Paragon Global Markets
Buckingham Global Advisors, LLC
WEEKLY E MINI Program (WEP)
ST / Systematic / Option Writer / E Mini | Spread Trading, Option Trading
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Month Performance
+0.87%
Sep 2026
YTD Return
+6.91%
Through Sep 2026
AUM
$42,000,000
Assets Under Management
Overview
1) Buckingham's Weekly E-mini Program (WEP) is a commodity option strategy employing an absolute return investment approach. The Strategy primarily writes (sells) a series of out of money (OTM) call and put option naked or spread combination on S&P 500 E-mini futures, 2) WEP focuses on short duration derivatives - the option expires within 2-8 days, because the time decay is the greatest in those final days. It does this primarily by identifying the option strikes with best risk/reward ratio according to our proprietary Quant model, 3) WEP aims for Sharpe Ratio +2.0 long term (5+ years) considering tail risk due to the economic cycles, 4) Long options or VIX hedge is implemented to reduce drawdown based on daily P/L.
Program Details
| Inception Date | Mar 2015 |
| Trading Style | Spread Trading, Option Trading |
| Holding Period | Short Term |
| Markets Traded | Stock Indices |
| Margin | 25-60% |
| Minimum Investment | $250,000 |
| Management Fee | 2.00% |
| Performance Fee | 20.00% |
This is a snapshot only. Investors should read the applicable Disclosure/Offering documents to determine suitability.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
Hypothetical growth of $1,000 based on reported monthly returns.
Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
PERFORMANCE SUMMARY
| YEAR | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|
| RETURN | +8.49% | +9.47% | +12.49% | +2.35% |
Maximum Drawdown Since Inception
-13.77%
Past performance is not indicative of future results.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, CRYPTO FUTURES, AND/OR FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS, CRYPTO FUTURES, 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. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES. 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. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.