Autumn Gold Retail Report
Report Start Date: Jun-2023 - Report End Date: Sep-2025
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Advanced Alpha Advisers - ART Short Term Systematic SP - Velocity Class
Trading Strategy: S-Term Algorithmic / Short Volatiity Option
Investment Restrictions: 4.7 Exempt - QEPs Only
| Performance Since June 2023 | Track Record Compiled By: NAV Consulting | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -7.95% | 6.44% | 2.56% | -18.00% | 6.96% | -4.19% | -0.80% | 3.22% | 6.07% | – | – | – | -8.29% | -18.00% |
| 2024 | -0.03% | 6.08% | 12.80% | 1.45% | -6.29% | 3.95% | 13.43% | 12.47% | -7.18% | 7.88% | 1.92% | 14.21% | 75.79% | -7.18% |
| 2023 | – | – | – | – | – | 0.00% | -10.79% | 34.64% | 9.15% | 1.22% | -8.12% | 13.98% | 38.97% | -10.79% |
Program Description: The ART strategy is designed to deliver high absolute return on investment by combining two proven tools for accessing alpha. These are a: short-term, systematic momentum strategy, and a dynamically hedged, option selling strategy. Each component profits from a well-known human behavioral bias. Short-term momentum benefits from the herding effect where people will often trade in the same direction, especially during market selloffs. Similarly, the option selling strategy benefits from a tendency to overestimate risk, leading to certain options being generally overpriced.
The advantage of combining these components is that one profits when markets are moving while the other profits when markets are stable. By having them run simultaneously, we can help investors achieve relatively smooth monthly returns with low correlation to underlying equity or CTA indices.
Risk is further managed on the options side via multiple lines of defense, including dynamic delta hedging as well as long gamma / long vega hedging protocols which cap the maximum loss. To increase returns, our team have spent over 14 years conducting proprietary research into short term trends in futures markets, which has yielded actionable insights as well as big datasets which we use to train our models.
The advantage of combining these components is that one profits when markets are moving while the other profits when markets are stable. By having them run simultaneously, we can help investors achieve relatively smooth monthly returns with low correlation to underlying equity or CTA indices.
Risk is further managed on the options side via multiple lines of defense, including dynamic delta hedging as well as long gamma / long vega hedging protocols which cap the maximum loss. To increase returns, our team have spent over 14 years conducting proprietary research into short term trends in futures markets, which has yielded actionable insights as well as big datasets which we use to train our models.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -18.00% |
| From Mar 2025 to Apr 2025 | |
| Worst Month (Apr 2025) | -18.00% |
| Current Losing Streak | -8.73% |
| Average Monthly Return | 3.4% |
| Annualized Performance |
|
| Compound ROR (1) | 41.3% |
| Standard Deviation | 35.29% |
| Sharpe Ratio | 1.14 |
| Sterling Ratio | 0 |
| 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.
