Global Advanced Futures and Spread Program (QEP)
The Global Advanced Futures and Spread (“GAFS”) program, develops a risk-adjusted balanced portfolio of calendar spreads, relative value strategies, and outright futures. Non-correlated alpha is generated by a Quantmental Investment Process seeking to analyze and exploit inefficiencies of the term structure. These inefficiencies could be created by changes in the cost of carry, commodity index roll, extreme price deviations, hedging pressure, weather, price mean reversion, and seasonal patterns.
Sigma Advanced Capital Management has contracted a third party (Michael Conglianese CPA, P.C Alternative Investment Accountants) to calculate historical performance on this program from February 2016 to December 2017 and Sudrania LLC to calculate performance from January 2018 moving forward. The Advisor began managing accounts in January 2019. Prior to that date, the performance shown is the performance of the principal of the Advisor, Carlos Arcila Barrera, doing business as Sigma Advanced Capital Management, acting in his individual capacity. The historical returns presented represent the performance as calculated by Michael Conglianese CPA, P.C.(Feb 2016 - Dec 2017) and Sudrania LLC (Jan 2018 - Actual)