futures trend-following journal

Discussion in 'Financial Futures' started by CapitalG, Nov 16, 2005.

  1. CapitalG


    Does anyone know of a good futures trend-following journal? I've been looking around, and can't seem to find anyone who posts trades and P/L. Any info is welcome...

  2. CapitalG


    I hate to be the ONLY PERSON to reply to my own post... but I'll try to get things started. All I've been able to find is this guy's blog:


    and he's only been posting for two months or so. Anyone know any other journals, logs, etc?

  3. Check out JWH's site for monthly commentary.

    Check out Dunn Capital.com

    Im assuming you mean commodity / futures trend following.
  4. CapitalG


    thanks, psytrade, that is helpful. What I'd really like to see is what someone like Dunn's (or any trend-follower's) portfolio looks like, how and when they add to positions, and how the composition of the portfolio is changing over time.

    any other ideas out there?
  5. Capital, Dunn will show you , but you need $10 million in the account.

    You might peruse collective2.com they might have some futures traders, though its probably all daytrading eminis. And the real risk of this stuff should have you running the other way.

    The only way might be finding a good backtesting platform for futures. Trading recipes or the like. Not too sure myself. I only test a continuous contract at a time, and I have a hard time beating the index with my current stuff Im putting together.
  6. What type of trend-following are you interested in following? Any journal on longer-term trend following is going to be pretty boring. There ain't much "action."

    You can also use the old turtle rules and just follow along. Take you about 15 mintues a day in excel, tops. Either the shorter-term or longer-term systems will give you an idea of what it "feels" like.

    If you really want to test systems, try:


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