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

State of Trend Following in September

October 14th, 2019 · No Comments · the State of Trend Following, Trend Following

  Big swing down. The State of Trend Following report erased most of the gains for the year in one sharp down month. Please check below for more details.

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Trend Following Wizards – August

September 26th, 2019 · No Comments · Trend Following, Trend Following Wizards

Some very strong performance amongst the Wizards last month, taking the YTD performance into high performance numbers not seen in a long while. Below are the full results as of end August 2019:

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State of Trend Following in August

September 24th, 2019 · No Comments · the State of Trend Following, Trend Following

  A strong result for Trend Following in August, which put the YTD performance in positive double-digit territory. Please check below for more details.

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Trend Following Wizards – July 2019

September 23rd, 2019 · No Comments · Trend Following, Trend Following Wizards

Technical issues mean a late report trend following wizards report. Other reports for the month will follow shortly. This is the report for the month of July. Good month and good year for the Trend Following Wizards as of end July 2019. The report for August will follow shortly. Below are the full results – […]

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State of Trend Following in July

August 16th, 2019 · No Comments · the State of Trend Following, Trend Following

  Negative July and positive YTD for the Trend Following index. Please check below for more details.

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Trend Following Wizards – June 2019

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

Positive close of the first half of the year for the Wizards, both on monthly and YTD basis. Below are the full results as of end June 2019:

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State of Trend Following in June

July 1st, 2019 · No Comments · the State of Trend Following, Trend Following

  Positive month for the Wizards which lifts the YTD performance further up in the positive territory at the halfway mark. Please check below for more details.

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Trend Following Wizards – May

June 27th, 2019 · No Comments · Trend Following, Trend Following Wizards

The Wizards are treading above water so far in 2019, with the YTD number slightly positive despite a month of May negative overall. Below are the full results as of end May 2019:

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Trend Following Wizards – April

June 12th, 2019 · No Comments · Trend Following, Trend Following Wizards

This post had been sitting in my drafts ready to be published… But it somehow never went live. Apologies for the delay. Here it is now. Positive month for the Wizards in April, with some strong results on the monthly and YTD bases (YTD nicely positive on aggregate too). Below are the full results as […]

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State of Trend Following in May

June 10th, 2019 · No Comments · the State of Trend Following, Trend Following

  Strong result in May for the Trend Following index, taking the Year-to-Date performance in positive territory. Please check below for more details.

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State of Trend Following in April

May 10th, 2019 · No Comments · the State of Trend Following, Trend Following

  Positive month for the State of Trend Following index. YTD fighting back to the zero line… Please check below for more details.

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Trend Following Wizards – March

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

Positive month for the Wizards, taking the Year-To-Date number into positive territory. Below are the full results as of end March 2019:

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State of Trend Following in March

April 5th, 2019 · No Comments · the State of Trend Following, Trend Following

  Slightly negative result for the State of Trend Following last month, leaving the YTD number in slight positive territory. Please check below for more details.

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Trend Following Wizards – February

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

A late report, waiting for some funds to report, but here it is. February was positive overall but not enough to yield a positive 2019 YTD. Note that Beach Horizon is now Wimmer Horizon (still listed as #5 in the table below for now). You can read more about the change on their website, linked […]

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State of Trend Following in February

March 13th, 2019 · No Comments · the State of Trend Following, Trend Following

  A fairly late and flat report for our State of Trend Following Index. Not the greatest start of the year. Please check below for more details.

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Trend Following Wizards – January 2019

February 22nd, 2019 · No Comments · Trend Following, Trend Following Wizards

Negative start of the year for the Trend Following Wizards. Below are the full results as of end January 2019:

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State of Trend Following in January

February 18th, 2019 · No Comments · the State of Trend Following, Trend Following

  Not the greatest start of the year for the Trend of Following report, including a delay on my part publishing it. Please check below for more details.

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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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