• All
  • Blog
  • Managed Futures
  • Managed Futures Round-up
  • Market Commentary
  • Market Reports
  • Newsletter
  • Services
  • Systems
  • Trading Systems
  • trend following
  • Uncategorized
  • Wisdom State TF
Wisdom State of Trend Following  

October 2017 Trend Following: UP  +7.12%  /  YTD: -15.39%


Below is the full State of Trend Following report as of last month, which saw our trend following index post a strong positive performance.
Performance is hypothetical.

Chart for October:

Wisdom State of Trend Following - October 2017
 

And the 12-month chart:

Wisdom State of Trend Following  

September 2017 Trend Following: DOWN  -5.31%  /  YTD: -21.01%


The Wisdom State of Trend Following index had a rough September, unfortunately following the trend of the last 18 months and going through the -20% mark for the year so far. With only 3 months to go, 2017 is shaping up to be a strong negative one for the strategy, like last year.

Below is the full State of Trend Following report as of last month.
Performance is hypothetical.

Chart for September:

Wisdom State of Trend Following - September 2017
 

And the 12-month chart:

Wisdom State of Trend Following  

August 2017 Trend Following: DOWN  -1.61%  /  YTD: -16.60%


August was only slightly negative thanks to a late recovery from the mid-month level, where the index was down by over 5%. The YTD performance is still strongly in the red.

Below is the full State of Trend Following report as of last month.
Performance is hypothetical.

Chart for August:

Wisdom State of Trend Following - August 2017
 

And the 12-month chart:

Wisdom State of Trend Following  

July 2017 Trend Following: UP  +1.59%  /  YTD: -15.56%


The second half of 2017 starts with a modest gain for our trend following index, while the YTD performance is still well in the red.

Below is the full State of Trend Following report as of last month.
Performance is hypothetical.

Chart for July:

Wisdom State of Trend Following - July 2017
 

And the 12-month chart:

Wisdom State of Trend Following  

June 2017 Trend Following: DOWN  -3.44%  /  YTD: -16.88%


The whole first half of 2017 was negative, with the June result following the same trend. The YTD figure is now well in the red and it would take a good reversal of that equity curve to erase the losses through the second half of the year.

Below is the full State of Trend Following report as of last month.
Performance is hypothetical.

Chart for June:

Wisdom State of Trend Following - June 2017
 

And the 12-month chart:

Wisdom State of Trend Following  

May 2017 Trend Following: DOWN  -2.59%  /  YTD: -13.91%


Despite a pick up in the second half of the month, the index closed last month in the red, continuing the downward trend for the year.

Below is the full State of Trend Following report as of last month.
Performance is hypothetical.

Chart for May:

WSTF 201706 Index
 

And the 12-month chart:

Wisdom State of Trend Following  

April 2017 Trend Following: DOWN  -1.35%  /  YTD: -11.65%


April was another down month for the Wisdom State of Trend Following, with the index already in double-digit territory, on the negative side, for the year.

Below is the full State of Trend Following report as of last month.
Performance is hypothetical.

Chart for April:


 

And the 12-month chart:

Wisdom State of Trend Following  

March 2017 Trend Following: DOWN  -6.56%  /  YTD: -10.95%


More of the same for the State of Trend Following in March. The index continues its downward progress and established a new Max Drawdown figure last month.

Below is the full State of Trend Following report as of last month.
Performance is hypothetical.

Chart for March:

WSTF 201703 Index
 

And the 12-month chart:

Wisdom State of Trend Following  

February 2017 Trend Following: DOWN  -1.96%  /  YTD: -4.73%


February was a continuation of the negative start of the year for trend following, with our Wisdom index returning a negative performance.

Below is the full State of Trend Following report as of last month.
Performance is hypothetical.

Chart for February:

Wisdom State of Trend Following - February 2017
 

And the 12-month chart:

Wisdom State of Trend Following  

January 2017 Trend Following: DOWN  -2.84%


If December bucked the trend of the last 6 months, January was a continuation of the downward direction seen in the second half of 2016. The index starts 2017 with a negative performance, in the context of global uncertainty, and keeps flirting with the maximum drawdown level. But you know what we have to say about that.

Note that we added a section in this month's report, further below, with a historical performance table linking to all previous Wisdom State of Trend Following reports.

Wisdom State of Trend Following in January 2017

Below is the full State of Trend Following report as of last month.
Performance is hypothetical.

Chart for January:

Wisdom State of Trend Following - January 2017
 

And the 12-month chart: