September Trend Following: Down Streak

  September 2016 Trend Following: DOWN  -5.13%  /  YTD: -12.37% A second successive strong down month for the State of Trend Following index, bringing the Year-To-Date performance further in the red as we enter the last quarter of...

August Fall for Trend Following

All indices and funds, except one, had negative performance last month, with a relatively poor average return. The performance for the year is still in positive territory. Managed Futures Performance   August average return: -2.57% 2016 average return: +3.83%...

Trend Following after Drawdowns

Historical Performance of Trend Following Post-Drawdown August marked a local low for our Trend Following index, reaching about two thirds of the max historical drawdown. We were commenting on the fact that, historically, drawdowns have typically proved a good time to...

August fall for Trend Following

  August 2016 Trend Following: DOWN  -7.32%  /  YTD: -7.95% August was mostly one-sided, sliding down to a strong negative performance, and taking with it the Year-To-Date performance to a similar level. Interesting to note the...

Trading Systems Explained

Trading Systems: What you need to know before investing. What exactly is a Futures Trading System? Futures trading systems are an automatic, computerized method of placing buy and sell orders. Trading systems software utilize the latest advanced computer technology to...

Managed Futures bounce back in June

Strong month for managed futures in June, with all the funds we track in this report managing a positive performance, with an overall strong average return for the month, that keeps the YTD return positive. Managed Futures Performance   June average return:...

Investing in Managed Futures

“ The results (of including managed futures) are so compelling that the board of any institution, along with the portfolio manager, should be forced to articulate in writing their justification in not having a substantial allocation to the liquid alpha space of...
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