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

Trend Following Wizards – January 2012

February 20th, 2012 · 1 Comment · Trend Following, Trend Following Wizards

It took a bit longer than expected to retrieve the performance updates for the Trend Following Wizards (all bar one) for this first report of 2012; but here it is. I am also reviewing its contents and will likely make adjustments to the list in 2012, so that it resembles more a “legendary traders’ league” [...]

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Trend Following Wizards – December 2011

January 18th, 2012 · 1 Comment · Trend Following, Trend Following Wizards

This report closes the year 2011 for the Trend Following Wizards, which ended up – not so surprisingly – on the negative side. The performance for December was virtually nil, leaving the composite index at -7.5% for the year. Apart from a handful of managers, most funds were in the red for 2011. Interestingly, the [...]

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Trend Following Wizards – November 2011

December 19th, 2011 · 3 Comments · Trend Following, Trend Following Wizards

Last report before the year comes to a close, and it seems that 2011 will end in the red for the Wizards. November was marginally positive, leaving the YTD result well anchored in negative territory. Please find the detailed results below:

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Trend Following Wizards – October

November 17th, 2011 · 22 Comments · Trend Following, Trend Following Wizards

A strong negative return for the month, taking the average YTD return further in the red – with a few funds now in negative double-digit territory. Not a good October for the Trend Following Wizards. The old adage “Sell in May and go away [, stay away till St. Leger Day]” rings true for Trend [...]

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Trend Following Wizards in September ’11

October 18th, 2011 · 6 Comments · Trend Following, Trend Following Wizards

Here is another Trend Following Wizard report, which comes with some volatility again – mostly on the down side. The average return for September is -1.31%, with the YTD reading about equal at -1.54%. Unlike in 2008, Trend Following Wizards did not seem to be able to capitalize on the “crisis mode” seen in the [...]

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Trend Following Wizards in August ’11

September 19th, 2011 · 12 Comments · Trend Following Wizards

This month’s report comes a bit later and less complete than usual. Some of the websites used to retrieve the performance figures seemed to have had some delays or technical problems, and as a result three of the usually tracked Wizards have missing performance results. The rest of the pack shows varying levels of performance [...]

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