CTA FUND PERFORMANCE REPORT – 31 October 2019 – “I say….Stick your Head up Johnson Old Chap and see if the Trend is Dead”

Another tough month lads….but don’t lose heart……uncertainty still exists….though some bright sparks won’t see it. Ok…so Trend Following is difficult…..but it always has been. So what has changed?……well actually nothing really. Drawdowns are just a fact of life in this particular game where our long term success is defined by a handful of positive outliers.

CTA Fund Performance Report – 31 August 2019 – Up, Up and Away in my Beautiful, my Beautiful Balloon

We finally have removed that nasty persistent drawdown that has been plaguing us since early 2015….and it’s time to celebrate. On writing this momentous report with the benefit of hindsight there is a small kick in the guts coming in September….but that is just how the cookie crumbles. It shouldn’t interfere with our right to celebrate….just a bit.

CTA Fund Performance Report – 30 June 2019 – Climbing out of Drawdowns

June 2019 saw a continuation of positive performance for the CTA’s with the CTA Composite Index (60) now showing a 4.58% positive return YTD and the TF Global Index (37) reflecting a 3.94% YTD return. Will we see the protracted drawdown that has been experienced by these indexes since January 2015 vaporize, or is this just a short  term teaser before the overall markets flip back into their steady mean reverting rhythm?