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

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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Trend Following Wizards – February 2018

March 29th, 2018 · No Comments · Trend Following, Trend Following Wizards

February saw a strong set of negative results, in unison for all Trend Following Wizards in this report, taking the composite YTD index in the red. Below are the full results as of end February 2018:

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State of Trend Following in February

March 6th, 2018 · No Comments · the State of Trend Following

  The State of Trend Following index opened the year with strong returns, but February brought the index down with a strong negative performance. Please check below for more details.

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Trend Following Wizards – January

February 21st, 2018 · No Comments · Trend Following, Trend Following Wizards

The year started strongly for the Trend Following Wizards. All funds but one reported a positive performance for an aggregate return of +6.23%. Below are the full results as of end January 2018:

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