The leaders gave ground. Trend strength fell to 36%. This was a week in which several of the year’s leading advances gave ground. Fewer markets rose, the moves grew larger, and the trend environment weakened sharply. Twenty-two of 49 futures...
Twenty-eight markets rose. Trend strength eased to 50%. This was a week in which the performance board broadened sharply, but the trend environment lost a little ground. Twenty-eight of 49 futures contracts finished higher, twice the previous week’s 14. Six...
Only fourteen markets rose. Trend strength held its ground. This was a week in which the performance board narrowed sharply, but the trend environment did not. Only 14 of 49 markets finished higher, down from 24 a week ago and...
“A trend portfolio is not paid at the moment a trend is identified. It is paid for the distance travelled while it was already positioned, and it hands back the same way.” About This Report The ATS Classic Trend Benchmarking...
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...
