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Trend Following UP in June (Thanks Brexit)

Wisdom State of Trend Following - June 2016

  June 2016 Trend Following: UP  +2.22%  /  YTD: +0.47% Brexit might have been globally thought of as bad news for the markets, but it was good for trend following. It marked a quick up movement in last month’s performance, quickly reversing the negative performance of the month to turn it back positive, after the 23rd June vote. […]

Managed Futures Down in May

MF-May-16

May was down for the managed futures in general and for the list of managers that we track. The YTD performance is mostly red for the main indices and only slightly positive for the average of the funds reported here. Managed Futures Performance  

Trend Following carries on with downtrend in May

Wisdom State of Trend Following 12 months - May 2016

  May 2016 Trend Following: DOWN  -7.37%  /  YTD: -1.71% This time, the negative performance for the index last month takes the Year-To-Date performance in the red, for the first time in 2016. Below is the full State of Trend Following report as of last month. Performance is hypothetical.Chart for May:   And the 12-month chart:

Managed Futures in April

MF-April-16

A consecutive negative month in April, with a big chunk of the managers we follow being in the red. The index is still up Year-To-Date, thanks to a better start of the year. Managed Futures Performance  

Further dip in April for Trend Following

WSTF-201604-Index

  April 2016 Trend Following: DOWN  -1.13%  /  YTD: +5.66% Another down month for the index, with a slight loss. Two mild down months after two strong up months keep the index in positive territory for 2016. Below is the full State of Trend Following report as of last month. Performance is hypothetical.Chart for April:   And the […]

Down Month for Managed Futures in March

MF-Mar-16

A fairly unanimous “red month” for the funds and managers we follow in this monthly report. The aggregate YTD performance is still positive. Managed Futures Performance  

Trend Following Down in March

Wisdom State of Trend Following - March 2016

  March 2016 Trend Following: DOWN  -2.84%  /  YTD: +6.86% The index gave back some of its gains from the beginning of the year, last month. The performance is still positive Year-To-Date and over the last 12 months. Below is the full State of Trend Following report as of last month. Performance is hypothetical.Chart for March:   And […]

Momentum still strong in February for Managed Futures

MF-Feb-16

Some strong performance for Managed Futures last month, to consolidate the strong start of the year. Please find below the detailed performance of the top CTAs that we follow in this index. Managed Futures Performance  

Trend Following in February

System Attribution-12 months February 2016

  February 2016 Trend Following: UP  +4.24%  /  YTD: +9.99% Another strong month for the trend following index, with a similar pattern to last month: a near-double-digit spike mid-month to finish close to +5% for the month. The YTD performance is already just 0.01% shy from the double-digit barrier. Below is the full State of Trend Following report […]

Managed Futures: Good Start of the Year

Jan-16-MF

Managed Futures started 2016 with a good overall performance. All the managers we track in this report produced strong positive returns. Please find below the detailed performance of the top CTAs that we follow in this index. Managed Futures Performance