Option Strategy Index For February 2019

Monthly Rankings

Rank CTA/Program Feb 2019 Min Inv Inception
16 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-2.52 100k 5/1/2017
16 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-2.52 100k 5/1/2017
16 Orion Capital Advisors
Orion Beta Opportunity Strategy (Client)
-2.52 100k 5/1/2017
14 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.54 100k 10/1/2016
15 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.54 100k 10/1/2016
15 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.54 100k 10/1/2016
15 JTM Capital Management LLC
JTM Absolute Return Strategy
-0.54 100k 10/1/2016
13 Carbide Capital Inc.
Carbide Hedge Progam
-0.36 1,000k 9/1/2016
14 Carbide Capital Inc.
Carbide Hedge Progam
-0.36 1,000k 9/1/2016
14 Carbide Capital Inc.
Carbide Hedge Progam
-0.36 1,000k 9/1/2016
14 Carbide Capital Inc.
Carbide Hedge Progam
-0.36 1,000k 9/1/2016
12 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.28 100k 5/1/2015
13 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.28 100k 5/1/2015
13 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.28 100k 5/1/2015
13 Gregory P Asset Management LLC
Low Volatility Income Strategy
-0.28 100k 5/1/2015
11 Warrington Asset Management
Warrington Strategic Program
-0.27 50k 1/1/1997
12 Warrington Asset Management
Warrington Strategic Program
-0.27 50k 1/1/1997
12 Warrington Asset Management
Warrington Strategic Program
-0.27 50k 1/1/1997
12 Warrington Asset Management
Warrington Strategic Program
-0.27 50k 1/1/1997
8 Bluenose Capital Management, LLC
BNC EI
0.00 15k 7/1/2010
7 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
11 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
11 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
11 Trading Study
SPK – E-Mini S&P 500 Option
0.00 15k 10/1/2009
9 Bluenose Capital Management, LLC
BNC BI
0.00 30k 10/1/2008
10 Bluenose Capital Management, LLC
BNC CL
0.00 15k 12/1/2013
6 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
10 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
10 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
10 Global Sigma Group, LLC
Global Sigma BondVOL LP
0.15 1,000k 4/1/2015
9 Archsight Capital Partners LLC
Prometheus Trading Program
0.26 100k 10/1/2015
9 Archsight Capital Partners LLC
Prometheus Trading Program
0.26 100k 10/1/2015
9 Archsight Capital Partners LLC
Prometheus Trading Program
0.26 100k 10/1/2015
5 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
8 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
8 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
8 Warrington Asset Management
Tactical Program Client
0.38 500k 2/1/2015
4 Carbide Capital Inc.
Carbide Absolute Return Program
0.55 200k 9/1/2014
7 Carbide Capital Inc.
Carbide Absolute Return Program
0.55 200k 9/1/2014
7 Carbide Capital Inc.
Carbide Absolute Return Program
0.55 200k 9/1/2014
7 Carbide Capital Inc.
Carbide Absolute Return Program
0.55 200k 9/1/2014
3 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.63 50k 10/1/2011
6 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.63 50k 10/1/2011
6 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.63 50k 10/1/2011
6 Blackheath Fund Management Inc.
Blackheath Tactical FI Strategy
0.63 50k 10/1/2011
2 Tianyou Asset Management, LLC
Tianyou Fund LP
1.01 100k 10/1/2012
5 Tianyou Asset Management, LLC
Tianyou Fund LP
1.01 100k 10/1/2012
5 Tianyou Asset Management, LLC
Tianyou Fund LP
1.01 100k 10/1/2012
5 Tianyou Asset Management, LLC
Tianyou Fund LP
1.01 100k 10/1/2012
4 Bluenose Capital Management, LLC
BNC EI
1.17 15k 7/1/2010
4 Bluenose Capital Management, LLC
BNC EI
1.17 15k 7/1/2010
4 Bluenose Capital Management, LLC
BNC EI
1.17 15k 7/1/2010
3 Bluenose Capital Management, LLC
BNC CL
1.39 15k 12/1/2013
3 Bluenose Capital Management, LLC
BNC CL
1.39 15k 12/1/2013
3 Bluenose Capital Management, LLC
BNC CL
1.39 15k 12/1/2013
1 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
2 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
2 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
2 Buckingham Global Advisors, LLC
Weekly Emini Program
1.75 200k 3/1/2015
1 Bluenose Capital Management, LLC
BNC BI
2.10 30k 10/1/2008
1 Bluenose Capital Management, LLC
BNC BI
2.10 30k 10/1/2008
1 Bluenose Capital Management, LLC
BNC BI
2.10 30k 10/1/2008

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.

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