http://www.iasg.com/mainframe.asp
press monthly flash on top
I wonder how, after a pretty bad year so far in 2006, JW Henry managed to make more than 10 % in August. I did not see huge trends anywhere to justify such a return. Unless they never decreased trading size when they lost and they are heavily overweight in bonds which went up in August.
I am so surprised because my trend following systems did not make at all in August and the managed futures index that you see here:
http://www2.standardandpoors.com/se...e/IndicesIndexPg&r=1&l=EN&b=4&s=132&xcd=HEDGE
has also not made in August - it actually went down from 1095 to 1080.
How did JW Henry outperform the managed futures index in such a big way ? Have they changed their way of trading ?
press monthly flash on top
I wonder how, after a pretty bad year so far in 2006, JW Henry managed to make more than 10 % in August. I did not see huge trends anywhere to justify such a return. Unless they never decreased trading size when they lost and they are heavily overweight in bonds which went up in August.
I am so surprised because my trend following systems did not make at all in August and the managed futures index that you see here:
http://www2.standardandpoors.com/se...e/IndicesIndexPg&r=1&l=EN&b=4&s=132&xcd=HEDGE
has also not made in August - it actually went down from 1095 to 1080.
How did JW Henry outperform the managed futures index in such a big way ? Have they changed their way of trading ?