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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