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

State of Trend Following in June

July 5th, 2016 · No Comments · the State of Trend Following, Trend Following

  The month of June started positive for the trend following index, before a V-shaped movement pre/post-Brexit, that ended the month in positive territory. The YTD figure is still in the red. Please check below for more details.

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State of Trend Following in May

June 10th, 2016 · No Comments · the State of Trend Following, Trend Following

  A strong down month in May for the state of trend following index, which solidifies the downtrend from the last two months and takes the YTD performance in the red, after the strong start to the year. Please check below for more details.

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State of Trend Following in April

May 11th, 2016 · 1 Comment · the State of Trend Following, Trend Following

  The state of trend following was negative last month, as it was in March. The index is now just above the zero-line for the year, back from nearly the +20% mark a month and a half ago. Please check below for more details.

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State of Trend Following in March

April 7th, 2016 · No Comments · Books, the State of Trend Following, Trend Following

  Following two strong months to start the year, the index was down in March, but still positive overall for 2016. Please check below for more details.

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State of Trend Following in February

March 8th, 2016 · No Comments · the State of Trend Following, Trend Following

  The strong January start carries on into February for the State of TF Index. The performance is already in double-digit territory for the Year-To-Date. Please check below for more details.

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State of Trend Following in January

February 3rd, 2016 · No Comments · the State of Trend Following, Trend Following

  Strong start of the year for the State of Trend Following index, nearly closing the month with double-digit gains. Please check below for more details.

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State of Trend Following in December

January 4th, 2016 · No Comments · the State of Trend Following, Trend Following

  Happy New Year 2016! We start with this first State of Trend Following report to see that December closed down, with the index slightly positive for the year. 2015 was up-and-down. What will 2016 bring? Please check below for full results.

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State of Trend Following in November

December 3rd, 2015 · 1 Comment · the State of Trend Following, Trend Following

  Last month’s results for trend following were positive, with a strong performance that took the index back into positive territory for the year. The strategy goes into the last month of the year holding modest gains but 2015 will obviously not be a repeat of the runaway performance from last year. Please check below […]

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State of Trend Following in October

November 2nd, 2015 · No Comments · the State of Trend Following, Trend Following

  The State of Trend Following index posted a strong negative return in October. Enough to take the YTD performance in the red, with another volatile oscillation around the neutral line for 2015. Please check below for more details.

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State of Trend Following in September: it was a Good Summer

October 6th, 2015 · No Comments · the State of Trend Following, Trend Following

  The index had a strong September, continuing the “Summer uptrend” started in mid-July. This has now resulted in the YTD performance returning to positive territory, after the “Spring slump” took the index from the “Winter highs” to negative performance. Let’s see what Autumn (or Fall depending on where you live) has in store… Please […]

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State of Trend Following in August

September 8th, 2015 · No Comments · the State of Trend Following, Trend Following

  A positive return for the State of Trend Following index, bringing the YTD performance nearly exactly on neutral level. The big spike up seen in the last part of the month, which brought the index close to +10%, was short-lived. The index quickly reverted it with a quick spike down. Please check below for […]

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State of Trend Following in July: UP

August 18th, 2015 · No Comments · the State of Trend Following, Trend Following

  July saw a bounce back up in the index after several months of downwards action. The YTD performance is still negative though. Please check below for more details.

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State of Trend Following in June

July 3rd, 2015 · No Comments · the State of Trend Following, Trend Following

  Another down month for the State of Trend Following index. After a fairly good start to the year – until mid-March where the index registered its high for the year – the trend has been fairly clearly down. Possibly a drawdown phase following the very strong performance from 2014 and beginning 2015. Please check […]

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State of Trend Following in May

June 2nd, 2015 · No Comments · the State of Trend Following, Trend Following

  Another successive down month for the index. Enough to take it into negative territory for the year. Please check below for more details.

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State of Trend Following in April

May 6th, 2015 · No Comments · the State of Trend Following, Trend Following

  A negative month in April for the State of Trend Following report, taking the performance below the break-even line for 2015. Please check below for more details.

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State of Trend Following in March

April 2nd, 2015 · 1 Comment · the State of Trend Following, Trend Following

  The index registered a new yearly high last month, with a nice uptrend until mid-month (nearing +10% YTD), before settling back to a lower level. The year-to-date performance is still well in the black. Please check below for more details.

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State of Trend Following in February

March 5th, 2015 · No Comments · the State of Trend Following, Trend Following

  After a strong string of positive performances, the State of TF index pulled back last month to post a negative return, still leaving 2015 in positive territory. Please check below for more details.

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State of Trend Following in January

February 4th, 2015 · 2 Comments · the State of Trend Following, Trend Following

  The year is starting as it ended for trend following: Very strong. The index posted a first good month (over +6%). Trend Following keeps on trending up! Please check below for more details.

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State of Trend Following in December 2014

January 6th, 2015 · 2 Comments · the State of Trend Following, Trend Following

  Happy New Year to all readers! The first post of the year looks back at the performance of the State of Trend Following index in 2014… And it’s been a great year! Trend Following really started to shine in the second half of the year and closed the year with a gain over 50%. […]

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State of Trend Following in November 2014

December 3rd, 2014 · 1 Comment · the State of Trend Following, Trend Following

  The State of TF index closed the month with a big spike up, courtesy of large crude oil/energy moves to the downside. Most of the systems in the index had been short for a few months and benefited from this large move in the direction of the main trend. Unsurprisingly, the index registered a […]

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