Stock Index Trader Index For October 2012

Monthly Rankings

Rank CTA/Program Oct 2012 Min Inv Inception
43 QQFund.com
Investment Program 1
-13.13 300k 9/1/2008
42 UNISystems Research Inc.
Wall Street Program
-5.09 20k 8/1/2011
41 Quantis Asset Management
Intraday Futures
-3.80 250k 1/1/2010
40 Soaring Pelican, LLC
Diversified S&P Program
-3.39 100k 1/1/2011
39 Bifrost Quest Capital LLC
IndexQuest (Client)
-3.39 500k 11/1/2011
38 Huygens Capital LLC
Navigator
-2.05 1,000k 2/1/2012
37 Goldman Management, Inc
Stock Index Futures
-1.40 450k 1/1/2012
36 Pacific Capital Advisors
Vanguard Program
-0.82 100k 4/1/2007
35 Blake Capital Management, Inc.
SRD Short Equities
-0.36 100k 1/1/2011
34 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-0.32 25k 4/1/2010
33 Witter & Lester, Inc.
Redstone
-0.14 500k 9/1/1994
32 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.12 100k 1/1/1999
31 Systematic Alpha Management
Systematic Alpha Futures Program
0.08 100k 6/1/2004
30 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
0.09 350k 8/1/2011
29 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.22 10,000k 4/1/2003
28 HiProb Trading Technology LLC
HiProb-I
0.50 5,000k 7/1/2008
27 Esulep LLC MAX
Esulep LLC MAX
0.79 500k 5/1/2008
26 Witter & Lester, Inc.
Stock Index Futures Trading Program
0.87 400k 1/1/1988
25 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
1.07 250k 10/1/2009
24 Global Sigma Group, LLC
Global Sigma Plus
1.44 3,000k 11/1/2009
23 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.52 500k 12/1/2003
22 Bluenose Capital Management, LLC
BNC BI
1.66 30k 10/1/2008
21 Warrington Asset Management
Warrington Strategic Program
1.66 50k 1/1/1997
20 Diamond Capital Management
Enhanced S&P Program
1.79 100k 10/1/2009
19 Cauldron Investments, LLC
Stock Index Plus
1.80 1,000k 10/1/2009
18 Diamond Peak Capital LLC
Northstar (2x) program
1.95 250k 10/1/2008
17 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.01 1,000k 1/1/2006
16 White River Group
Stock Index Option Writing Strategy
2.04 10k 11/1/2008
15 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.12 200k 1/1/2007
14 Turning Wheel Capital, Inc.
Pure Alpha
2.26 10,000k 1/1/2012
13 Bluenose Capital Management, LLC
BNC EI
2.30 15k 7/1/2010
12 Double Helix Capital Management
Double Helix
2.32 50k 1/1/2012
11 LJM Partners
LJM Preservation & Growth Strategy
2.64 250k 5/1/2006
10 Vantage Capital Management
VCM Growth Program
2.80 100k 1/1/2011
9 Arcanum Asset Management
Equity Index Option Program (Prop)
2.93 500k 7/1/2006
8 ALFAKRAFT
ALFA Rubicon Fund
3.11 16k 8/1/2011
7 Pinstripe Trading, LLC
Standard
3.52 125k 8/1/2009
6 Camkay Capital Management LLC
Stock Indices Short-Term
3.76 100k 3/1/2012
5 LJM Partners
LJM Moderately Aggressive Strategy
3.79 500k 4/1/2003
4 ITB Capital Advisors LLC
ITB Time Value Trading Program
4.13 5,000k 1/1/2009
3 LJM Partners
LJM Aggressive Strategy
4.62 500k 7/1/1998
2 Quantis Asset Management
Ulysses Futures
4.97 1,000k 7/1/2009
1 Ansbacher Investment Management
Market Neutral Put Skew Program
6.95 250k 1/1/1996

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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