“Energy Surges as Metals Collapse and Equities Slide Further“ Trend Following Weekly Report Energy surging. Metals collapsing. Equities sliding further. And the barometer holds its ground with rising momentum. The third week of March delivered the most dramatic sector divergence...
Introduction Systematic trend following performance in February 2026 delivered another exceptional month as metals exploded and trends surged. The benchmark gained +4.01 percent, marking the second consecutive month above four percent. Two months into 2026, the trend-following community has built...
February 2026 delivered another strong month for trend followers, with all seven indexes posting gains for the second consecutive month. Classic Trend led at +5.3%, followed by TTU at +4.6%, IASG at +4.0%, and SG Trend at +3.9%. Systematic Momentum...
I joined Niels Kaastrup-Larsen on Episode 391 of the Systematic Investor Series to walk through the empirical research behind The Fractals of Finance. What follows is a summary of the conversation, from the crude oil shock that opened proceedings to...
“Energy Rules as Metals Retreat and Equities Extend Their Slide“ Trend Following Weekly Report Energy building. Metals retreating. Equities sliding. And the barometer holds its ground above the threshold. The second week of March confirmed the directional themes rather than...
“Energy Erupts as Equity Stress Mounts and Metals Reverse Hard” Trend Following Weekly Report Energy erupting. Metals reversing. Equity stress rising. And yet the barometer holds its ground. The first week of March delivered the most dramatic sector rotation of...
The Convergent–Divergent Spectrum The striking feature of financial markets is that two opposing forces, those that oppose the prevailing move and those that amplify it, coexist permanently. The statistical signature of this coexistence is the shape of the return distribution...
“When momentum compounds, doubt fades. The portfolio does not question the trend, it simply remains aligned.” About the ATS Classic Trend Benchmarking Portfolio The ATS Classic Trend Portfolio is a purpose-built benchmarking model designed to illustrate how classic...
“Metals Explode and the Barometer Surges to Very Strong as Trend Conditions Accelerate“ Trend Following Weekly Report Metals exploding. The barometer surging. Trend conditions accelerating. The recovery is decisive. The final week of February delivered the most constructive combination of...
FX Arbitrage, Regime Change, and the Return of Classic Trend Episode 011 is live. Rich Brennan, Jerry Parker, and Adam Havryliv are joined by Sanjeev Lakhanpal of Horizon3 Investment Management for a conversation covering January’s rare unanimity across all seven...
