Stock Index Trader Index For October 2011 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Oct 2011 Min Inv Inception 37 HiProb Trading Technology LLC HiProb-I -6.70 5,000k 7/1/2008 36 Bluenose Capital Management, LLC BNC EI -4.09 15k 7/1/2010 35 Kinkopf Capital Management KCM S&P (Proprietary) -3.39 100k 1/1/1999 34 Warrington Asset Management Warrington Strategic Program -0.55 50k 1/1/1997 33 Blake Capital Management, Inc. SRD Short Equities -0.29 100k 1/1/2011 32 QQFund.com QQFund.com Alpha Beta Program -0.18 100k 9/1/2008 31 Pinstripe Trading, LLC Standard -0.14 125k 8/1/2009 30 Pacific Capital Advisors Vanguard Program -0.11 100k 4/1/2007 29 Strategic Capital Advisors LLC Contrarian 500 -0.08 500k 12/1/2003 28 Vantage Capital Management VCM Growth Program 0.02 100k 1/1/2011 27 Systematic Alpha Management Systematic Alpha Futures Program 0.20 100k 6/1/2004 26 ALFAKRAFT ALFA Rubicon Fund 0.21 16k 8/1/2011 25 Esulep LLC MAX Esulep LLC MAX 0.66 500k 5/1/2008 24 Quantis Asset Management Ulysses Futures 0.75 1,000k 7/1/2009 23 Witter & Lester, Inc. Redstone 1.03 500k 9/1/1994 22 LJM Partners LJM Preservation & Growth Strategy 1.20 250k 5/1/2006 21 Quantmetrics Capital Management LLP Premier 12V Strategy 1.45 10,000k 4/1/2003 20 Madison Park Capital Partners, LLC MPCP Sentiment Trading Fund 1.57 350k 8/1/2011 19 Witter & Lester, Inc. Stock Index Futures Trading Program 1.57 400k 1/1/1988 18 Global Sigma Group, LLC AGSF 1.65 3,000k 4/1/2013 17 Quantis Asset Management Intraday Futures 2.13 250k 1/1/2010 16 LJM Partners LJM Moderately Aggressive Strategy 2.36 500k 4/1/2003 15 ITB Capital Management, LLC ITB Premium Fund I, LTD 2.81 1,000k 1/1/2006 14 ITB Capital Management, LLC ITB Capital Income Fund I, LTD 2.93 200k 1/1/2007 13 Bluenose Capital Management, LLC BNC BI 3.09 30k 10/1/2008 12 LJM Partners LJM Aggressive Strategy 3.48 500k 7/1/1998 11 Soaring Pelican, LLC Diversified S&P Program 3.91 100k 1/1/2011 10 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 3.94 250k 10/1/2009 9 UNISystems Research Inc. Wall Street Program 4.81 20k 8/1/2011 8 Diamond Capital Management Enhanced S&P Program 5.71 100k 10/1/2009 7 Cauldron Investments, LLC Stock Index Plus 5.88 1,000k 10/1/2009 6 Diamond Peak Capital LLC Northstar (2x) program 5.97 250k 10/1/2008 5 Ansbacher Investment Management Market Neutral Put Skew Program 7.45 250k 1/1/1996 4 White River Group Stock Index Option Writing Strategy 8.02 10k 11/1/2008 3 ITB Capital Advisors LLC ITB Time Value Trading Program 8.94 5,000k 1/1/2009 2 T2 ASSOCIATES, INC. T2 Associates Contrary #1 Pool 9.22 25k 4/1/2010 1 Arcanum Asset Management Equity Index Option Program (Prop) 9.67 500k 7/1/2006 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.