Paragon Global Markets
Katonah Eve LLC
Enigma CME
S to M-Term / Systematic / Disc. Overlay | L/S High Frequency Algorithm / CME BTC F
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Month Performance
+10.11%
Aug 2026
YTD Return
+10.04%
Through Aug 2026
AUM
$1,000,000
Assets Under Management
Overview
The core investment strategy, "Enigma CME", uses a proprietary long-short, high-frequency algorithm that operates on 15-to-120-minute timeseries. With a new prediction every minute, the proprietary, fully autonomous, algorithmic system quantifies tens of thousands of signals per day to build positions and generate long-term alpha. The system originated within perpetual cash crypto markets and has been modified to trade the CME BTC Futures contract. The teams machine learning research and development ethos is to constantly evolve via the origination, training, and validation of new and complimentary models.
Program Details
| Inception Date | Feb 2024 |
| Trading Style | L/S High Frequency Algorithm / CME BTC F |
| Holding Period | Short Term |
| Markets Traded | N/A |
| Margin | 0.00% |
| Minimum Investment | $1,000,000 |
| Management Fee | 1.00% |
| 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 | +5.85% | +37.26% | N/A | N/A |
Maximum Drawdown Since Inception
-13.67%
Past performance is not indicative of future results.
All Enigma CME returns are net of trading fees, monthly 1% management fee and quarterly 20% incentive fee.
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.