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Whoa, you made $173k today? Not bad!

+2208.76 ET Daily P/L so far (trying to post every day without exception)... 8-19-10...+$227.55 8-20-10.....+$46.60 8-23-10.....+$48.60 8-24-10...+$180.40 8-25-10.....+$78.10 8-26-10...+$108.85 8-27-10.....+$65.43 8-30-10.....+$32.85 8-31-10.....+$38.55 9-1-10.......+$38.21...

I am not questioning trend following. I'm questioning how we should measure its performance. Campbell Co and Eckhardt were both unimpressive in that Oct 08 month. Rentec and Universa both were. This is why using fund performance, even a composite, is a murky process.

-944.80 ET Daily P/L so far (trying to post every day without exception)... 8-19-10...+$227.55 8-20-10.....+$46.60 8-23-10.....+$48.60 8-24-10...+$180.40 8-25-10.....+$78.10 8-26-10...+$108.85 8-27-10.....+$65.43 8-30-10.....+$32.85 8-31-10.....+$38.55 9-1-10.......+$38.21...

Well it's looking like today may be my worst day $$$-wise in a long time. I thought I would share a few details of it here: I had a horrific trade this morning...the worst single trade result I've ever ever had. Now here's the worst part: it distracted me from completing an order (accidentally...

+1396.05 ET Daily P/L so far (trying to post every day without exception)... 8-19-10...+$227.55 8-20-10.....+$46.60 8-23-10.....+$48.60 8-24-10...+$180.40 8-25-10.....+$78.10 8-26-10...+$108.85 8-27-10.....+$65.43 8-30-10.....+$32.85 8-31-10.....+$38.55 9-1-10.......+$38.21...

Michael, To elaborate on my earlier post: Some trend followers you cover are really not pure trend followers to begin with... Tom Shanks has said he does discretionary trading as well in his fund...i.e., that has changed from some of the stuff that he originally did with RD. Liz...

I don't understand what you mean.

"Surprise follows trend."

Michael, A thought: You should focus more on the performance of various trend following trading strategies through the years and less on the performance of a select group of managers. I think it would clarify your point and strengthen your argument. Regards.

-784.94 ET Daily P/L so far (trying to post every day without exception)... 8-19-10...+$227.55 8-20-10.....+$46.60 8-23-10.....+$48.60 8-24-10...+$180.40 8-25-10.....+$78.10 8-26-10...+$108.85 8-27-10.....+$65.43 8-30-10.....+$32.85 8-31-10.....+$38.55 9-1-10.......+$38.21...

DAMN you guys are a tough crowd.

i don't see any attachment...

+668.18 ET Daily P/L so far (trying to post every day without exception)... 8-19-10...+$227.55 8-20-10.....+$46.60 8-23-10.....+$48.60 8-24-10...+$180.40 8-25-10.....+$78.10 8-26-10...+$108.85 8-27-10.....+$65.43 8-30-10.....+$32.85 8-31-10.....+$38.55 9-1-10.......+$38.21...

yeah, the dumbass version of HFT!

I did a contest like this hosted by UBS back in college. I was one of the winners and got to go on a trip to their Stamford trading room... the unspoken truth was that all the winners had figured out the contest platform was running on delayed data. so, the winners weren't really great...

Remarkable: "Tradebot, one of the biggest high-frequency traders around, had not had a losing day in four years".

Data and charts can tell the same story. I find data easier to trust.

Let's get this thread going again... Best: +$8500 Worst: -$1600

1.2 million?