Red and a bit late. This how this State of Trend Following report is served this month, for the first edition of 2012. The negative momentum from 2011 seems to have carried over in the new year. One small modification to note regarding the report and its index: I have cut down on the [...]

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  Happy New Year to all readers of the blog! May 2012 bring you success and happiness in your trading (and other) endeavours. Looking back at the year just past, performance was just “not there” for Trend Following in general in 2011. A minor gain in December for the State of Trend Following index did [...]

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  A wide disparity in the individual system returns in this month’s edition of the State of Trend Following report, but globally a slightly positive month for the report index. This does not change the YTD situation very much, still deep in the red. Unless a dramatic Christmas reversal occurs, 2011 will most likely be [...]

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  October has not been kind to Trend Followers. If the debacle at MF Global was not enough, it also seems that the markets handed a “double whammy” with a strong down month from a performance point of view. The index is now clearly back in the red for 2011. Please check below for more [...]

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  This month of September has been quite similar to that of August, in terms of the increased nervousness of financial markets in general. In parallel, the state of Trend Following also shows characteristics similar to that of last month: strong but volatile returns. The index is now in the black for the year. Please [...]

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