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Statistical Analysis Report


ACM Futures CTA Report
Report Start Date: Apr-2026 - Report End Date: May-2026


Evergreen Commodity Advisors, LLC - Historical Energy Spread Program
Trading Strategy: Energy Spread

Performance Since April 2026 | Track Record Compiled By: CTA Services
JanFebMarAprMayJunJulAugSepOctNovDecROR Max DD
20263.92%3.92%0.00%

Program Description: The Historical Energy Spread Program seeks to generate returns by identifying and capitalizing on statistically significant price relationships between various energy futures contracts. The program focuses on exploiting historical price patterns within energy spreads, such as crack spreads, calendar spreads, and inter-commodity spreads. The program focuses on the petroleum complex, including WTI Crude Oil Futures, Brent Crude Oil Futures, RBOB Gasoline Futures, Heating Oil Futures, and Gasoil Futures. A systematic approach analyzes historical data to identify these patterns and establish entry and exit dates. Leveraging their extensive experience within the energy markets, Evergreen Commodity Advisors' principals assess each trading opportunity, considering factors such as liquidity and the alignment with the program's desired risk/reward profile. Risk management is a core component, with position sizing carefully determined based on factors such as historical risk, profit potential, maximum drawdown, exposure to similar products, and market volatility. The program also incorporates risk diversification by investing across multiple energy spreads. However, past performance is not indicative of future results and there is no guarantee of profits; investors may experience losses. Moreover, historical price movements are not always replicated in the future.


Program Statistics
Peak-to-Valley Drawdown (2) 0.00%
   From Start to End
Worst Month (Apr 2026) 3.92%
Current Losing Streak %
Average Monthly Return %
Annualized Performance
Compound ROR (1) %
Standard DeviationN/A%
Sharpe RatioN/A
Sterling RatioN/A
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.

© 2004 - 2026 Autumngold.com for Ascent Futures
123 Main Street, Suite 100 | City, ST 12345 | Phone: (555) 123-4567
E-mail info@ascentfutures.com | Web Address www.ascentfutures.com


ACM Futures CTA Report
Report Start Date: Apr-2026 - Report End Date: May-2026


Investment Information


Program Start Date Apr-2026
Currency Denomination US Dollar
Minimum Investment $200,000
Management Fee 1.0
Incentive Fee 0.00%
Margin 3%
Round Turns per Million 700
NFA No: #0487097
Trading Methodology

Trading Style
100% Spread Trading
Market Segment

100% Energies

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Statistical Comparisons Evergreen Commodity Advisors
Historical Energy Spread Program
S&P 500
SP 500 TR
Remove
AutumnGold
AG CTA Index
Remove
Annualized Compound ROR (1)58.63%231.04%8.47%
Cumulative Return3.92%10.49%0.68%
Cumulative VAMI(7)1,0391,1051,007
Best Monthly Return3.92%10.49%0.68%
Worst Monthly Return3.92%10.49%0.68%
Annual Standard Deviation0.00%0.00%0.00%
Profit Loss RatioN/AN/AN/A
Correlation0.000.00
Last Month3.92%10.49%0.68%
Last 12 Months3.92%31.05%9.91%
Last 24 Months3.92%46.91%8.48%
Last 36 Months3.92%80.21%16.73%



Growth of $1,000 VAMI Comparison

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.

© 2004 - 2026 Autumngold.com for Ascent Futures
123 Main Street, Suite 100 | City, ST 12345 | Phone: (555) 123-4567
E-mail info@ascentfutures.com | Web Address www.ascentfutures.com


ACM Futures CTA Report
Report Start Date: Apr-2026 - Report End Date: May-2026


An Important Note on the Start Date and End Date of this Report
If the Start Date of this Report Predates the Inception of the Program, the Maximum Drawdown from Inception may be larger than indicated in this report. Performance Results reported or amended subsequent to Tuesday May 26, 2026 are not reflected in this Report. Monthly ROR and drawdowns are based on end-of-month values and do not reflect intramonth volatility.

Historical Drawdowns and Recoveries
The drawdown begins in the month listed as "start." Length is in months. Recovery begins the following month and ends when full recovery is reached.

Statistical Footnotes
1) The Annualized Compounded Rate of Return (ACROR) represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. It smooths out the returns by assuming a constant growth.
2) Peak to Valley Drawdown = worst % loss between Apr-2026 and May-2026
3) Calmar Ratio uses the last 36 months of data.

Benchmark Descriptions

AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index.

SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends.

This report was prepared from trader-provided information and is believed to be reliable. It should be read alongside each Trader’s Disclosure Document or Fund Offering Document.

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.

© 2004 - 2026 Autumngold.com for Ascent Futures
123 Main Street, Suite 100 | City, ST 12345 | Phone: (555) 123-4567
E-mail info@ascentfutures.com | Web Address www.ascentfutures.com