Double Helix Capital Management Need help with terms? United States Type: Commodity Trading Advisor (CTA) Registrations: NFA ID: 0271551 Program Past 12 Months Feb YTD CAROR WDD AUM Min Inv Visits Double Helix -0.35 -0.14 6.64 -13.49 $ 13.6M $ 25k 13329 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. CTA Introduction DOUBLE HELIX is a fully mechanical, computerized option selling system. It consists of two independent but intertwined programs. Only S & P 500 futures and options on futures contracts both full size and mini, may be traded. The first program produces trade recommendations every four to six days. The second programs monitors a variety of inputs such as implied volatility, options skew, moving averages, and trade performance. Based on these inputs, the current market will receive a "market score" at the end of each day. If the "market score" is below a specific threshold on the day of a new trade suggestion, the trade is not taken. This may allow the system to sidestep large market declines.