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Gregory P. Asset Management

Seasonal Spread & Option Strategy

Principal(s): Gregory Placsintar

Strategy: Spreads & Options / Diversified

Statistical Reports are Subscription Based





  Statistics & Program Information

Aug 2022 Return   1.17% Worst Drawdown (2)    -25.35% Minimum Investment   $50,000
YTD Return: -9.27% Losing Streak (3):  -19.42% AUM (5):  $600,000
Annualized CROR(1)  7.28% Sharpe Ratio 4% RF ROR(4):  0.29 Calmar Ratio (6):  -0.15

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Annualized ACROR is based on compounding. Please see Footnotes for more information.
Trading Methodology
100% Discretionary
Style Sub-Categories
Fundamental
Arbitrage
Quantitative
Seasonal
Spread
Discretionary
Seasonal Spreads
Trading Style
95% Spread Trading
5% Option Trading
Market Sector
5% Financials
5% Metals
20% Energies
20% Agriculturals
45% Meats
5% Softs
Fut Opt
Holding Period
40% Long Term
40% Medium Term
15% Short Term
5% Intraday
Geographic Sector
US
Contracts:
Futures
Options

Start Date   Sep-2009 Currency   US Dollar Management Fee    2.00%
Accepting New Accounts   Yes Min Investment    $50,000 Incentive Fee    0.00
NFA Member    Yes Fund Minimum    $0 Other Fees   None
NFA Number    0440470 Margin (7)   13% Avg Comm (8)   
Notional Funds    Yes Round Turns Per Million (10)    6,500 Max Comm (9)   $20 per round turn
Starting Date:  Sep-2009 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $600,000
Open to US Investors:  Yes Annualized CROR:  7.28%
Minimum Fund Investment:  $0
Minimum Managed Account:  $50,000 Current Losing Streak:  -19.42 %
Domocile:   Calmar:  -0.15
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  0.29
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  2.00% Auditor:  Not Listed
Incentive Fee:  20.00% NFA Member:  Yes
Selling Fee:  3.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
Domicile:
Strategy:
Correlations:

Growth of $1,000 VAMI and Monthly Return

  Trading Description, Risk Strategy & Background


The Seasonal Spread and Option Strategy combines discretionary and seasonal analysis to trade Agricultural, Livestock, Energy and Interest Rate futures. The program may target markets exhibiting certain correlations and/or regression characteristics allowing for the opportunity to utilize spreads, butterflies, and condor positions. The strategy utilizes futures spreads in approximately 95% of the trades. The other 5% consist of options trades.

After the integration process, accounts will be managed using an asymmetric risk management system. This system will involve increasing and/or reducing the operational position volume depending on the profits or losses experienced by the account over time.

Gregory Placsintar is the Head Trader, Managing Member, and sole Principal of Gregory P. Asset Management, LLC. He attended the University of Walles in Catellon, Spain where he received a bachelor?s degree in business administration. Mr. Placsintar worked as an intern for Bolsa Cash, a financial research firm, where he was responsible for preparing charts, analyzing market risk profiles, and helping to produce data for the company?s weekly television program. After graduating, he was hired by Bancaja, which is now known as Bankia, an institutional banking and financial services company located in Spain. During this time, Mr. Placsintar held trading authority over several customer accounts, which formed the basis of his performance record from September 2009 until launching the CTA in June 2012.

Performance

Performance from Sept 2009 through Jul 2012 is of Greg Placsintar (Exempt Foreign Advisor) - Performance from Aug 2012 is client performance of Gregory P. Asset Management, LLC.
Performance Since September 2009
JanFebMarAprMayJunJulAugSepOctNovDecROR Max DD
2022-2.59%2.65%0.99%-9.21%-1.24%-0.30%-0.65%1.17%-9.27%-11.19%
2021-0.33%-1.70%1.88%-5.58%0.59%-0.84%0.41%-1.30%0.97%1.92%3.28%-0.20%-1.18%-6.83%
2020-0.89%0.48%-1.57%6.96%0.44%0.95%-4.47%2.45%3.54%-7.73%3.44%-2.45%0.30%-7.73%
2019-2.29%-0.13%0.87%0.77%1.92%-3.28%0.84%-3.31%-1.23%0.30%-0.39%3.96%-2.20%-6.94%
20183.67%1.28%-0.81%-0.71%2.78%-2.80%-1.22%-1.01%2.96%2.73%-0.49%-3.63%2.46%-4.96%
20171.96%-0.27%-1.10%-0.20%-4.33%-0.45%0.22%0.31%-5.29%1.01%1.48%-2.28%-8.84%-10.74%
20161.48%-1.02%0.48%2.37%-0.56%-1.07%1.35%1.35%0.46%1.40%1.53%-1.46%6.40%-1.62%
20152.74%-1.66%0.82%3.28%-1.95%1.61%0.12%-1.62%3.30%0.58%-7.14%3.72%3.31%-7.14%
2014-6.84%1.55%-2.86%0.76%-0.81%-0.37%0.83%3.47%-1.67%8.89%-2.17%2.84%2.84%-8.49%
20136.31%6.10%-5.23%1.07%-1.61%-4.75%3.21%-2.36%-2.87%5.15%-2.81%3.05%4.38%-12.14%
201215.04%9.26%-0.02%11.86%1.28%-5.11%-21.33%0.65%1.81%7.44%2.50%0.35%20.36%-25.35%
2011-0.56%10.47%1.49%5.60%4.89%3.71%10.78%5.85%-3.59%5.47%1.46%9.90%70.27%-3.59%
20101.62%0.52%-3.61%5.55%-2.86%8.93%-0.86%7.25%0.46%6.60%0.43%-0.74%24.80%-3.61%
2009-2.52%1.40%1.45%0.28%0.56%-2.52%

Accounting Notes: The performance capsule represents the performance results of actual client trading accounts. These accounts were managed by firm principal Gregory Placsintar who was not required to be registered with the CFTC because his client accounts were all foreign to the United States. Mr. Placsintar's trading in this capacity occurred from September of 2009 until August of 2012. Beginning in August of 2012 discretion over these foreign accounts was transferred from Greg Placsintar the individual to Gregory P. Asset Management, LLC the US based and registered CTA. The capsule, for the entire period presented, was prepared by utilizing actual realized and unrealized gains and losses on commodity futures trading, net of related brokerage commissions and other trading costs. In the presentation from September of 2009 until August of 2012 the accounts shown within the capsule were not charged fees as described in this document. These accounts also may not have been charged commission rates similar to what your account may pay to participate in the Seasonal Spread and Options Strategy. To properly consider the management and incentive fee's disclosed, the fees required by the program were pro-forma adjusted into the return presentation for this period of time. As of August 2012 all advisory fee considerations and standard commissions have been considered on an actual basis.<br><br> NO REPRESENTATION IS MADE THAT GREGORY P. ASSET MANAGEMENT, LLC OR ANY ACCOUNT WILL, OR IS LIKELY TO ACHIEVE PROFITS SIMILAR TO THOSE SHOWN IN THE SUBSEQUENT PAGES. THERE CAN BE NO ASSURANCE THAT ANY ACCOUNT WILL MAKE ANY PROFITS AT ALL, OR WILL BE ABLE TO AVOID INCURRING SUBSTANTIAL LOSSES.



    PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>

Risk Disclosure

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.

 

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS