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

Trend Following Wizards – December 2018

January 29th, 2019 · No Comments · Trend Following, Trend Following Wizards

A late report to close the year 2018 in the red. I was awaiting for a couple of funds that have not reported yet. December marked a small positive uptick that did not stop the yearly performance to be clearly negative. Below are the full results as of end December 2018:

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State of Trend Following in December

January 4th, 2019 · No Comments · the State of Trend Following, Trend Following

  The State of Trend Following Index closes the year on a strong month and a positive 2018. Please check below for more details.

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Trend Following Wizards – November

December 27th, 2018 · No Comments · Trend Following, Trend Following Wizards

Slightly positive month for the Trend Following Wizards index, but with the YTD number clearly in the red. This month sees a couple changes in the Trend Following Wizards constituents. A few funds were removed, mostly because they stopped trading / reporting. Altruid Systems was added to the list. A couple of funds also didn’t […]

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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.

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Trend Following Wizards – October 2018

November 20th, 2018 · No Comments · Trend Following, Trend Following Wizards

Latest Results (October 2018) Pretty clearly negative set of results for the Wizards last month, with a few results missing/funds not having reported yet. Below are the full results as of end October 2018:

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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.

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Trend Following Wizards – September

October 24th, 2018 · No Comments · Trend Following, Trend Following Wizards

A fairly negative month of September for the Wizards, with the 2018 performance so far just negative. Below are the full results as of end September 2018:

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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.

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Trend Following Wizards – August

September 20th, 2018 · Comments Off on Trend Following Wizards – August · Trend Following, Trend Following Wizards

The last month of Summer was quite positive across the board for the Wizards, bringing the YTD performance close to break-even. Below are the full results as of end August 2018:

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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.

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Trend Following Wizards – July

August 20th, 2018 · No Comments · Trend Following, Trend Following Wizards

A slight negative month for the Wizards in July, leaving 2018 in slight negative mode also. Below are the full results as of end July 2018:

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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.

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Trend Following Wizards – June

July 27th, 2018 · No Comments · Trend Following, Trend Following Wizards

Slightly negative month for Wizards last June, who close the year-half in negative territory. Below are the full results as of end June 2018:

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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.

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Trend Following Wizards – May

June 22nd, 2018 · No Comments · Trend Following, Trend Following Wizards

Negative month for the Wizards for a mildly negative YTD so far. Below are the full results as of end May 2018:

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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.

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Trend Following Wizards – April 2018

May 23rd, 2018 · No Comments · Trend Following, Trend Following Wizards

Slight positive month overall for the Wizards, last April, with a slightly negative YTD performance. Below are the full results as of end April 2018:

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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.

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Trend Following Wizards – March 2018

April 23rd, 2018 · No Comments · Trend Following, Trend Following Wizards

A few strong positive results offset a large proportion of the Wizards returning negative results last month to limit the index’s loss – closing March at nearly break-even. Below are the full results as of end March 2018:

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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.

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