Trend Following Research

[fjpenney]

Quote from Fishmonster123:

Thanks fjpenney. The fact that you made 4% sort of confirms my post, I guess. I'm assuming that given the assumptions in my post, you're either risking more or using a tighter initial stop. Does that sound right?

By the way, I was looking for your system on Collective 2. What is the name of it?

My system on Collective2 is Trend Trading but unfortunately there are several systems with the same name. Here is a link to my Collective2 performance stats: http://trendtrading.collective2.com/

The return is also a function of the amount of leverage used. My Trend Trading system on C2 uses 100% leverage. Given that I will hold a maximum of 25 ETF's, my normal position size is 8% of equity. The 4% return on FXE that I noted in the earlier post did not take into account leverage.

 

[Rodney King]

Being down modestly YTD isn't too bad. I suspect many name-brand trendies will also be down YTD as of month-end.

 

[Trend Following]

New: http://www.trendcommandments.com

 

[Neenisti]

Quote from Trend Following:

New: http://www.trendcommandments.com

What new discoveries do you cover in this new book that you didn't cover in past books?

 

[Rodney King]

I'm hearing May was rough on the trendies... W_____ -2, T_________ -6, G_____ -7, C_________ -9, D___ -10.

 

[marketsurfer]

Man, that's some fat volatility. Couple of months like that and the investors will pull their money. Wonder how long untill the trendfunds just throw in the towel and retire for good?

 

[fjpenney]

It wasn't pleasant! I was down 7%. The first numbers in at IASG this morning show a loss of 11.29% for their index. It takes months for the IASG index to present a final number as not all funds report in a timely manner. Newedge hasn't updated their CTA index for May yet this morning but the index was down 4.75% as of May 30.

 

[Gabfly1]

Quote from marketsurfer:

Man, that's some fat volatility. Couple of months like that and the investors will pull their money. Wonder how long untill the trendfunds just throw in the towel and retire for good?

With whom do you suggest they place their money?

 

[marketsurfer]

Quote from Gabfly1:

With whom do you suggest they place their money?

I would be pleased to suggest programs with actual edge right now, but can only speak with accedited, real investors. In addition, not being a sponsor here, I am precluded under the TOS from mentioning particular working edges.

 

[Ash1972]

Quote from marketsurfer:

Man, that's some fat volatility. Couple of months like that and the investors will pull their money. Wonder how long untill the trendfunds just throw in the towel and retire for good?

Thank you. Just as soon as people start talking about the death of trendfollowing, a massive equity run up usually starts..