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

Trend Following Wizards – May

June 27th, 2017 · No Comments · Trend Following, Trend Following Wizards

Mixed month but overall slightly negative result for the Trend Following Wizards. YTD figure is in the red too. Below are the full results as of end May 2017:

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Trend Following Wizards – April 2017

May 22nd, 2017 · No Comments · Trend Following, Trend Following Wizards

A nearly neutral month for the Trend Following Wizards, keeping the year slightly in the red. Below are the full results as of end April 2017:

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Trend Following Wizards – March 2017

April 21st, 2017 · No Comments · Trend Following, Trend Following Wizards

Not many Wizards managed to return positive performance last month as can be seen in the array of red numbers below. The YTD figure is negative and roughly equal to March’s average performance. Below are the full results as of end March 2017:

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Trend Following Wizards – February

March 21st, 2017 · No Comments · Trend Following, Trend Following Wizards

The Trend Following Wizards had a positive February and reversed the losses from January last month, with the YTD figure very slightly in the black. Below are the full results as of end February 2017:

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Trend Following Wizards – January 2017

February 21st, 2017 · No Comments · Trend Following, Trend Following Wizards

Negative start of the year for the Trend Following Wizards, with a few positive performance results but mostly all red. as can be seen in the table below. The average return is -1.88%. Below are the full results as of end January 2017:

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Trend Following Wizards Down in 2016, Slightly Up in December

January 18th, 2017 · No Comments · Trend Following, Trend Following Wizards

The Trend Following Wizards closed the year with small gain for December (+0.17%) but with an overall negative performance (-2.42%). The individual results show a wide dispersion, ranging from double-digit losses (worse at -27.50%) to double-digit gains (best at +11.57%). Below are the full results as of end December 2016:

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Trend Following Wizards – November

December 22nd, 2016 · No Comments · Trend Following, Trend Following Wizards

The Trend Following Wizards had mixed results last month. Some large returns on the upside, some large returns on the downside and a whole range in between make for a more-than-usual scattered, non-uniform set of results. The result is a flat average performance, while the YTD is still negative going into the last month of […]

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Trend Following Wizards – October

November 29th, 2016 · No Comments · Trend Following, Trend Following Wizards

The Wizards were well in the red last month, and two months before the end of the year, the YTD performance is negative too. Another piece of news from last month was the closure of a Turtle trader fund Saxon Investment, as mentioned on their website. Saxon Investment was set up by Howard Seidler, part […]

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Trend Following Wizards – September

November 4th, 2016 · No Comments · Trend Following, Trend Following Wizards

Apologies for the lateness of this report. These are the results for September for the Trend Following Wizards. I also help Wisdom Trading with their own version of a managed futures funds report (mostly based on trend following wizards too). It is published on a monthly basis and, like last month, can be published earlier, […]

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Trend Following Wizards in August

September 30th, 2016 · No Comments · Trend Following, Trend Following Wizards

A full set of negative returns for the Trend Following Wizards last month (with delays in reporting due to some funds reporting later than usual), and a strong negative performance. The YTD performance is mixed, with a near-neutral average return. Below are the full results as of end August 2016: :

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Trend Following Wizards – July

August 19th, 2016 · No Comments · Trend Following, Trend Following Wizards

Mixed results for the Trend Following Wizards with a slight bias towards positive results. The YTD performance is positive at +4.55%. Full results below

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Trend Following Wizards – June

July 25th, 2016 · No Comments · Trend Following, Trend Following Wizards

June was a good month for the Trend Following Wizards, with all funds but one returning positive numbers, with a handful in double-digit territory, including a 27% return for the highest performance. The monthly return average over +5% takes the YTD figure back in the black. Please see below for full results:

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Trend Following Wizards – May

June 16th, 2016 · No Comments · Trend Following, Trend Following Wizards

The month of May was negative overall for the Wizards and turned the performance for the year in the red too. Please find the full results below:

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Trend Following Wizards – April

May 30th, 2016 · No Comments · Trend Following, Trend Following Wizards

Both the year and the month of April for the Wizards is mixed. No big trend (with no pun intended). Some are up, some are down… April was generally negative while the year is overall positive (slightly only). Full details below for each Wizard:

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Trend Following Wizards – March 2016

April 20th, 2016 · No Comments · Trend Following, Trend Following Wizards

A lot of red in the March column for the Wizards, with a fairly strong negative average return. The YTD performance is still positive overall with just over a handful of funds being negative too. Below are the full results as of end March 2016:

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Trend Following Wizards – February

March 21st, 2016 · No Comments · Trend Following, Trend Following Wizards

February brought good results for the trend following wizards. Continuing the momentum initiated in January, the index is now up 6.49% for the year and nearly all funds show positive returns for the month. Please find full results below:

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Trend Following Wizards – January

February 19th, 2016 · No Comments · Trend Following, Trend Following Wizards

The Trend Following Wizards started the year very well. Nearly all managers had a positive return for January and the overall result is fairly strong at +3.47% average. Please find below the full results:

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Trend Following Wizards – December

January 29th, 2016 · No Comments · Trend Following, Trend Following Wizards

Negative 2015 year for our Trend Following Wizards collective. The month of December tipped the index in the red, as well as 5 wizards being in double-digit losses for the year. Full results below:

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Trend Following Wizards in November 2015

December 17th, 2015 · No Comments · Trend Following, Trend Following Wizards

The Trend Following Wizards had a good month of November. Just short of lifting the index in the black for the Year-To-Date performance though. The few funds in negative double-digit territory (two around -20%) are surely weighing down on the overall result. Please see the full results below:

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Trend Following Wizards – October 2015

November 16th, 2015 · 1 Comment · Trend Following, Trend Following Wizards

Red October again this year for the Wizards and their trend following strategy. All but one of the funds/CTAs tracked here posted negative returns for last month, with a few YTD numbers well in double-digit negative territory. Both the collective monthly and YTD performance are around the -3% mark. Below are the full results as […]

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