Au.Tra.Sy blog – Automated Trading System

Not a good year for Trend Followers! Closing December with a performance of -4.37% on average, most funds we follow “saw red” in 2009 (-7.3% on average). Well, this is part of the game: you have to risk (and lose) some to make some…
Even the “mammoth” funds that are Man or Transtrend finished the year [...]

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Excellent month for Trend Following Wizards: all are in the black with a 6.75% monthly gain on average!
It has been two months in a row that the Trend Following wizards exhibit very strong correlated results, which tends to reinforce the opinion that all trend following CTAs are not so different – except in terms of [...]

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First of all, apologies for the lateness of this report. All funds reported below publish their results at different times of the month so I have to wait for all of them to publish.
We can see that there is still a “red sea” of negative performance in October, both for the monthly and YTD reporting. [...]

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In order to progress, I believe you need to measure yourself against a benchmark or your competition…
What best than to track the best competition around?
As my primary goal is to build a systematic trend following system, every month I will follow and report the performance of Trend Following Wizards.
These are top of the range CTAs/Managed [...]

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