| 2021 | MCS & FXC |
Option ratios too expensive, trade frequency too high, dismal performance |
| 2021 | M-SSDE – I-SSDE | Option order execution issues were impacting performance |
| 2020 | SP-CD | Risk Tolerance Hit |
| 2020 | GC-CD | Poor Performance |
| 2020 | GCM | Poor Performance |
| 2019 | WFX-NC | Risk Tolerance Hit |
| 2017 | JPY MR | Flat Performance |
| 2016 | None | |
| 2015 | None | |
| 2014 | None | |
| 2013 | Commodex | Drawdowns are too frequent and brutal |
| 2012 | None | |
| 2011 | JWH F & M | Full Story |
| 2010 | None | |
| 2009 | None |
