Systematic Trading research and development, with a flavour of Trend Following
Au.Tra.Sy blog – Automated trading System header image 2

Entries Tagged as 'the State of Trend Following'

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.

[Read more →]

Tags:

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.

[Read more →]

Tags:

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.

[Read more →]

Tags:

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.

[Read more →]

Tags:

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.

[Read more →]

Tags:

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.

[Read more →]

Tags:

State of Trend Following in May

June 14th, 2018 · No Comments · the State of Trend Following, Trend Following

  Positive May return for the State of Trend Following, with a YTD performance slightly negative. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in April

May 4th, 2018 · No Comments · the State of Trend Following, Trend Following

  Negative month for Trend Following Wizards in April, along with the YTD performance. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in March

April 10th, 2018 · No Comments · the State of Trend Following, Trend Following

  A fairly neutral month for the index after the up-and-down start of the year, leaving the index in slight negative mode for the year. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in February

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

  The State of Trend Following index opened the year with strong returns, but February brought the index down with a strong negative performance. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in January

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

  The State of Trend Following index starts the year with a strong performance to bounce back from the 2017 lows. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in December

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

  Near-perfect neutral month for the State of Trend Following index to close the year just in negative double-digit territory. 2017 was not the best year for the strategy. Let’s see what 2018 has in store. Happy new year to all readers and best wishes for profitable trading. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in November

December 8th, 2017 · 1 Comment · the State of Trend Following, Trend Following

November was down for the index, sitting just below the negative double-digit line before year-end. It looks like the State of TF will end in the red in 2017, unless a strong bitcoin-inspired December rally lifts the index back in the black. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in October

November 7th, 2017 · No Comments · the State of Trend Following, Trend Following

  Last month saw a strong upwards performance from the State of Trend Following index, single-handedly reversing half the negative performance for the year, which still stands close to double-digit territory. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in September

October 10th, 2017 · No Comments · the State of Trend Following, Trend Following

  The third quarter closed fairly lower for our State of Trend Following index. The YTD figure is now well in the double-digits red territory. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in August

September 5th, 2017 · No Comments · the State of Trend Following, Trend Following

  Slightly positive month for the State of Trend Following index but still negative Year-To-Date performance, in the double digits. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in July

August 3rd, 2017 · No Comments · the State of Trend Following, Trend Following

  July was another down month for the State of Trend Following, which broke through the double-digit level on the downside for the year. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in May

June 6th, 2017 · No Comments · the State of Trend Following, Trend Following

  Negative month for the State of Trend Following report, putting the YTD well in the red. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in April

May 11th, 2017 · No Comments · the State of Trend Following, Trend Following

  A slight positive month for the Trend Following report, yet keeping the YTD performance well in the red. Please check below for more details.

[Read more →]

Tags:

State of Trend Following in March

April 11th, 2017 · No Comments · the State of Trend Following, Trend Following

  Another negative month for this (delayed) State of Trend Following report. To say that the last 12 months have been far from the best performing period for the index seems an understatement. I also include in this month’s report (further below) the 12-month chart from the post I write for the Wisdom State of […]

[Read more →]

Tags: