Stock Index Trader Index For October 2011

Monthly Rankings

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
Investment Program 1
-0.18 300k 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 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-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
Global Sigma Plus
1.65 3,000k 11/1/2009
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.

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