How different ways of choosing trend following programs have performed over time Data through July 2026. Edition date 27 September 2026. The study uses reported returns for programs classified in NilssonHedge as Type CTA, Style Systematic and Strategy Trend Following....
The leaderboard turned over. Most of the trends beneath it held. This was a week that looked like rotation on the performance board and persistence underneath it. Soft Commodities and Meats, the two weakest sectors a week ago, finished first...
Persistence Returns July gave trend followers plenty of movement, then took away the trends. August gave them something more useful: moves that lasted. All three major trend benchmarks finished higher after two consecutive negative months. The TTU Trend Following Index...
Introduction Systematic trend following performance in August 2026 returned to positive territory. The benchmark gained +3.02 percent, reversing the back-to-back losses of June and July and lifting the benchmark equity curve to a new high on its five-year VAMI. The...
The Trends That Finally Held July gave trend followers plenty of movement, but little that lasted. August changed the result. After two consecutive losing months, all seven indexes finished positive. Classic Trend led at +5.3%, followed closely by IASG TF...
More markets rose. Fewer trends persisted. This was a week in which the performance board and the trend environment told very different stories. Eighteen of 49 contracts finished higher, up from just 14 a week ago. Yet the TTU Trend...
Fourteen markets rose. Trend strength and returns reached the top of the sequence. This was a week in which far fewer markets rose and the money improved anyway. The TTU Trend Barometer climbed from 55 percent to 59 percent, entering...
The Barometer held. The returns caught up. This was a week in which the same amount of trend did a great deal more work. The TTU Trend Barometer held at 55 percent, unchanged from last week and at the threshold...
“A portfolio is not paid for the size of the moves around it. It is paid for the share of them it was already holding, and the two can point in opposite directions for weeks at a time.” About This...
The quietest week produced the strongest trend reading This was a much quieter week than the last. It may also have been a much better one for trend followers. The TTU Trend Barometer added another 5 points to reach 55...
