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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?

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: www.capitalview.blogspot.com and he's only been posting for two months or so. Anyone know any other journals, logs, etc? c'mon!

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... thanks!