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 July

August 6th, 2014 · No Comments · the State of Trend Following, Trend Following

  The index is showing positive performance for the third month in a row, taking it to new highs for the year. This is confirmed by the other State of Trend Following report I write, over at the Wisdom Trading blog, so it seems that trend following has “turned a corner”. Is it going to […]

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State of Trend Following in June

July 2nd, 2014 · No Comments · the State of Trend Following, Trend Following

  A good month of June takes the State of Trend Following index to new highs for the year so far. With the trending activity picking up in the markets, this “breakout” could be a turning point for trend following. To be followed… Please check below for more details.

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State of Trend Following in May 2014

June 3rd, 2014 · No Comments · the State of Trend Following, Trend Following

  A positive month for the State of Trend Following Index. The two-and-a-held percent gain in May pushes the index to +6% year-to-date. Please check below for more details.

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State of Trend Following in April 2014

May 6th, 2014 · No Comments · the State of Trend Following, Trend Following

  A fairly flat month overall for the State of Trend Following index, with a slight positive return, both for the month and the year to date. Please check below for more details.

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State of Trend Following in March

April 3rd, 2014 · No Comments · the State of Trend Following, Trend Following

  Negative result for the month of March. The index stays positive over the first three months of the year. Please check below for more details.

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State of Trend Following in February

March 3rd, 2014 · 2 Comments · the State of Trend Following, Trend Following

  The month of February was a tale of two halves: a fairly clear leg down, followed by an even stronger leg back up. This closed the month in positive territory – the second time in as many months this year. Additionally, some markets have been showing some strong moves (coffee being the one that […]

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State of Trend Following in January

February 4th, 2014 · No Comments · the State of Trend Following, Trend Following

  The slow bounce from October last year seems to continue with the index registering a small gain in January (+1.17%). Interesting to note that there was a bit less uniformity in the results of different systems/timeframes combinations, with notably the short Donchian showing strong performance. Please check below for more details.

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AuTraSy vs Wisdom States of Trend Following

January 30th, 2014 · 4 Comments · the State of Trend Following, Trend Following

2013′s over… Time for some reflection. Last year, I started producing the Wisdom State of Trend Following report. The concept is very similar to the State of Trend Following report, which I’ve been running on this blog for a few years: take a diversified portfolio of futures markets, and run it through a mix of […]

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State of Trend Following in 2013

January 2nd, 2014 · No Comments · the State of Trend Following, Trend Following

  The year came to a close to see the State of TF index register a last “mini-rally” and finish 2013 by posting a small gain, after a roller-coaster up-and-down through the last 12 months. Interestingly, the new index I created for Wisdom Trading finished the year fairly substantially down, despite having very similar principles […]

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State of Trend Following in November

December 3rd, 2013 · No Comments · the State of Trend Following, Trend Following

  The State of TF index registered a very small gain last month and (barely) comes back out into positive territory for the year. Please check below for more details.

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State of Trend Following in October (UP at last)

November 4th, 2013 · 1 Comment · the State of Trend Following, Trend Following

  A slight positive result in October to stop the “bleeding” since the “June High” posted by the index. This renders the Year-To-Date performance only very slightly in the red. Start of a bounce or a simple “breather” on the way down..? Please check below for more details.

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State of Trend Following in September: Down (again)

October 3rd, 2013 · 4 Comments · the State of Trend Following, Trend Following

  Pretty much the same story as the last few months: fairly uniform and strong negative performance. The index closes below 0 for the first time this year (in a way correcting an anomaly compared to the rest of the trend following space, which has been down for a good part of the year). Questions […]

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Four-year Cycle and the Wisdom State of TF

September 5th, 2013 · 11 Comments · Blog, the State of Trend Following, Trend Following

  Four years… The end of a 4-year cycle is next week. No Olympics, US elections, World Cup or leap day (interesting how many things run in 4-year cycles… even stock markets, if you believe wikipedia that is). No. Four years ago, on the 10th of September, a very minor event: I started this humble […]

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State of Trend Following in August

September 3rd, 2013 · 11 Comments · the State of Trend Following, Trend Following

  Another negative month for the State of Trend Following report, bringing the index very close to zero for 2013. We have not been this low since January. And the index was flirting the +15% level a couple of months of ago. Please check below for more details.

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State of Trend Following in July

August 2nd, 2013 · No Comments · the State of Trend Following, Trend Following

  Last month, the State of TF index was showing a bit of divergence compared to the Trend Following Wizards on a YTD basis (+10% vs. flat). Not sure if is “gravity pull” at play… but the index for the State of Trend Following report just posted a strong down month. Let’s wait and see […]

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State of Trend Following in June

July 2nd, 2013 · 2 Comments · the State of Trend Following, Trend Following

  Another overall “flat” month for the index of this State of Trend Following, which is still maintaining itself on a “positive plateau”. Indeed, if you take a look at the Year-To-Date chart further below, you’ll see that the index was at the same level in February after a strong push at the beginning of […]

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State of Trend Following in May

June 5th, 2013 · No Comments · the State of Trend Following, Trend Following

  May brought a slight positive uptick to the index, to counter-balance the negative result from the month previous. Overall the index is still in a “plateauing phase” after a good start to the year. Please check below for more details.

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State of Trend Following in April

May 7th, 2013 · 3 Comments · the State of Trend Following, Trend Following

  Slightly negative performance in April for the state of trend following report. The overall YTD return is still nicely in the black though Please check below for more details.

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State of Trend Following in March

April 2nd, 2013 · No Comments · the State of Trend Following, Trend Following

  March is more or less a repeat of February: a modest gain with some volatility. The index closed shy of +2% for the month, closing above the +10% mark for 2013, with 3 straight winning months. Could be worse. Please check below for more details.

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State of Trend Following in February

March 5th, 2013 · No Comments · the State of Trend Following, Trend Following

  2013 is starting well for trend following: another positive month for the index, which posted a 2% gain with a bit more volatility during the month of February. Please check below for more details.

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