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This report closes the year 2011 for the Trend Following Wizards, which ended up – not so surprisingly – on the negative side. The performance for December was virtually nil, leaving the composite index at -7.5% for the year. Apart from a handful of managers, most funds were in the red for 2011. Interestingly, the [...]
Entries Tagged as 'report'
Trend Following Wizards – December 2011
January 18th, 2012 · 1 Comment · Trend Following, Trend Following Wizards
State of Trend Following in 2011
January 3rd, 2012 · 1 Comment · the State of Trend Following, Trend Following
Happy New Year to all readers of the blog! May 2012 bring you success and happiness in your trading (and other) endeavours. Looking back at the year just past, performance was just “not there” for Trend Following in general in 2011. A minor gain in December for the State of Trend Following index did [...]
Tags: report
Trend Following Wizards – November 2011
December 19th, 2011 · 3 Comments · Trend Following, Trend Following Wizards
Last report before the year comes to a close, and it seems that 2011 will end in the red for the Wizards. November was marginally positive, leaving the YTD result well anchored in negative territory. Please find the detailed results below:
State of Trend Following in November
December 5th, 2011 · 7 Comments · the State of Trend Following, Trend Following
A wide disparity in the individual system returns in this month’s edition of the State of Trend Following report, but globally a slightly positive month for the report index. This does not change the YTD situation very much, still deep in the red. Unless a dramatic Christmas reversal occurs, 2011 will most likely be [...]
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Trend Following Wizards – October
November 17th, 2011 · 22 Comments · Trend Following, Trend Following Wizards
A strong negative return for the month, taking the average YTD return further in the red – with a few funds now in negative double-digit territory. Not a good October for the Trend Following Wizards. The old adage “Sell in May and go away [, stay away till St. Leger Day]” rings true for Trend [...]
State of Trend Following Report in Oct-11
November 7th, 2011 · 5 Comments · the State of Trend Following, Trend Following
October has not been kind to Trend Followers. If the debacle at MF Global was not enough, it also seems that the markets handed a “double whammy” with a strong down month from a performance point of view. The index is now clearly back in the red for 2011. Please check below for more [...]
Tags: report
