Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'Trend Following'

State of Trend Following in March

April 5th, 2019 · No Comments · the State of Trend Following, Trend Following

  Slightly negative result for the State of Trend Following last month, leaving the YTD number in slight positive territory. Please check below for more details.

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Trend Following Wizards – February

March 29th, 2019 · No Comments · Trend Following, Trend Following Wizards

A late report, waiting for some funds to report, but here it is. February was positive overall but not enough to yield a positive 2019 YTD. Note that Beach Horizon is now Wimmer Horizon (still listed as #5 in the table below for now). You can read more about the change on their website, linked […]

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State of Trend Following in February

March 13th, 2019 · No Comments · the State of Trend Following, Trend Following

  A fairly late and flat report for our State of Trend Following Index. Not the greatest start of the year. Please check below for more details.

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Trend Following Wizards – January 2019

February 22nd, 2019 · No Comments · Trend Following, Trend Following Wizards

Negative start of the year for the Trend Following Wizards. Below are the full results as of end January 2019:

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State of Trend Following in January

February 18th, 2019 · No Comments · the State of Trend Following, Trend Following

  Not the greatest start of the year for the Trend of Following report, including a delay on my part publishing it. Please check below for more details.

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Trend Following Wizards – December 2018

January 29th, 2019 · No Comments · Trend Following, Trend Following Wizards

A late report to close the year 2018 in the red. I was awaiting for a couple of funds that have not reported yet. December marked a small positive uptick that did not stop the yearly performance to be clearly negative. Below are the full results as of end December 2018:

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State of Trend Following in December

January 4th, 2019 · No Comments · the State of Trend Following, Trend Following

  The State of Trend Following Index closes the year on a strong month and a positive 2018. Please check below for more details.

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Trend Following Wizards – November

December 27th, 2018 · No Comments · Trend Following, Trend Following Wizards

Slightly positive month for the Trend Following Wizards index, but with the YTD number clearly in the red. This month sees a couple changes in the Trend Following Wizards constituents. A few funds were removed, mostly because they stopped trading / reporting. Altruid Systems was added to the list. A couple of funds also didn’t […]

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State of Trend Following in November

December 6th, 2018 · No Comments · the State of Trend Following, Trend Following

  A positive November brings the State of Trend Following in the black for the year. One more month to go. Please check below for more details.

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Trend Following Wizards – October 2018

November 20th, 2018 · No Comments · Trend Following, Trend Following Wizards

Latest Results (October 2018) Pretty clearly negative set of results for the Wizards last month, with a few results missing/funds not having reported yet. Below are the full results as of end October 2018:

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State of Trend Following in October

November 8th, 2018 · No Comments · the State of Trend Following, Trend Following

  A negative October for the State of Trend Following, which sends the YTD performance just in the red. Please check below for more details.

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Trend Following Wizards – September

October 24th, 2018 · No Comments · Trend Following, Trend Following Wizards

A fairly negative month of September for the Wizards, with the 2018 performance so far just negative. Below are the full results as of end September 2018:

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State of Trend Following in September

October 12th, 2018 · No Comments · the State of Trend Following, Trend Following

  Negative month for the State of Trend Following, closing the YTD performance just above break-even. Please check below for more details.

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Trend Following Wizards – August

September 20th, 2018 · Comments Off on Trend Following Wizards – August · Trend Following, Trend Following Wizards

The last month of Summer was quite positive across the board for the Wizards, bringing the YTD performance close to break-even. Below are the full results as of end August 2018:

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State of Trend Following in August

September 17th, 2018 · No Comments · the State of Trend Following, Trend Following

  A late edition of the State of Trend Following report, showing a strong return for August and a YTD figure back in the black. Please check below for more details.

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Trend Following Wizards – July

August 20th, 2018 · No Comments · Trend Following, Trend Following Wizards

A slight negative month for the Wizards in July, leaving 2018 in slight negative mode also. Below are the full results as of end July 2018:

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State of Trend Following in July

August 6th, 2018 · No Comments · the State of Trend Following, Trend Following

  Slightly positive month for the State of Trend Following, with the YTD slightly negative. Please check below for more details.

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Trend Following Wizards – June

July 27th, 2018 · No Comments · Trend Following, Trend Following Wizards

Slightly negative month for Wizards last June, who close the year-half in negative territory. Below are the full results as of end June 2018:

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State of Trend Following in June

July 9th, 2018 · No Comments · the State of Trend Following, Trend Following

  Slight positive uptick in the State of Trend Following Performance report last month, leaving the YTD performance in negative territory at half-time. Please check below for more details.

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Trend Following Wizards – May

June 22nd, 2018 · No Comments · Trend Following, Trend Following Wizards

Negative month for the Wizards for a mildly negative YTD so far. Below are the full results as of end May 2018:

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