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 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.

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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.

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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.

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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.

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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 […]

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State of Trend Following in January: Down

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

  Trend Following started the year with the same flavour as it ended 2016: down. The index posted a negative performance in January but is still slightly up since the low in October last year. Please check below for more details.

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State of Trend Following in December

January 4th, 2017 · 2 Comments · the State of Trend Following, Trend Following

  Happy new year to all readers! With best wishes for your trading in the coming twelve months, which — I’m sure you’ll agree — will prove interesting from several perspectives. We start the year by looking back at the performance of trend following over the year just passed. Unsurprisingly the State of Trend Following […]

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State of Trend Following in November

December 6th, 2016 · 3 Comments · the State of Trend Following, Trend Following

  Not a great month again for trend following last month. The YTD points to a near-certain negative 2016 for trend following. Please check below for more details.

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State of Trend Following in October

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

  The results from last month’s trend following index were only slightly negative, which is quite surprising as most of other indices were sharply down, including The Wisdom Trading State of Trend Following report, which I write as a version 2 of this report. The principles for the index are the same… Goes to show […]

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State of Trend Following in September

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

  Another down month for the State of Trend Following report, taking the year in the red a bit further for 2016. Please check below for more details.

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State of Trend Following in August: Sharply Down

September 1st, 2016 · No Comments · the State of Trend Following, Trend Following

  It is Fall in Summer!… The trend following index had a big move to the downside last month, taking the YTD performance to a negative level as well. The results are similar, over on the Wisdom State of Trend Following, a sort of version 2.0 of this report, which I write for them too. […]

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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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