Autumn Gold Retail Report
Report Start Date: Jun-2020 - Report End Date: Nov-2025
Print to PDF
Quanify GmbH - Chelton Wealth - Balanced Compounding
Trading Strategy: Algorithmic / Intraday / Forex
Investment Restrictions: Non-US Investors Only
| Performance Since June 2020 | Track Record Compiled By: Prepared In-house | Please See Accounting Notes | A Portion of this Performance is Based on Proprietary Trading |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -2.56% | 14.68% | -5.34% | 13.45% | -4.78% | -4.20% | -3.25% | 4.03% | 0.06% | 1.89% | 0.84% | – | 13.27% | -11.74% |
| 2024 | 2.37% | 1.18% | -0.26% | 1.58% | -0.06% | 1.48% | -0.66% | -2.66% | -1.03% | -3.77% | 5.24% | -5.67% | -2.70% | -8.58% |
| 2023 | 0.33% | -0.36% | 1.23% | 2.00% | 1.35% | 0.73% | 1.26% | 0.07% | 0.51% | 1.78% | 1.15% | 1.44% | 12.08% | -0.36% |
| 2022 | 4.28% | 3.60% | -11.49% | 3.39% | 2.32% | 0.16% | 1.18% | 4.22% | 1.11% | 0.80% | 1.27% | 1.01% | 11.39% | -11.49% |
| 2021 | -0.64% | 0.69% | 1.16% | 1.40% | -1.38% | -1.24% | -1.88% | 1.28% | 2.49% | 2.33% | 1.82% | 2.57% | 8.80% | -4.43% |
| 2020 | – | – | – | – | – | 1.77% | -0.18% | 0.41% | 0.50% | 0.76% | 1.18% | 0.83% | 5.38% | -0.18% |
Program Description: Chelton's FX trading strategy is focused on its risk/reward ratio. Trading is performed under the control of strict risk management. Every trade is equipped with a stop-loss guard in place in an attempt to mitigate risk in every trade setup.
The program focuses on intraday trades which are usually opened and closed in the same trading session. The system uses one of the most common indicators, to identify over-bought and over-sold price levels on multiple time-frames. When all intraday time-frames give trade opportunity to enter the market, they have to match the general direction filter that allows or disallows trades to be opened. The number of open trades, per setup, is limited to keep the risk under control and are closed by the relative strength indicator when it reaches the desired levels.
The program focuses on intraday trades which are usually opened and closed in the same trading session. The system uses one of the most common indicators, to identify over-bought and over-sold price levels on multiple time-frames. When all intraday time-frames give trade opportunity to enter the market, they have to match the general direction filter that allows or disallows trades to be opened. The number of open trades, per setup, is limited to keep the risk under control and are closed by the relative strength indicator when it reaches the desired levels.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -11.74% |
| From Apr 2025 to Jul 2025 | |
| Worst Month (Mar 2022) | -11.49% |
| Current Losing Streak | -5.61% |
| Average Monthly Return | 0.75% |
| Annualized Performance |
|
| Compound ROR (1) | 8.64% |
| Standard Deviation | 12.31% |
| Sharpe Ratio | 0.7 |
| Sterling Ratio | 0.45 |
| Calmar Ratio (3) | 0.65 |
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.
