Week in Review

Since Monday was taken up by fireworks and cookouts for most of us, we have skipped the newsletter this weekend in favor of a week in review blog post. It was a week of rebounding stocks, as the Nasdaq lead the charge with gains of 6.68%. Bonds were not as lucky, with 30 year bonds dropping 3.15% and ten year notes dropping 2.35% off of 6+ month highs. In currencies, the Euro jumped 2.40%, while the U.S. dollar dropped nearly the same amount. Metals saw gains in copper, which jumped 4.54%, while the energy sector saw some of the lowest numbers in the past three months only to close higher. Corn dropped 5.60% to a 3 month low, while wheat closed down 6.44% at an 11 month low. Here’s how the CTAs we track fared during the turbulence:

Program

%

Strategy Type

Bouchard Capital, LLC Short Term Multi Commodity

7.38%

Short-term Systematic
FCI OSS

3.50%

Option
Liberty Funds Group Diversified Option Strategy

3.22%

Option
GT Capital

2.32%

Short-term Systematic
ACE – DCP

2.17%

Option
White River Group Diversified Option Writing

2.11%

Option
FCI CPP

1.55%

Option
Bluenose Capital Management LLC – BNC BI

1.49%

Option
NDX Shadrach

1.47%

Spread Trading
AFB Forty Eighter Gold Options

1.46%

Specialty
ACE – SIPC

1.28%

Option
Futures Truth MS4

1.18%

Systematic Multi-market
Bluenose Capital Management LLC – BNC EI

0.96%

Option
Auctos Capital Management

0.92%

Systematic Multi-market
Dominion Capital Management

0.85%

Short-term Systematic
NDX Abednego

0.71%

Spread Trading
Robinson-Langley Capital Management, LLC Managed Account

0.69%

Systematic Multi-market
Rosetta

0.68%

Spread Trading
Quantum Leap Capital

0.50%

Short-term Systematic
James River Capital Corp. – Navigator

0.39%

Systematic Multi-market
Emil Van Essen, LLC Commodity Only (Low Min)

0.36%

Spread Trading
Emil Van Essen, LLC Combined (Low Min)

0.07%

Spread Trading
Cervino Gold

-0.17%

Specialty
Roe Capital Management – Jefferson

-0.17%

Stock Index
Clarity Capital Management

-0.29%

Option
Cervino Diversified Options

-0.31%

Option
Cervino Diversified 2x

-0.38%

Option
Mesirow Low Volatility

-0.39%

Discretionary
Dighton Capital CTA Ltd (Aggressive Trading Program)

-0.44%

Discretionary
Kottke Associates, LLC Kottke – Willis Enhanced

-0.47%

Systematic Multi-market
Mesirow Absolute Return

-0.54%

Discretionary
HB Capital

-0.63%

Option
Integrated Managed Futures Corp. IMFC Global Investment Program

-0.67%

Systematic Multi-market
Attain Portfolio Advisors – Strategic Diversification Program

-0.74%

Systematic Multi-market
Futures Truth SAM 101

-0.81%

Short-term Systematic
Covenant Capital Management Aggressive

-0.90%

Systematic Multi-market
Blue Fin Capital Pty Ltd Compact Omega

-1.07%

Systematic Multi-market
Roe Capital Management – Monticello Spread

-1.40%

Stock Index
Crescent Bay PSI

-1.55%

Option
Integrated Managed Futures Corp. IMFC Global Concentrated

-1.57%

Systematic Multi-market
2100 Xenon Fixed Income Program:

-1.69%

Short-term Systematic
DMH

-1.70%

Discretionary
2100 Xenon Managed Futures (2x) Program:

-2.25%

Specialty
Clarke Capital Management, Inc. Worldwide

-2.65%

Systematic Multi-market
Accela Capital Management Global Diversified

-2.82%

Systematic Multi-market
Crescent Bay BVP

-3.18%

Option
Global AG

-3.29%

Discretionary
Accela Capital Management Global Short Term

-3.53%

Short-term Systematic
Clarke Capital Management, Inc. Global Basic

-3.61%

Systematic Multi-market
Hoffman Asset Management, INC. Managed Account

-4.42%

Systematic Multi-market
Paskewitz

-4.76%

Stock Index
Clarke Capital Management, Inc. Global Magnum

-6.78%

Systematic Multi-market

DISCLAIMER

Forex trading, commodity trading, managed futures, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors.

The entries on this blog are intended to further subscribers understanding, education, and – at times- enjoyment of the world of alternative investments through managed futures, trading systems, and managed forex.

The mention of asset class performance is based on the noted source index (i.e. Newedge CTA Index, S&P 500 Index, etc.) , and investors should take care to understand that any index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship and self reporting biases, and instant history.

Unless distinctly noted otherwise, the data and graphs included herein are intended to be mere examples and exhibits of the topic discussed, are for educational and illustrative purposes only, and do not represent trading in actual accounts.

Managed Futures:

Past Performance is Not Necessarily Indicative of Future Results. The regulations of the CFTC require that prospective clients of a managed futures program (CTA) receive a disclosure document when they are solicited to enter into an agreement whereby the CTA will direct or guide the client’s commodity interest trading and that certain risk factors be highlighted. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA.

Copyright © 2011 Attain Capital Management, LLC. All rights reserved.

ATTAIN CAPITAL MANAGEMENT, LLC.

1 E. Wacker Dr., 30th Floor, Chicago, IL 60601

800.311.1145 (toll free) | 312.604.0926 (d) | 312.604.0927 (f)

www.AttainCapital.com

This communication is intended for informational purposes only. It is not intended as investment advice, or an offer or solicitation for the purchase or sale of any financial instrument. No market data or other information is warranted by Attain Capital Management as to completeness or accuracy, express or implied, and is subject to change without notice. Any comments or statements made herein do not necessarily reflect those of Attain Capital Management, or their respective subsidiaries, affiliates, officers or employees.


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Disclaimer
The performance data displayed herein is compiled from various sources, including BarclayHedge, RCM's own estimates of performance based on account managed by advisors on its books, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.

Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history.

Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers within this website include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.

Investors interested in investing with a managed futures program (excepting those programs which are offered exclusively to qualified eligible persons as that term is defined by CFTC regulation 4.7) will be required to receive and sign off on a disclosure document in compliance with certain CFT rules The disclosure documents contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA, as well as the composite performance of accounts under the CTA's management over at least the most recent five years. Investor interested in investing in any of the programs on this website are urged to carefully read these disclosure documents, including, but not limited to the performance information, before investing in any such programs.

Those investors who are qualified eligible persons as that term is defined by CFTC regulation 4.7 and interested in investing in a program exempt from having to provide a disclosure document and considered by the regulations to be sophisticated enough to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.

RCM receives a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on an account's assets. The listed manager may also pay RCM a portion of the fees they receive from accounts introduced to them by RCM.

See the full terms of use and risk disclaimer here.

Disclaimer
The performance data displayed herein is compiled from various sources, including BarclayHedge, RCM's own estimates of performance based on account managed by advisors on its books, and reports directly from the advisors. These performance figures should not be relied on independent of the individual advisor's disclosure document, which has important information regarding the method of calculation used, whether or not the performance includes proprietary results, and other important footnotes on the advisor's track record.

Benchmark index performance is for the constituents of that index only, and does not represent the entire universe of possible investments within that asset class. And further, that there can be limitations and biases to indices such as survivorship, self reporting, and instant history.

Managed futures accounts can subject to substantial charges for management and advisory fees. The numbers within this website include all such fees, but it may be necessary for those accounts that are subject to these charges to make substantial trading profits in the future to avoid depletion or exhaustion of their assets.

Investors interested in investing with a managed futures program (excepting those programs which are offered exclusively to qualified eligible persons as that term is defined by CFTC regulation 4.7) will be required to receive and sign off on a disclosure document in compliance with certain CFT rules The disclosure documents contains a complete description of the principal risk factors and each fee to be charged to your account by the CTA, as well as the composite performance of accounts under the CTA's management over at least the most recent five years. Investor interested in investing in any of the programs on this website are urged to carefully read these disclosure documents, including, but not limited to the performance information, before investing in any such programs.

Those investors who are qualified eligible persons as that term is defined by CFTC regulation 4.7 and interested in investing in a program exempt from having to provide a disclosure document and considered by the regulations to be sophisticated enough to understand the risks and be able to interpret the accuracy and completeness of any performance information on their own.

RCM receives a portion of the commodity brokerage commissions you pay in connection with your futures trading and/or a portion of the interest income (if any) earned on an account's assets. The listed manager may also pay RCM a portion of the fees they receive from accounts introduced to them by RCM.

See the full terms of use and risk disclaimer here.