Paragon Global Markets
Orbits Venture Inc
Risk Sigma Program No. 2
Option Writer / S-Term / S&P | Option Trading, Pattern Recognition, Hedging & Technical
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Month Performance
+1.27%
Sep 2026
YTD Return
+8.95%
Through Sep 2026
AUM
$5,377,000
Assets Under Management
Overview
Risk Sigma is a short term mean reversion trading program focused on S&P 500 Futures and Options. It has average 5~10 days holding period. Shorter trading time frame and higher turnover seeks to reduce program volatility exposure and draw downs. Our strategy is generated by rigorous mathematical and quantitative models without having doctrinaire perspective favoring any prescribed textbook investing or trading methodology. Following the ebb and flow of market actions, we not only look at absolute returns but also focus on risk adjusted returns. Risk Sigma is available through managed accounts and offers daily transparency. We trade liquid product and can offer weekly liquidity. The program's goal is to maintain a Sharpe Ratio of high 2. The design of Risk Sigma is not keyed or correlated with other major indices such as S&P500, and thus offers great diversification value to investors.
Program Details
| Inception Date | Mar 2015 |
| Trading Style | Option Trading, Pattern Recognition, Hedging & Technical |
| Holding Period | Short Term |
| Markets Traded | Stock Indices |
| Margin | 35% |
| Minimum Investment | $125,000 |
| 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 | +5.11% | +7.03% | +11.95% | +9.40% |
Maximum Drawdown Since Inception
-17.96%
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.