Statistical Analysis Report

Agility Trading LLC - Equity Overlay Strategy

Trading Strategy: Pattern Recognition / Diversified

Investment Restrictions: 4.7 Exempt QEPs Only

Performance Since January 2021 | Track Record Compiled By: Futures Accounting & Compliance

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2026	3.29%	-3.38%	5.42%	–	–	–	–	–	–	–	–	–	5.21%	-3.38%
2025	2.95%	1.01%	-3.14%	-0.37%	0.03%	0.00%	0.00%	0.00%	3.46%	2.22%	-2.48%	-2.84%	0.59%	-5.25%
2024	-0.21%	4.26%	0.83%	-1.90%	2.51%	3.17%	4.20%	4.67%	0.65%	-1.98%	1.99%	-2.41%	16.57%	-2.44%
2023	-2.63%	6.77%	-7.50%	0.68%	5.57%	1.74%	-3.20%	-2.67%	0.37%	-3.55%	9.10%	6.27%	9.97%	-8.79%
2022	-0.34%	-6.44%	10.10%	-1.73%	-4.60%	-4.44%	3.37%	-0.22%	5.14%	-2.12%	1.48%	-0.90%	-1.83%	-10.41%
2021	-3.09%	8.26%	4.36%	4.80%	-2.54%	1.34%	0.35%	1.49%	-4.04%	7.14%	-1.60%	0.85%	17.76%	-4.04%

Program Description: Agility Trading Equity Overlay Strategy utilizes a systematic short-term probability-based pattern recognition early breakout strategy to generate trades that have historically generated a return stream of positive performance with a unique and significant negative correlation distribution to equity returns blended in with a passive buy and hold strategy on equity index futures contracts.

Program Statistics
Peak-to-Valley Drawdown (2)	-10.41%
From Mar 2022 to Jun 2022
Worst Month (Mar 2023)	-7.50%
Current Losing Streak	-0.32%
Average Monthly Return	1.43%

Annualized Performance
Compound ROR (1)	17.5%
Standard Deviation	14.09%
Sharpe Ratio	1.19
Sterling Ratio	0.76
Calmar Ratio (3)	1.38

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.

2004 - 2026 Autumngold.com for Paragon Global Markets, LLC
14 Wall Street - Suite 1625 | New York, NY 10005 | Office: 212-590-1900
E-mail info@paragonglobalmarkets.com | Web Address http://www.paragonglobalmarkets.com

Investment Information

Program Start Date	May-2019
Currency Denomination	US Dollars
Minimum Investment	$3,000,000
Management Fee	2.00%
Incentive Fee	20.00%
Round Turns per Million	1,400
NFA No:	#0536497

Trading Methodology

100% Systematic

Trading Style

100% Probabillity Based /Pattern Recognition

Market Segment

37% Stock Indices
11% Currencies
26% Financials
11% Metals
8% Energies
7% Agriculturals

Statistical Comparisons	Agility Trading Equity Overlay Strategy	AutumnGold AG CTA Index	S&P 500 SP 500 TR

Annualized Compound ROR (1)	8.95%	5.03%	12.74%
Cumulative Return	56.83%	28.84%	87.69%
Cumulative VAMI(7)	1,568	1,288	1,877
Best Monthly Return	10.10%	2.99%	9.22%
Worst Monthly Return	-7.50%	-1.18%	-9.21%
Annual Standard Deviation	13.09%	3.15%	15.01%
Profit Loss Ratio	1.70	3.60	1.84
Correlation	—	0.41	0.36
Last Month	5.42%	2.00%	-4.98%
Last 12 Months	5.07%	7.87%	17.80%
Last 24 Months	17.59%	10.15%	27.54%
Last 36 Months	41.06%	16.71%	65.64%

Growth of $1,000 VAMI Comparison

An Important Note on the Start Date and End Date of this Report
If the Start Date of this Report Predates the Inception of the Program, the Maximum Drawdown from Inception may be larger than indicated in this report. Performance Results reported or amended subsequent to Saturday April 4, 2026 are not reflected in this Report. Monthly ROR and drawdowns are based on end-of-month values and do not reflect intramonth volatility.

Historical Drawdowns and Recoveries
The drawdown begins in the month listed as "start." Length is in months. Recovery begins the following month and ends when full recovery is reached.

Statistical Footnotes
1) The Annualized Compounded Rate of Return (ACROR) represents the compounded rate of return for each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. It smooths out the returns by assuming a constant growth.
2) Peak to Valley Drawdown = worst % loss between Jan-2021 and Mar-2026
3) Calmar Ratio uses the last 36 months of data.

Benchmark Descriptions

AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index.

SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends.

This report was prepared from trader-provided information and is believed to be reliable. It should be read alongside each Trader’s Disclosure Document or Fund Offering Document.