March delivered another tough campaign for trend followers. The markets offered little in the way of sustained moves, and systematic models paid the price. Most of the major trend-following indexes posted losses—only the ever-defensive Barclay BTOP50 managed to stay in the green.

But once again, one name stood out: the Classic Trend Index.

Despite a -2.5% setback, it continues to separate from the crowd, both in long-term performance and risk-adjusted resilience. With a CAGR of 15.3%, Sharpe of 0.96, and a Sortino of 2.51, it’s proving what disciplined, process-driven trend following can really deliver.

We break it all down in our latest Aussie Turtles update — charts, commentary, metrics, and all the battlefield dust you’d expect from this monthly tradition.

Read the full breakdown here:
https://www.aussieturtles.com/battle-of-the-trend-following-indexes-march-2025/

Stay tuned — the tides may be shifting, but the battle is far from over.