AutumnGold CTA Index Advances in May by +3.75%
AutumnGold's Index of Commodity Trading Advisors indicates a strong return in May for managed futures traders.
2009 YTD return is up +2.19%. This follows a 2007 return of up +13.38% and a 2008 return of up +21.42%.
AutumnGold’s most recent CTA additions include Cypress Capital Mgt, LLC and Ronald J. Lafferty.
The Cypress Classic Program returned +1.74% in May and is managing over $10, 000,000. The program utilizes a discretionary technical/fundamental trading strategy developed by Mr. Brooks Brown. The strategy incorporates classical technical analysis with various indicators and chart types to seek out high risk/reward opportunities while employing strict risk management parameters. Mr. Brown incorporates a degree of fundamental thinking into his discretionary strategy as well. The objective is to trade the momentum of the small to medium term trends found within the longer-term trends.. Mr. Brown focuses on the agriculture, meat, softs, and metals markets.
Ronald Lafferty’s One Tree Portfolio returned -0.54% in May and is positive 1.33% for 2009. It is a combination of three systematic trading strategies, each viewing the S&P 500 in a different way and with a different time horizon. By combining the three systems, he trades around a medium-term bias using two short-term strategies. The aim is to consistently deliver equity returns that are superior to the S&P 500 index with reduced volatility. System weightings in the One Tree Portfolio can be adjusted to match the individual investor's comfort.
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