Trend Following Research

Discussion in 'Technical Analysis' started by Trend Following, Aug 28, 2010.

  1. fjpenney

    fjpenney

    My system on Collective2 is Trend Trading but unfortunately there are several systems with the same name. Here is a link to my Collective2 performance stats: http://trendtrading.collective2.com/

    The return is also a function of the amount of leverage used. My Trend Trading system on C2 uses 100% leverage. Given that I will hold a maximum of 25 ETF's, my normal position size is 8% of equity. The 4% return on FXE that I noted in the earlier post did not take into account leverage.
     
    #831     May 10, 2011
  2. Being down modestly YTD isn't too bad. I suspect many name-brand trendies will also be down YTD as of month-end.
     
    #832     May 10, 2011
  3. Trend Following

    Trend Following Sponsor

    #833     Jun 1, 2011
  4. What new discoveries do you cover in this new book that you didn't cover in past books?
     
    #834     Jun 1, 2011
  5. I'm hearing May was rough on the trendies... W_____ -2, T_________ -6, G_____ -7, C_________ -9, D___ -10.
     
    #835     Jun 1, 2011
  6. Man, that's some fat volatility. Couple of months like that and the investors will pull their money. Wonder how long untill the trendfunds just throw in the towel and retire for good?
     
    #836     Jun 1, 2011
  7. fjpenney

    fjpenney

    It wasn't pleasant! I was down 7%. The first numbers in at IASG this morning show a loss of 11.29% for their index. It takes months for the IASG index to present a final number as not all funds report in a timely manner. Newedge hasn't updated their CTA index for May yet this morning but the index was down 4.75% as of May 30.
     
    #837     Jun 1, 2011
  8. With whom do you suggest they place their money?
     
    #838     Jun 1, 2011
  9. I would be pleased to suggest programs with actual edge right now, but can only speak with accedited, real investors. In addition, not being a sponsor here, I am precluded under the TOS from mentioning particular working edges.
     
    #839     Jun 1, 2011
  10. Ash1972

    Ash1972

    Thank you. Just as soon as people start talking about the death of trendfollowing, a massive equity run up usually starts..
     
    #840     Jun 1, 2011