Stock Index Trader Index For July 2012

Monthly Rankings

Rank CTA/Program Jul 2012 Min Inv Inception
43 Soaring Pelican, LLC
Diversified S&P Program
-6.49 100k 1/1/2011
42 Ansbacher Investment Management
Market Neutral Put Skew Program
-3.12 250k 1/1/1996
41 Vantage Capital Management
VCM Growth Program
-2.11 100k 1/1/2011
40 White River Group
Stock Index Option Writing Strategy
-1.94 10k 11/1/2008
39 Bluenose Capital Management, LLC
BNC EI
-1.67 15k 7/1/2010
38 T2 ASSOCIATES, INC.
T2 Associates Contrary #1 Pool
-1.64 25k 4/1/2010
37 Quantis Asset Management
Intraday Futures
-1.51 250k 1/1/2010
36 Systematic Alpha Management
Systematic Alpha Futures Program
-1.49 100k 6/1/2004
35 Huygens Capital LLC
Navigator
-1.45 1,000k 2/1/2012
34 LJM Partners
LJM Preservation & Growth Strategy
-1.39 250k 5/1/2006
33 LJM Partners
LJM Aggressive Strategy
-0.94 500k 7/1/1998
32 LJM Partners
LJM Moderately Aggressive Strategy
-0.71 500k 4/1/2003
31 ITB Capital Advisors LLC
ITB Time Value Trading Program
-0.61 5,000k 1/1/2009
30 Pacific Capital Advisors
Vanguard Program
-0.49 100k 4/1/2007
29 Global Sigma Group, LLC
Global Sigma Plus
-0.43 3,000k 11/1/2009
28 Quantmetrics Capital Management LLP
Premier 12V Strategy
-0.19 10,000k 4/1/2003
27 Blake Capital Management, Inc.
SRD Short Equities
-0.13 100k 1/1/2011
26 Witter & Lester, Inc.
Redstone
0.07 500k 9/1/1994
25 Warrington Asset Management
Warrington Strategic Program
0.22 50k 1/1/1997
24 Goldman Management, Inc
Stock Index Futures
0.30 450k 1/1/2012
23 Diamond Capital Management
Enhanced S&P Program
0.38 100k 10/1/2009
22 Cauldron Investments, LLC
Stock Index Plus
0.39 1,000k 10/1/2009
21 Esulep LLC MAX
Esulep LLC MAX
0.40 500k 5/1/2008
20 Diamond Peak Capital LLC
Northstar (2x) program
0.57 250k 10/1/2008
19 HiProb Trading Technology LLC
HiProb-I
0.60 5,000k 7/1/2008
18 Double Helix Capital Management
Double Helix
1.13 50k 1/1/2012
17 Turning Wheel Capital, Inc.
Pure Alpha
1.15 10,000k 1/1/2012
16 Witter & Lester, Inc.
Stock Index Futures Trading Program
1.44 400k 1/1/1988
15 Madison Park Capital Partners, LLC
MPCP Sentiment Trading Fund
1.49 350k 8/1/2011
14 Bluenose Capital Management, LLC
BNC BI
1.67 30k 10/1/2008
13 Bifrost Quest Capital LLC
IndexQuest (Client)
1.68 500k 11/1/2011
12 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
1.80 500k 12/1/2003
11 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.00 200k 1/1/2007
10 UNISystems Research Inc.
Wall Street Program
2.01 20k 8/1/2011
9 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.22 1,000k 1/1/2006
8 QQFund.com
Investment Program 1
2.54 300k 9/1/2008
7 Arcanum Asset Management
Equity Index Option Program (Prop)
3.00 500k 7/1/2006
6 ALFAKRAFT
ALFA Rubicon Fund
4.59 16k 8/1/2011
5 SinoPac Asset Management
SinoPac Multi Strategy Quant Fund
4.70 250k 10/1/2009
4 Camkay Capital Management LLC
Stock Indices Short-Term
4.78 100k 3/1/2012
3 Quantis Asset Management
Ulysses Futures
4.89 1,000k 7/1/2009
2 Pinstripe Trading, LLC
Standard
5.87 125k 8/1/2009
1 Kinkopf Capital Management
KCM S&P (Proprietary)
16.61 100k 1/1/1999

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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