% |
| From Oct 2020 to Apr 2021 | |
| Worst Month (Jul 2023) | -9.62% |
| Current Losing Streak | -6.67% |
| Average Monthly Return | 0.2% |
| Annualized Performance |
|
| Compound ROR (1) | 1.79% |
| Standard Deviation | 11.01% |
| Sharpe Ratio | 0.18 |
| Sterling Ratio | 0.07 |
| Calmar Ratio (3) | 0.1 |
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.
