To get back on topic... Sep was an interesting month for the big trendfollowers... I'll let Mike fill in the details.
http://www.barclayhedge.com/research/indices/calyon/Newedge_Trend_Following_Index.html Oct-17-2011 RORâ MTDâ YTDâ Newedge CTA Trend Sub-Index 0.48% -3.16% -7.26%
Not a technical trend follower, but this is definitely a trend following thought process: <iframe width="420" height="315" src="http://www.youtube.com/embed/53EV0ozdIKc" frameborder="0" allowfullscreen></iframe>