A positive October for the Trend Following Wizards. Still in the red year-to-date though. See full results below:
Entries Tagged as 'wizards'
November 18th, 2013 · No Comments · Trend Following, Trend Following Wizards
October 18th, 2013 · 2 Comments · Trend Following, Trend Following Wizards
Another month (unsurprisingly) dominated by the colour red (unsurprising as the State of Trend Following reports, both on this site and Wisdom Trading’s site, indicated a down trend relatively clearly). Please check the full results below, with a few funds still managing to post positive results for the year.
September 19th, 2013 · 14 Comments · Trend Following, Trend Following Wizards
+0.66% is the only positive return for this month’s report. The rest of the Wizards are down, as illustrated by the near-uniform shade of red in the August return column in the table below (the YTD column is not that much better). The composite return of the index is -2.13% for the month and -3.17% […]
August 26th, 2013 · 5 Comments · Trend Following, Trend Following Wizards
Back in the red overall for 2013 (only slightly) with a negative month of July for the Trend Following Wizards. Please find the full results further below.
July 18th, 2013 · 2 Comments · Trend Following, Trend Following Wizards
After a mostly positive start of the year, June brings the second consecutive negative month for the Trend Following Wizards. The YTD performance for the aggregate index is now also in the red at the half-year mark. Also just a reminder that I rely on various free third-party sources to publish these numbers and I […]
June 24th, 2013 · 6 Comments · Trend Following, Trend Following Wizards
Sharp reversal in this past month of May for the Trend Following Wizards. Quite a few funds posted strong negative figures to reverse all of this year’s gains. The aggregate figure is still in the black year-to-date, standing at +1.73% but the collective figure for the month of May is sharply down at -3.52%. Please […]
June 4th, 2013 · No Comments · Trend Following, Trend Following Wizards
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 […]
April 22nd, 2013 · 2 Comments · Trend Following, Trend Following Wizards
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 […]
March 20th, 2013 · 1 Comment · Trend Following, Trend Following Wizards
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 […]
February 28th, 2013 · 2 Comments · Trend Following, Trend Following Wizards
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 […]
January 16th, 2013 · 7 Comments · Trend Following, Trend Following Wizards
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 […]
December 17th, 2012 · 5 Comments · Trend Following, Trend Following Wizards
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. […]
November 19th, 2012 · 8 Comments · Trend Following, Trend Following Wizards
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 […]
October 17th, 2012 · 6 Comments · Trend Following, Trend Following Wizards
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%).
September 17th, 2012 · 2 Comments · Trend Following, Trend Following Wizards
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%.
August 16th, 2012 · No Comments · Trend Following, Trend Following Wizards
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:
July 18th, 2012 · 2 Comments · Trend Following, Trend Following Wizards
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 […]
June 19th, 2012 · 5 Comments · Trend Following, Trend Following Wizards
—– 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 […]
May 18th, 2012 · 4 Comments · Trend Following, Trend Following Wizards
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 […]
March 19th, 2012 · No Comments · Trend Following, Trend Following Wizards
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: