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GT Capital CTA - GT Systematic Day Trading Program

Principal(s): Guerman Teitelbaoum
Strategy: Systematic / Intraday / Diversified
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Statistics & Program Information

Dec 2023 Return   -3.23% Worst Drawdown (2)    -34.47% Minimum Investment   $60,000
YTD Return: 0% Losing Streak (3):  -24.67% AUM (5):  $135,000
Annualized CROR(1)  1.21% Sharpe Ratio 4% RF ROR(4):  -0.11 Calmar Ratio (6):  N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.
Trading Methodology
100% Systematic
Style Sub-Categories
Pattern Recognition
Quantitative
Trend Anticipatory
Trading Style
50% Trend Following
50% Contrarian
Market Sector
35% Stock Indices
15% Currencies
15% Financials
10% Metals
10% Energies
5% Agriculturals
10%
Holding Period
100% Intraday
Geographic Sector
US
Contracts:
Futures

Start Date   Aug-2017 Currency   US Dollar Management Fee    2.00%
Accepting New Accounts   Yes Min Investment    $60,000 Incentive Fee    0.00
NFA Member    Yes Fund Minimum    $60,000 Other Fees   $20 Monthly Accounting Fee
NFA Number    410680 Margin (7)   30% Avg Comm (8)   10
Notional Funds    Yes Round Turns Per Million (10)    16,000 Max Comm (9)   10
Starting Date:  Aug-2017 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $135,000
Open to US Investors:  Yes Annualized CROR:  -1.61%
Minimum Fund Investment:  $60,000
Minimum Managed Account:  $60,000 Current Losing Streak:  -24.67 %
Domocile:   Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio: 4% RF ROR  -0.11
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:  33.00% NFA Member:  Yes
Selling Fee:  0.00% FINRA Member:  No
Other Fees:  $20 Monthly Accounting Fee Other Memberships:  None
Type of Fund:
Domicile:
Strategy:

Track Record Prepared By: Donahue Associates LLC
Correlations:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

The GT Systematic Day Trading Program relies primarily technical indicators, specifically the Elliot Wave Principle, in determining positions. The Elliott Wave Principle is a form of technical analysis used by trader to analyze financial market cycles and forecast market trends by identifying extremes in investor psychology, highs and lows in prices, and other collective factors. The Elliott Wave Principle posits that collective investor psychology, or crowd psychology, moves between optimism and pessimism in natural sequences. These mood swings create patterns evidenced in the price movements of markets at every degree of trend or time scale. The program will result on both trend following and counter trend following position.

The Advisor generally attempts to limit its daily risk to between one fourth of a percent (0.25%) and four percent (4%) of an account's equity per day. However, there is no guarantee that losses will be limited to these amounts.

Guerman Teitelbaoum is the sole principal and President of GT Capital CTA. He is responsible for all aspects of the firm's operation, including market research, trading,operation and management. He holds a degree in Industrial Economics & Electronics from the Russian Aerospace University. From July 1998 through September 1999, Mr. Teitelbaoum was the chief executive officer of the International Entrepreneurial Institute, a business consulting and management firm, where he was involved in the development of industrial and aviation projects, storage facilities and marketing. In October 1999, he became the Chief Financial Officer, Secretary and Director of PowerSource Corporation, a company active in the deregulation of electricity in California and providing consumers more options in choosing electricity providers. After leaving PowerSource Corporation in April 2001, Mr. Teitelbaoum joined Dighton Group, an investment management company, in May 2001 where he acted as a risk manager, trading system developer and back office manager until August 2011. On August 14, 2008, he became registered as an Associated Person ("AP") and was approved as Principal of Dighton Capital USA, a registered CTA and Commodity Pool Operator, where he acted as a risk manager and assisted with back office operations such as accounting, updating databases and bill processing. On July 6, 2009, he withdrew his AP registration and Principal listing with Dighton Capital USA, and was listed as a Principal of Dighton Capital CTA Limited, a registered CTA,from July 8, 2009 until his withdrawal from the company on October 20, 2011. While at Dighton Capital CTA Limited, he assisted in risk management and acted in an administrative capacity by coordinating with and assisting the company's accountants, attorneys and vendors in performing their services for the company. Mr. Teitelbaoum became registered as an AP of GT Capital on May 12, 2009. He was approved as a Principal of GT Capital on May 8, 2009.

Performance

Monthly Performance Since Aug 2017

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecRORMax DD
2023 -9.09% -4.00% 3.18% 7.77% -3.20% 2.49% 1.26% -12.23% 2.72% 12.90% 2.43% -3.23% -1.64% -14.43%
2022 8.30% -5.53% 2.83% -1.71% 7.70% 4.87% -1.91% 7.21% 5.72% -13.89% 4.47% -2.56% 13.82% -13.89%
2021 -3.68% 4.73% 5.91% -3.73% -1.01% -1.07% -6.15% -0.17% -0.97% 0.30% 5.04% -11.58% -12.95% -18.52%
2020 -9.62% 12.22% 19.57% 3.18% 0.20% -6.66% -7.33% -9.34% 6.18% 1.06% -1.35% -6.89% -3.09% -22.71%
2019 9.65% 4.21% -9.57% 0.48% 2.60% -3.18% -2.10% 2.70% 2.70% 3.22% -1.69% 2.13% 10.35% -11.64%
2018 -11.10% 14.10% -5.60% 7.59% 4.70% 0.63% 2.81% -7.80% -5.85% 17.54% 1.01% -15.48% -2.79% -15.48%

Annual Performance

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

Footnotes

1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % the time-period. 3. Sharpe Ratio uses a 4% Risk Free ROR (Rate of Return) 4. Calmar Ratio Uses last 36 months of Data 5. The hypothetical growth of $1,000

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