by Shane Wisdom | Dec 18, 2015 | Wisdom State TF
Mid-December 2015 Trend Following: UP +0.54% / YTD: +10.57% The end of the year is near. Before the holidays kick in, we wanted to run an update to take a sneak peek at our State of Trend Following index to get an idea of where... by Shane Wisdom | Dec 17, 2015 | Managed Futures Round-up
The penultimate month of the year takes the average CTA/Managed Futures return back into positive territory for the year, with a solid November performance. 2015 could end as a positive year for the industry as a whole if December holds up the performance. The Newedge... by Shane Wisdom | Dec 15, 2015 | trend following
“ Cut short your losses, let your profits run on. This principle above is the central tenet of trend following, a successful strategy for trading systems and CTAs alike. Digging through history, this maxim can be traced back all the way to David Ricardo, an... by Shane Wisdom | Dec 13, 2015 | trend following
Crude oil has been in the news a lot recently. Just last week, after the OPEC meeting, its price declined by over 10%. With a lot of volatility, we wanted to test how a trend following strategy would have performed on the futures contract in recent history. Here is a... by Shane Wisdom | Dec 8, 2015 | Trading Systems
We recently partnered with multiple futures systems developers to offer our clients a wide range of trading systems, in combination with our execution services. The first developer we’re highlighting in this post is TradingVisions, who offer a diversified approach to... by Jez Liberty | Dec 2, 2015 | Wisdom State TF
November 2015 Trend Following: UP +6.06% / YTD: +9.86% The Wisdom trend following index gradually made its way up last month to post a strong result for November, and recover a large part of the losses occurred in October. This... by Shane Wisdom | Nov 16, 2015 | Managed Futures Round-up
The month of October was negative for nearly all of the Managed futures programs we follow here, with only a couple of them posting performance barely above 0%. The YTD performances are mixed with a slight negative bias. Please find below the detailed performance of... by Jez Liberty | Nov 12, 2015 | Wisdom State TF
It has been a couple of years since we ran a report for the Wisdom State of Trend Following over a long historical lookback… This can be useful to put the more recent performance in historical context. Below is the performance of the report run... by Jez Liberty | Nov 2, 2015 | Wisdom State TF
October 2015: Trend Following DOWN -9.19% — YTD: +3.36% A strong downward move at the beginning of the month weighed heavily on the index, which did not recover and went on to post its worst return of the year. The YTD performance is still in the... by Shane Wisdom | Oct 22, 2015 | Managed Futures Round-up
The YTD performance is modestly back into positive territory for managed futures as a whole, after a good September performance. All funds we follow here had a positive return for last month but a bit less than half of them still show a negative performance for 2015....