If you´re in performance trouble with a CTA program, just close the old one, start a new one. Good, old practice that hedge fund managers apply, too.
Mark, It's pretty obvious you didn't look at the link. The results I linked isn't for a single manager. It's Autumn Gold's "index" - weighted average of ALL option writing CTAs. Good input from the others. Had no idea of Autumn Gold's reputation/professionalism, but I guess this thread pretty much covers it. I also assumed Barclay Hedge, another CTA ranking database, was some how associated with Barclays PLC... and it's not, either.
To save you some future Googling, http://www.apple.com/ != http://tr.im/DVpP http://www.usctrojans.com/ != http:/trojancondoms.com & etc