It’s already June and May’s already closed; but this report is for the performance of the Trend Following Wizards in April. Sorry for the confusion (and delay). Please find the full results further below. It was a good month, with the large majority posting positive monthly performances; and very similar for the YTD situation. May [...]

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A very decent month for the Wizards: Only 6 negative returns with only one at less than -1%. The rest of the group posted positive results up to +3.22% for an average of 1.36% for the month of March. Only a handful of managers are in the red so far in 2013. Please find the [...]

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Unfortunately, this month’s (negative) results are overshadowed by the sad news of Liz Cheval’s recent passing. A former turtle trader, she had a very successful trading career with an extraordinary performance track record. While I did not know Liz Cheval personally, I had the chance to communicate with her via email and this was enough [...]

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Apologies for the later-than-usual timing of this report. A busy schedule with lot of traveling and other projects have forced me to delay this until now. Here it is, and we can see that the Wizards are having a good start of the year with mostly positive performance. A nice change from 2012 – for [...]

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To avoid a negative 2012 year, it would have taken the trend following Wizards a “December home-run” (or rather – from the cricket equivalent – “hitting for six“; quite litteraly as six is amount of percentage points by which the virtual index is in the red). Instead the performance for the last month of the [...]

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Mixed results for the penultimate month of the year with a slight bias to the downside (-0.61%). The index now stands at -6.64% YTD. It would take a very strong December to get the performance back in the black for 2012. Note that I have not updated the list components, still showing JWH as N/A. [...]

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Most of you probably heard about John W. Henry exiting the CTA business by now (articles from wsj and futures mag). It was unlikely triggered by JWH October’s performance (the road to the demise has been quite longer than this: AUM had shrunk by 95% to $100M since 2006) but looking at the report for [...]

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Please find below the full details for the trend following wizards performance in September. Overall, a similar month to the previous one: on the negative side (a bit worse). Most managers are in the red with an average return of -2.88%  -2.83%, taking the YTD figure back in the red too (-1.85%  -1.62%).

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Please find below the full details for the trend following wizards performance in August. Overall, a negative month with most in the red and an average return of -1.68%.

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Nice start to the second half of the year… A left column full of black: a strong July for Trend Following Wizards who post a collective performance over 5% last month to get back in positive territory year-to-date. See full results below:

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As expected (from the June state of trend following report), June proved to be a bad month for Trend Following Wizards. Check the left column of the table below: all red except for Saxon Investment who posted a 0% monthly performance as they seem to have triggered another high volatility “trading pause” (as they did [...]

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—– UPDATE: The post initially came out with the wrong results/table. Here is the correct/updated version (thanks to readers Martin and Grotaiche, who quickly alerted me of this error) —- As could have been expected from the last state of Trend Following report, this month is globally very positive for the Trend Following Wizards. The [...]

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A small overall bounce with some mixed results for this month’s edition of the Trend Following Wizards report. Overall, the composite performance is still in the red with over two third of the list posting negative YTD figures. Results below: Organisation / Fund Return YTD * AUM ** Abraham Trading1 1.69% -5.16% $484M Altis Partners2 [...]

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Similarly to the State of Trend Following (yet again), the “Wizards index” has bounced back from the “January low”, but not enough to get out of the “red zone”, with the YTD performance still being negative. Please find below the full table:

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It took a bit longer than expected to retrieve the performance updates for the Trend Following Wizards (all bar one) for this first report of 2012; but here it is. I am also reviewing its contents and will likely make adjustments to the list in 2012, so that it resembles more a “legendary traders’ league” [...]

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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 [...]

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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:

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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 [...]

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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 [...]

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