Autumn Gold Retail Report
Report Start Date: Dec-2023 - Report End Date: Oct-2025
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Ahead Capital Management, LLC - Event Driven Global Macro
Trading Strategy: Global Macro / G5 Equity & Bond Indexes, Currencies, Commodities
Investment Restrictions: 4.7 Exempt - QEPs Only
| Performance Since December 2023 | Track Record Compiled By: Compliance Supervisors |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.10% | 0.56% | 1.38% | -0.97% | 1.12% | 0.61% | 0.43% | 0.57% | 0.28% | 0.36% | – | – | 6.60% | -0.97% |
| 2024 | 0.56% | -3.73% | 3.96% | -4.21% | 1.77% | -1.31% | 1.96% | 0.88% | -2.39% | 1.51% | 0.15% | -0.21% | -1.38% | -4.21% |
| 2023 | – | – | – | – | – | – | – | – | – | – | – | -2.02% | -2.02% | -2.02% |
Program Description: The strategy involves event-driven directional trades in G-5 sovereign bonds and equity indexes, as well as currencies and commodities. The strategy is fully discretionary.
We identify 1-3 month fundamental trends in all major macro instruments, and then we identify future events that could accelerate, weaken or reverse any of those trends.
We structure our trades around such future events. Trade types we look at are as follows:
1. entering a trade after an event that we believe should impact a short-term trend significantly (therefore, not immediately priced in by the market);
2. entering and exiting a trade before an important event to play market's pre-positioning for the event, such as shorts or longs accumulation or short covering;
3. entering a trade before an important event and exiting it after the event to capture price movement caused by the event.
Average trade duration is 3 days.
We identify 1-3 month fundamental trends in all major macro instruments, and then we identify future events that could accelerate, weaken or reverse any of those trends.
We structure our trades around such future events. Trade types we look at are as follows:
1. entering a trade after an event that we believe should impact a short-term trend significantly (therefore, not immediately priced in by the market);
2. entering and exiting a trade before an important event to play market's pre-positioning for the event, such as shorts or longs accumulation or short covering;
3. entering a trade before an important event and exiting it after the event to capture price movement caused by the event.
Average trade duration is 3 days.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -5.54% |
| From Start to Apr 2024 | |
| Worst Month (Apr 2024) | -4.21% |
| Current Losing Streak | 0% |
| Average Monthly Return | 0.15% |
| Annualized Performance |
|
| Compound ROR (1) | 1.56% |
| Standard Deviation | 6.55% |
| Sharpe Ratio | 0.21 |
| 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.
