Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Oct-2025
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Cayler Capital LLC - Systematic Energy Diversified
Trading Strategy: Algorithmic / Energies
Investment Restrictions: 4.7 Exempt - QEP Investors Only
| Performance Since January 2020 | Track Record Compiled By: CTA Services |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.46% | -0.31% | -0.43% | -0.84% | -0.40% | 0.00% | 0.00% | 1.27% | 1.68% | 1.59% | – | – | 3.03% | -1.97% |
| 2024 | 2.46% | -2.81% | -3.72% | 0.17% | -8.90% | -0.14% | -1.28% | -4.16% | -1.01% | -3.59% | -0.30% | -1.87% | -22.82% | -24.67% |
| 2023 | 0.56% | -4.10% | 7.27% | 7.84% | 2.30% | 2.74% | 6.30% | -4.86% | -1.25% | -5.88% | -2.86% | -2.07% | 4.84% | -15.88% |
| 2022 | 5.58% | 10.05% | 25.16% | -5.53% | -1.36% | 0.86% | -7.30% | -1.01% | 0.30% | 4.33% | -4.95% | 6.03% | 32.25% | -14.23% |
| 2021 | 3.15% | 7.02% | -2.67% | -7.51% | 1.68% | 3.75% | 3.27% | -2.91% | -1.35% | 4.03% | -5.10% | -0.51% | 1.86% | -9.98% |
| 2020 | 7.15% | -3.60% | 14.94% | 10.39% | 3.55% | 1.03% | -1.82% | -1.08% | 1.72% | -8.81% | 0.20% | -0.28% | 23.44% | -9.98% |
Program Description: The Systematic Energy Diversified program comprises of 5 algorithms derived from the advisor's 10 years spent working at JP Morgan. The 5 algorithms focus on the movement of oil products around the world and forecasting future supply and demand. The program will trade futures and options on WTI, BRENT, Heating oil, and Gasoline. The algorithms look at the underlying fundamental data of each respective product and will identify trades within each product. The algorithms look at fundamental data in the energy markets. We are a very unique systematic strategy in that we don't use any technical analysis or standard price based indicators to identify opportunities
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -36.06% |
| From Jul 2023 to May 2025 | |
| Worst Month (May 2024) | -8.90% |
| Current Losing Streak | -33.11% |
| Average Monthly Return | 0.58% |
| Annualized Performance |
|
| Compound ROR (1) | 5.65% |
| Standard Deviation | 17.55% |
| Sharpe Ratio | 0.37 |
| Sterling Ratio | -0.19 |
| 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.
