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5 Tough Years for Managed Futures and Trend Following

It has been a tough 5 years for managed futures and trend following. I received a report from Winton one of the largest and well known trend following managers…Worth a read if you are in the managed futures arena as well as trend following…

Autocorrelationoftrendfollowingreturns

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE […]

Is the Tide of the Stock Market Turning Bearish? $SPY $QQQ

It can be easily said that Friday’s action was simply ugly. This leaves one to question if a long over due correction could be at hand. I want to clarify I am not a bull nor a bear. I simply read the market action every day. The stock market opened lower and it just kept […]

Seeds of a Managed Futures Recovery

I was forwarded this article today regarding managed futures. It was produced by NewEdge.

If you are interested in managed futures worth a read…

Click here for the article

Past Performance is not indicative of future performance

How to Handle the Long Draw Down in Managed Futures

I have been trading managed futures since 1994. This has been one of the most challenging periods ever. Not just due to the draw down but the duration of the draw down. I am not alone. I have spoken to many of the industries veteran traders who have been around since the 1980s and the […]

Worst Hedge Funds – Trend Following Commodity Trading Advisors

Are you a contrarian or do you follow the crowd? If one was to look at the worst performing Hedge funds for this year, they will find Trend Following Commodity trading Advisors & Managed Futures. Legends such as Tudor show up on this list. Tudor’s fund Tudor Tensor is in his 3rd year of sub […]

MorningStar Bashing Managed Futures-Managed-Futures Funds: A Mess

With article after article bashing managed futures could a bottom be in? I learned under a man who has traded commodities and is a trend follower since 1979. He compounded his $200,000 stake in 1979 to tens of millions of dollars. It was never easy. He always had loses and long draw downs… As much […]

The Lack of Trends for Trend Followers in Managed Futures

There is much in the news regarding the “Death of Trend Following”. Anyone in the investment world knows that managed futures have been struggling the last several years. Actually in my opinion this is one of the hardest periods ever! I remember vividly 2005 and 2006 and thought those were tough, but this surpasses that […]

Investors Lose 89% of their Money in Managed Futures

Another nail on the coffin that Trend following is Dead!

Probably not..As much as anything can happen…Since article after article are stating how bad trend following is… Could be an interesting time.

Read this Reuters article

Past Performance is not indicative of future performance

It Has Been a Very Challenging 2 Years for Managed Futures & Trend Following

It Has Been a Very Challenging 2 Years for Managed Futures For those that have invested in managed futures over the recent period, one word sticks out – TOUGH! • Two Back to Back years of negative and sub performance • Repeatedly Heard – Trend Following is DEAD! • Received an Email – Find a […]

Newedge CTA Index 20 Month Draw Down Worst on Record

How do you take this fact… Newedge CTA Index 20 Month Draw Down Worst on Record …a time to exit managed futures …or a time to be a contrarian? Personally as much as past performance is not indicative of future performance this statistic encourages me even more. The truth is we are only dealing in […]