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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 [...]
Entries Tagged as 'report'
State of Trend Following Report in Oct-11
November 7th, 2011 · 5 Comments · the State of Trend Following, Trend Following
Tags: report
Trend Following Wizards in September ’11
October 18th, 2011 · 6 Comments · Trend Following, Trend Following Wizards
Here is another Trend Following Wizard report, which comes with some volatility again – mostly on the down side. The average return for September is -1.31%, with the YTD reading about equal at -1.54%. Unlike in 2008, Trend Following Wizards did not seem to be able to capitalize on the “crisis mode” seen in the [...]
State of Trend Following Report – September ’11
October 3rd, 2011 · 2 Comments · the State of Trend Following, Trend Following
This month of September has been quite similar to that of August, in terms of the increased nervousness of financial markets in general. In parallel, the state of Trend Following also shows characteristics similar to that of last month: strong but volatile returns. The index is now in the black for the year. Please [...]
Tags: report
Trend Following Wizards in August ’11
September 19th, 2011 · 12 Comments · Trend Following Wizards
This month’s report comes a bit later and less complete than usual. Some of the websites used to retrieve the performance figures seemed to have had some delays or technical problems, and as a result three of the usually tracked Wizards have missing performance results. The rest of the pack shows varying levels of performance [...]
Tags: report
State of Trend Following in August
September 5th, 2011 · 5 Comments · the State of Trend Following
August – What a volatile month! Instead of the more usual quiet Summer market lull, markets got really nervous. And this also shows in the results of the State of Trend Following – albeit with a positive outcome, completely opposite to “traditional investments”. Let’s cut to the chase with this month’s results: August return: [...]
Tags: report
State of Trend Following in July
August 1st, 2011 · 5 Comments · the State of Trend Following, Trend Following
After the rather dramatic May-June move to the downside, the State of TF index is registering a small uptick for July. A Summer respite amongst the chaos in the financial markets that the US debt latest development seems to have created. One thing for sure is that this all strongly reinforces the point of [...]
Tags: report
