ACM Futures CTA Report
Report Start Date: Oct-2024 - Report End Date: Feb-2026

Greenvine Trading LLC - Managed Futures (Micro)
Trading Strategy: Discretionary, Momentum, Trend, Macro / M-Term / Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
Performance Since October 2024 | Track Record Compiled By: Turnkey Trading Partners | Please See Accounting Notes
JanFebMarAprMayJunJulAugSepOctNovDecROR Max DD
20264.83%-1.64%––––––––––3.11%-1.64%
20250.42%0.88%1.65%-1.08%-0.36%-0.44%-0.30%-0.37%-0.17%0.22%0.66%0.10%1.19%-2.69%
2024–––––––––-0.35%2.00%0.02%1.66%-0.35%
Program Description: The Managed Futures Program is a rules-based discretionary trading strategy that trades primarily in CME-listed futures contracts across equity indices, US Treasuries, metals, energy, and agricultural markets. The program may also take positions in CME-listed cryptocurrency futures.
The strategy is technical and price-led, navigational rather than predictive. Trading decisions are initiated only after technical price action confirms directional movement. Fundamental and macroeconomic considerations are evaluated after confirmation and are used to contextualize market conditions and calibrate risk, rather than to generate trade signals.
Positions are generally held over a medium-term horizon, with signals reflecting a blend of trend-following and momentum-based characteristics. The strategy emphasizes confirmed continuation of price movement rather than short-term trading or long-duration positioning.
GreenVine offers the strategy through both micro-contract and full-size contract programs, representing two implementations of the same investment process. This structure allows allocators to select the format most appropriate for their risk tolerance, position sizing, and overall portfolio construction objectives.

Program Statistics
Peak-to-Valley Drawdown (2) -2.69%
   From Mar 2025 to Sep 2025
Worst Month (Feb 2026) -1.64%
Current Losing Streak -1.64%
Average Monthly Return 0.36%
Annualized Performance
Compound ROR (1) 4.24%
Standard Deviation5.04%
Sharpe Ratio0.77
Sterling Ratio0
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: Oct-2024 - Report End Date: Feb-2026

Investment Information

Program Start Date Oct-2023
Currency Denomination US Dollars
Minimum Investment $100,000
Management Fee 1.00%
Incentive Fee 10.00%
Round Turns per Million 280
NFA No: #0567151
Trading Methodology
100% Discretionary
Trading Style
100% Trend Following
Market Segment
3% Stock Indices
25% Currencies
7% Financials
15% Metals
20% Energies
15% Agriculturals
15% Crypto
Statistical Comparisons
Managed Futures (Micro) 		S&P 500
SP 500 TR
Remove		 AutumnGold
AG CTA Index
Remove
Annualized Compound ROR (1)4.24%14.77%5.31%
Cumulative Return6.06%21.55%7.61%
Cumulative VAMI(7)1,0611,2151,076
Best Monthly Return4.83%6.29%2.00%
Worst Monthly Return-1.64%-5.63%-1.17%
Annual Standard Deviation5.04%10.75%3.32%
Profit Loss Ratio2.292.753.40
Correlation—-0.020.22
Last Month-1.64%-0.76%2.00%
Last 12 Months3.00%17.00%7.87%
Last 24 Months6.06%38.54%10.15%
Last 36 Months6.06%80.73%16.71%


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: Oct-2024 - Report End Date: Feb-2026

Accounting Notes
The following represents the pro-forma (1/10) performance results of proprietary trading accounts traded by the firm principal using the GreenVine Managed Futures (Micro) Program. To see pre-registration performance, please contact john@greenvinetrading.com.

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 Saturday April 4, 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 Oct-2024 and Feb-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