Quant Mashup - Au Tra Sy
State of Trend Following in October [Au Tra Sy]
A negative October takes the State of Trend Following index in the red for the year. Please check below for more details. Detailed Results The figures for the month are: October return: -3.92% YTD return: -3.23% Below is the chart displaying individual system results throughout October: StateTF
- 4 years ago, 16 Nov 2019, 10:10am -
State of Trend Following in September [Au Tra Sy]
Big swing down. The State of Trend Following report erased most of the gains for the year in one sharp down month. Please check below for more details. Detailed Results The figures for the month are: September return: -8.85% YTD return: 0.96% Below is the chart displaying individual system results
- 4 years ago, 16 Oct 2019, 05:55am -
State of Trend Following in June [Au Tra Sy]
Positive month for the Wizards which lifts the YTD performance further up in the positive territory at the halfway mark. Please check below for more details. Detailed Results The figures for the month are: June return: 1.46% YTD return: 4.52% Below is the chart displaying individual system results
- 4 years ago, 1 Jul 2019, 07:39am -
State of Trend Following in May [Au Tra Sy]
Strong result in May for the Trend Following index, taking the Year-to-Date performance in positive territory. Please check below for more details. Detailed Results The figures for the month are: May return: 5.01% YTD return: 2.94% Below is the chart displaying individual system results throughout
- 4 years ago, 10 Jun 2019, 09:53am -
State of Trend Following in April [Au Tra Sy]
Positive month for the State of Trend Following index. YTD fighting back to the zero line… Please check below for more details. Detailed Results The figures for the month are: April return: 2.89% YTD return: -1.6% Below is the chart displaying individual system results throughout April:
- 4 years ago, 10 May 2019, 10:16am -
State of Trend Following in March [Au Tra Sy]
Slightly negative result for the State of Trend Following last month, leaving the YTD number in slight positive territory. Please check below for more details. Detailed Results The figures for the month are: March return: -0.22% YTD return: 2.55% Below is the chart displaying individual system
- 4 years ago, 5 Apr 2019, 11:38am -
State of Trend Following in February [Au Tra Sy]
A fairly late and flat report for our State of Trend Following Index. Not the greatest start of the year. Please check below for more details. Detailed Results The figures for the month are: February return: 0.71% YTD return: -6.26% Below is the chart displaying individual system results throughout
- 5 years ago, 13 Mar 2019, 09:58am -
State of Trend Following in October [Au Tra Sy]
A negative October for the State of Trend Following, which sends the YTD performance just in the red. Please check below for more details. Detailed Results The figures for the month are: October return: -2.42% YTD return: -1.38% Below is the chart displaying individual system results throughout
- 5 years ago, 10 Nov 2018, 06:00am -
State of Trend Following in August [Au Tra Sy]
A late edition of the State of Trend Following report, showing a strong return for August and a YTD figure back in the black. Please check below for more details. Detailed Results The figures for the month are: August return: 6.74% YTD return: 3.36% Below is the chart displaying individual system
- 5 years ago, 17 Sep 2018, 10:51am -
State of Trend Following in July [Au Tra Sy]
Slightly positive month for the State of Trend Following, with the YTD slightly negative. Please check below for more details. Detailed Results The figures for the month are: July return: 0.57% YTD return: -2.19% Below is the chart displaying individual system results throughout July: StateTF July
- 5 years ago, 7 Aug 2018, 11:30am -
State of Trend Following in June [Au Tra Sy]
Slight positive uptick in the State of Trend Following Performance report last month, leaving the YTD performance in negative territory at half-time. Please check below for more details. Detailed Results The figures for the month are: June return: 0.25% YTD return: -2.67% Below is the chart
- 5 years ago, 9 Jul 2018, 07:10pm -
State of Trend Following in May [Au Tra Sy]
Positive May return for the State of Trend Following, with a YTD performance slightly negative. Please check below for more details. Detailed Results The figures for the month are: May return: 1.48% YTD return: -2.38% Below is the chart displaying individual system results throughout May: StateTF
- 5 years ago, 14 Jun 2018, 10:35pm -
State of Trend Following in March [Au Tra Sy]
A fairly neutral month for the index after the up-and-down start of the year, leaving the index in slight negative mode for the year. Please check below for more details. Detailed Results The figures for the month are: March return: 0.9% YTD return: -1.1% Below is the chart displaying individual
- 5 years ago, 10 Apr 2018, 10:25pm -
State of Trend Following in February [Au Tra Sy]
The State of Trend Following index opened the year with strong returns, but February brought the index down with a strong negative performance. Please check below for more details. Detailed Results The figures for the month are: February return: -8.16% YTD return: -1.94% Below is the chart
- 6 years ago, 7 Mar 2018, 11:09am -
State of Trend Following in January [Au Tra Sy]
The State of Trend Following index starts the year with a strong performance to bounce back from the 2017 lows. Please check below for more details. Detailed Results The figures for the month are: January return: 7.25% YTD return: 7.25% Below is the chart displaying individual system results
- 6 years ago, 6 Feb 2018, 11:46pm -
State of Trend Following in December [Au Tra Sy]
Near-perfect neutral month for the State of Trend Following index to close the year just in negative double-digit territory. 2017 was not the best year for the strategy. Let’s see what 2018 has in store. Happy new year to all readers and best wishes for profitable trading. Please check below for
- 6 years ago, 9 Jan 2018, 01:47pm -
State of Trend Following in November [Au Tra Sy]
November was down for the index, sitting just below the negative double-digit line before year-end. It looks like the State of TF will end in the red in 2017, unless a strong bitcoin-inspired December rally lifts the index back in the black. Please check below for more details. Detailed Results The
- 6 years ago, 10 Dec 2017, 09:49pm -
State of Trend Following in October [Au Tra Sy]
Last month saw a strong upwards performance from the State of Trend Following index, single-handedly reversing half the negative performance for the year, which still stands close to double-digit territory. Please check below for more details. Detailed Results The figures for the month are: October
- 6 years ago, 8 Nov 2017, 09:36am -
State of Trend Following in August [Au Tra Sy]
Slightly positive month for the State of Trend Following index but still negative Year-To-Date performance, in the double digits. Please check below for more details. Detailed Results The figures for the month are: August return: 0.79% YTD return: -11.1% Below is the chart displaying individual
- 6 years ago, 5 Sep 2017, 12:00pm -
State of Trend Following in May [Au Tra Sy]
Negative month for the State of Trend Following report, putting the YTD well in the red. Please check below for more details. Detailed Results The figures for the month are: May return: -3.14% YTD return: -7.44% Below is the chart displaying individual system results throughout May: StateTF May And
- 6 years ago, 7 Jun 2017, 11:41am -
State of Trend Following in March [Au Tra Sy]
Another negative month for this (delayed) State of Trend Following report. To say that the last 12 months have been far from the best performing period for the index seems an understatement. I also include in this month’s report (further below) the 12-month chart from the post I write for the
- 6 years ago, 11 Apr 2017, 10:35am -
State of Trend Following in January: Down [Au Tra Sy]
Trend Following started the year with the same flavour as it ended 2016: down. The index posted a negative performance in January but is still slightly up since the low in October last year. Please check below for more details. Detailed Results The figures for the month are: January return: -3.32%
- 7 years ago, 3 Feb 2017, 11:56am -
State of Trend Following in December [Au Tra Sy]
Happy new year to all readers! With best wishes for your trading in the coming twelve months, which — I’m sure you’ll agree — will prove interesting from several perspectives. We start the year by looking back at the performance of trend following over the year just passed. Unsurprisingly
- 7 years ago, 4 Jan 2017, 08:29pm -
State of Trend Following in October [Au Tra Sy]
The results from last month’s trend following index were only slightly negative, which is quite surprising as most of other indices were sharply down, including The Wisdom Trading State of Trend Following report, which I write as a version 2 of this report. The principles for the index are the
- 7 years ago, 7 Nov 2016, 11:31am -
State of Trend Following in September [Au Tra Sy]
Another down month for the State of Trend Following report, taking the year in the red a bit further for 2016. Please check below for more details. Detailed Results The figures for the month are: September return: -1.64% YTD return: -7.07% Below is the chart displaying individual system results
- 7 years ago, 11 Oct 2016, 10:49am -
State of Trend Following in August: Sharp Down Move [Au Tra Sy]
It is Fall in Summer!… The trend following index had a big move to the downside last month, taking the YTD performance to a negative level as well. The results are similar, over on the Wisdom State of Trend Following, a sort of version 2.0 of this report, which I write for them too. Please check
- 7 years ago, 2 Sep 2016, 02:56am -
State of Trend Following in June [Au Tra Sy]
The month of June started positive for the trend following index, before a V-shaped movement pre/post-Brexit, that ended the month in positive territory. The YTD figure is still in the red. Please check below for more details. Detailed Results The figures for the month are: June return: 2.94% YTD
- 7 years ago, 5 Jul 2016, 11:00am -
State of Trend Following in May [Au Tra Sy]
A strong down month in May for the state of trend following index, which solidifies the downtrend from the last two months and takes the YTD performance in the red, after the strong start to the year. Please check below for more details. Detailed Results The figures for the month are: May return:
- 7 years ago, 10 Jun 2016, 10:19pm -
State of Trend Following in April [Au Tra Sy]
The state of trend following was negative last month, as it was in March. The index is now just above the zero-line for the year, back from nearly the +20% mark a month and a half ago. Please check below for more details. Detailed Results The figures for the month are: April return: -2.35% YTD
- 7 years ago, 11 May 2016, 11:10am -
State of Trend Following in March [Au Tra Sy]
Following two strong months to start the year, the index was down in March, but still positive overall for 2016. Please check below for more details. Detailed Results The figures for the month are: March return: -5.90% YTD return: 5.16% Below is the chart displaying individual system results
- 7 years ago, 7 Apr 2016, 03:23pm -
State of Trend Following in February [Au Tra Sy]
The strong January start carries on into February for the State of TF Index. The performance is already in double-digit territory for the Year-To-Date. Please check below for more details. Detailed Results The figures for the month are: February return: 3.59% YTD return: 12.51% Below is the chart
- 8 years ago, 9 Mar 2016, 03:36am -
State of Trend Following in January [Au Tra Sy]
Strong start of the year for the State of Trend Following index, nearly closing the month with double-digit gains. Please check below for more details. Detailed Results The figures for the month are: January return: 8.28% YTD return: 8.28% Below is the chart displaying individual system results
- 8 years ago, 4 Feb 2016, 01:09pm -
State of Trend Following in December [Au Tra Sy]
Happy New Year 2016! We start with this first State of Trend Following report to see that December closed down, with the index slightly positive for the year. 2015 was up-and-down. What will 2016 bring? Please check below for full results. Detailed Results The figures for the month are: December
- 8 years ago, 4 Jan 2016, 08:16am -
State of Trend Following in November [Au Tra Sy]
Last month’s results for trend following were positive, with a strong performance that took the index back into positive territory for the year. The strategy goes into the last month of the year holding modest gains but 2015 will obviously not be a repeat of the runaway performance from last year.
- 8 years ago, 3 Dec 2015, 05:33pm -
State of Trend Following in October [Au Tra Sy]
The State of Trend Following index posted a strong negative return in October. Enough to take the YTD performance in the red, with another volatile oscillation around the neutral line for 2015. Please check below for more details. Detailed Results The figures for the month are: October return:
- 8 years ago, 2 Nov 2015, 12:42pm -
State of Trend Following in September: It was a Good Summer [Au Tra Sy]
The index had a strong September, continuing the “Summer uptrend” started in mid-July. This has now resulted in the YTD performance returning to positive territory, after the “Spring slump” took the index from the “Winter highs” to negative performance. Let’s see what Autumn (or Fall
- 8 years ago, 6 Oct 2015, 07:46am -
State of Trend Following in August [Au Tra Sy]
A positive return for the State of Trend Following index, bringing the YTD performance nearly exactly on neutral level. The big spike up seen in the last part of the month, which brought the index close to +10%, was short-lived. The index quickly reverted it with a quick spike down. Please check
- 8 years ago, 8 Sep 2015, 09:02am -
State of Trend Following in July: UP [Au Tra Sy]
July saw a bounce back up in the index after several months of downwards action. The YTD performance is still negative though. Please check below for more details. Detailed Results The figures for the month are: July return: 3.86% YTD return: -1.47% Below is the chart displaying individual system
- 8 years ago, 18 Aug 2015, 12:26pm -
State of Trend Following in June [Au Tra Sy]
Another down month for the State of Trend Following index. After a fairly good start to the year – until mid-March where the index registered its high for the year – the trend has been fairly clearly down. Possibly a drawdown phase following the very strong performance from 2014 and beginning
- 8 years ago, 3 Jul 2015, 08:31pm -
State of Trend Following in May [Au Tra Sy]
Another successive down month for the index. Enough to take it into negative territory for the year. Please check below for more details. Detailed Results The figures for the month are: May return: -2.38% YTD return: -2.62% Below is the chart displaying individual system results throughout May:
- 8 years ago, 2 Jun 2015, 02:10pm -
State of Trend Following in April [Au Tra Sy]
A negative month in April for the State of Trend Following report, taking the performance below the break-even line for 2015. Please check below for more details. Detailed Results The figures for the month are: April return: -5.71% YTD return: -0.88% The figures above, compared with those in the
- 8 years ago, 6 May 2015, 01:07pm -
Trend Following Wizards in March: UP [Au Tra Sy]
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. Organisation / Fund Return YTD * AUM ** Abraham Trading1 1.26% 5.00% $275M Altis Partners2 5.95% 10.42% $325M Aspect Capital3 3.70% 7.99%
- 8 years ago, 22 Apr 2015, 02:34am -
State of Trend Following in March [Au Tra Sy]
The index registered a new yearly high last month, with a nice uptrend until mid-month (nearing +10% YTD), before settling back to a lower level. The year-to-date performance is still well in the black. Please check below for more details. Detailed Results The figures for the month are: March
- 8 years ago, 2 Apr 2015, 11:42am -
Trend Following Wizards – February [Au Tra Sy]
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
- 9 years ago, 27 Mar 2015, 07:25am -
State of Trend Following in February [Au Tra Sy]
After a strong string of positive performances, the State of TF index pulled back last month to post a negative return, still leaving 2015 in positive territory. Please check below for more details. Detailed Results The figures for the month are: February return: -2.05% YTD return: 4.24% Below is
- 9 years ago, 5 Mar 2015, 10:44am -
Trend Following Wizards: Good January Start [Au Tra Sy]
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. Organisation / Fund Return YTD * AUM ** Abraham Trading1 4.93% 4.93% $272M Altis Partners2 9.67% 9.67% $335M Aspect Capital3 4.60% 4.60% $5,105M Beach
- 9 years ago, 20 Feb 2015, 06:30am -
State of Trend Following in January [Au Tra Sy]
The year is starting as it ended for trend following: Very strong. The index posted a first good month (over +6%). Trend Following keeps on trending up! Please check below for more details. Detailed Results The figures for the month are: January return: +6.62% Below is the chart displaying
- 9 years ago, 4 Feb 2015, 05:55am -
Trend Following Wizards close 2014 on a High [Au Tra Sy]
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.
- 9 years ago, 16 Jan 2015, 10:42am -
State of Trend Following in December 2014 [Au Tra Sy]
- 9 years ago, 6 Jan 2015, 08:14am -
Trend Following Wizards – Strong November, Strong 2014 [Au Tra Sy]
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).
- 9 years ago, 18 Dec 2014, 05:53am -