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

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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Trend Following Wizards – July

August 22nd, 2017 · No Comments · Trend Following, Trend Following Wizards

A mixed month of returns for our Trend Following Wizards, averaging on the positive side. Below are the full results as of end July 2017:

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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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Trend Following Wizards – June 2017

July 17th, 2017 · No Comments · Trend Following, Trend Following Wizards

The Wizards are down for the month of June and down for the year at the halfway point, fairly uniformly, with only a couple show positive YTD performance. Below are the full results as of end June 2017:

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Trend Following Wizards – May

June 27th, 2017 · No Comments · Trend Following, Trend Following Wizards

Mixed month but overall slightly negative result for the Trend Following Wizards. YTD figure is in the red too. Below are the full results as of end May 2017:

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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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Trend Following Wizards – April 2017

May 22nd, 2017 · No Comments · Trend Following, Trend Following Wizards

A nearly neutral month for the Trend Following Wizards, keeping the year slightly in the red. Below are the full results as of end April 2017:

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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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Trend Following Wizards – March 2017

April 21st, 2017 · No Comments · Trend Following, Trend Following Wizards

Not many Wizards managed to return positive performance last month as can be seen in the array of red numbers below. The YTD figure is negative and roughly equal to March’s average performance. Below are the full results as of end March 2017:

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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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Trend Following Wizards – February

March 21st, 2017 · No Comments · Trend Following, Trend Following Wizards

The Trend Following Wizards had a positive February and reversed the losses from January last month, with the YTD figure very slightly in the black. Below are the full results as of end February 2017:

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Trend Following Wizards – January 2017

February 21st, 2017 · No Comments · Trend Following, Trend Following Wizards

Negative start of the year for the Trend Following Wizards, with a few positive performance results but mostly all red. as can be seen in the table below. The average return is -1.88%. Below are the full results as of end January 2017:

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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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Trend Following Wizards Down in 2016, Slightly Up in December

January 18th, 2017 · No Comments · Trend Following, Trend Following Wizards

The Trend Following Wizards closed the year with small gain for December (+0.17%) but with an overall negative performance (-2.42%). The individual results show a wide dispersion, ranging from double-digit losses (worse at -27.50%) to double-digit gains (best at +11.57%). Below are the full results as of end December 2016:

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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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Trend Following Wizards – November

December 22nd, 2016 · No Comments · Trend Following, Trend Following Wizards

The Trend Following Wizards had mixed results last month. Some large returns on the upside, some large returns on the downside and a whole range in between make for a more-than-usual scattered, non-uniform set of results. The result is a flat average performance, while the YTD is still negative going into the last month of […]

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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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Trend Following Wizards – October

November 29th, 2016 · No Comments · Trend Following, Trend Following Wizards

The Wizards were well in the red last month, and two months before the end of the year, the YTD performance is negative too. Another piece of news from last month was the closure of a Turtle trader fund Saxon Investment, as mentioned on their website. Saxon Investment was set up by Howard Seidler, part […]

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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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Trend Following Wizards – September

November 4th, 2016 · No Comments · Trend Following, Trend Following Wizards

Apologies for the lateness of this report. These are the results for September for the Trend Following Wizards. I also help Wisdom Trading with their own version of a managed futures funds report (mostly based on trend following wizards too). It is published on a monthly basis and, like last month, can be published earlier, […]

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