In fairness, the name-brand trendies are making a modest comeback in January http://www.barclayhedge.com/research/indices/calyon/Newedge_Trend_Following_Index.html after a very rough 2011.
Oh, I'm just having my fun. I have nothing against trend traders since I consider myself a variant thereof.
http://www.fimat.com/web/guest/brokerage_services/research/newedge_indices --> Details --> Constituents
Or if your focus is specifically on Turtle trading, the cofounder of the Turtle program http://bit.ly/yNrGDs is showing -15.6% for 2011 YTD through Nov.
I give a lot of credit to your book, Trend Following for opening my eyes to what this method has to offer. I'm still amazed that some of the old universal trend traders have not had to change their systems. Universal trend following never appealed to me, but I've found the method to be very effective on stocks with a good signal to noise ratio. It's all about finding the signal in the market: greed then fear, over and over again.