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

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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Trend Following Wizards – September

October 22nd, 2015 · No Comments · Trend Following, Trend Following Wizards

A near-perfect month for the Wizards. Only one fund is down in September and the collective average performance is +2.52%, taking the index close to break-even for 2015 with the YTD number at -0.55%. See detailed results below

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Trend Following Wizards – August

September 30th, 2015 · No Comments · Trend Following, Trend Following Wizards

The August numbers for the Wizards are negative and late for August. I was waiting for one of my source websites to update a couple of funds, but the data is still not out. This would most likely not have changed the overall trend, which was quite clearly negative in August. A few funds managed […]

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Trend Following Wizards – July 2015

August 25th, 2015 · No Comments · Trend Following, Trend Following Wizards

A strong up month for the Trend Following Wizards, which would take the aggregate performance just above break-even for the year if it was not for a strong down performer. Check the detailed results below.

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Trend Following Wizards – June ’15

July 20th, 2015 · No Comments · Trend Following, Trend Following Wizards

Big negative month for the Trend Following Wizards who posted a collective performance of -4.7%. The performance is now negative for 2015, at -3.85%. Please see full results below:

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Trend Following Wizards – May

June 16th, 2015 · No Comments · Trend Following, Trend Following Wizards

Mixed results, slightly negative for the month but slightly positive for the year. This is, in a nutshell, the summary for the Wizards as of end of May. Detailed results below:

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Trend Following Wizards – April

May 18th, 2015 · 1 Comment · Trend Following, Trend Following Wizards

Negative April across the board for all the Wizards but one. A fairly strong down month too at -4.23%, taking the YTD performance closer to neutral, but still positive at +1.33% Organisation / Fund Return YTD * AUM ** Abraham Trading1 -5.19% -0.50% $278M Altis Partners2 -3.87% 6.18% $306M Aspect Capital3 -9.69% -2.48% $4,800M Beach […]

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Trend Following Wizards in March: UP

April 22nd, 2015 · No Comments · Trend Following, Trend Following Wizards

A couple of late reporting funds this month, but here is the update for March’s Wizards performance. A fairly positive month to increase the yearly gains.

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Trend Following Wizards – February

March 27th, 2015 · No Comments · Trend Following, Trend Following Wizards

Not a great month. Neither for the Wizards or for this blog, with such a long delay publishing this month’s report. Apologies for reporting the February figures so close to… April. For various reasons I was unable to get to this earlier than now. Here it is finally. A negative return, but only slightly. This […]

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Trend Following Wizards: Good January Start

February 20th, 2015 · 1 Comment · Trend Following, Trend Following Wizards

Good start of the year for the Wizards, who started the year with a collective +5.63% in January. Please see below for full individual results.

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Trend Following Wizards close 2014 on a High

January 16th, 2015 · No Comments · Trend Following, Trend Following Wizards

Collectively, the Wizards added another good month to an already very good 2014 (the come-back year for trend following). A near-100% of positive results for the year, with an average just shy of +25% and a handful of strong performers. Average return for December: +3.56% Full results below:

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Trend Following Wizards – Strong November, Strong 2014

December 18th, 2014 · No Comments · Trend Following, Trend Following Wizards

One of the best months of the year for our Trend Following Wizards. Not so surprisingly after the strong performance of the State of Trend Following Index (nearing +10% return for November). The overall return for the Wizards was +6.80% for the month with the YTD performance just a fraction off the typical 20% threshold […]

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Trend Following Wizards – October 14

November 18th, 2014 · 1 Comment · Trend Following, Trend Following Wizards

A mixed set of results for the Wizards in October. Slightly positive overall, the performance for the year is still quite strong.

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Trend Following Wizards – September 2014

October 20th, 2014 · 2 Comments · Trend Following, Trend Following Wizards

We suspected that the Trend Following Wizards would have a good month of September after seeing the State of Trend Following reports post their best performance of the year. The Wizards did not disappoint with an average return of 6.07% for the month and 11.64% YTD. Some of the more aggressive managers are now showing […]

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Trend Following Wizards – August 2014

September 17th, 2014 · No Comments · Trend Following, Trend Following Wizards

Strong results for the Trend Following Wizards in August with 100% of positive returns. The index consolidates its positive performance for the year with the YTD result now at +5.36%. August average return: +4.30% Full results below:

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Trend Following Wizards in July

August 22nd, 2014 · No Comments · Trend Following, Trend Following Wizards

Summer Holiday season means the report is here a bit later than usual. I hope you all had a nice Summer (for those in the Northern hemisphere anyway). Autumn is quickly gaining the (early) fight over Summer here in London. The report for the Trend Following Wizards is mixed this month. July is overall positive […]

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Trend Following Wizards – June 2014

July 21st, 2014 · No Comments · Trend Following, Trend Following Wizards

The Wizards index moves back into positive territory for the year, with a month of June that was positive overall – showing an average gain of +1.46% and only a handful of funds in the red. YTD performance just breaking above water at +0.41%. Please see full results below:

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Trend Following Wizards – May 2014

June 20th, 2014 · No Comments · Trend Following, Trend Following Wizards

A mixed bag for the Wizards last month. The index was positive overall last month but still slightly in the red for the year. Full results below: Organisation / Fund Return YTD * AUM ** Abraham Trading1 -0.34% 2.46% $160M Altis Partners2 -1.78% -10.40% $350M Aspect Capital3 2.39% -1.83% $4,824M Beach Horizon4 2.78% 5.35% $43M […]

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