Autumn Gold Retail Report
Report Start Date: Jun-2020 - Report End Date: Nov-2025
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SpreadEdge Capital, LLC - Inter-Commodity Seasonal Spread Program
Trading Strategy: Discretionary / Long Short / Diversified
| Performance Since June 2020 | Track Record Compiled By: CTA Services |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.53% | -1.62% | -0.22% | 0.30% | 0.87% | -6.75% | -0.54% | 1.17% | 2.55% | 2.07% | -0.46% | – | 0.52% | -7.89% |
| 2024 | -3.49% | -1.06% | -1.42% | 3.10% | -4.22% | 3.74% | 5.62% | 2.63% | -2.18% | 0.12% | 1.05% | -2.98% | 0.36% | -7.05% |
| 2023 | 0.70% | -0.92% | 1.87% | -1.16% | -0.51% | 2.52% | 0.48% | 0.94% | 5.79% | 0.42% | -2.54% | -1.23% | 6.28% | -3.74% |
| 2022 | -7.04% | -1.27% | -14.53% | 2.99% | -4.07% | 6.59% | 5.46% | -4.51% | 1.13% | 0.63% | 6.07% | 7.08% | -3.85% | -22.50% |
| 2021 | 6.72% | -1.69% | 8.45% | -9.18% | 0.92% | -5.98% | 6.47% | -1.58% | 3.01% | -6.72% | -3.22% | 4.76% | 0.10% | -16.03% |
| 2020 | – | – | – | – | – | 1.75% | 10.92% | -4.48% | -7.04% | -4.71% | -6.20% | 0.80% | -9.72% | -20.64% |
Program Description: The 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. or European exchange. Trades are typically seasonal inter-commodity spreads. Some calendar spreads are also used. Options are normally not used but could be used in extreme market conditions for risk management purposes.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -37.94% |
| From Jul 2020 to May 2022 | |
| Worst Month (Mar 2022) | -14.53% |
| Current Losing Streak | -15.28% |
| Average Monthly Return | 0.03% |
| Annualized Performance |
|
| Compound ROR (1) | -0.8% |
| Standard Deviation | 15.62% |
| Sharpe Ratio | 0 |
| 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.
