Introduction Systematic trend following performance in April 2026 navigated one of the most turbulent months in recent memory. The benchmark gained +2.99 percent as geopolitical shocks, tariff anniversaries, and sharp sector reversals tested the resilience of rules-based processes. Despite the...
“Energy Surges, Precious Metals Slump, and the Barometer Climbs Back to Strong at 57%“ Trend Following Weekly Report Alignment returned faster than breadth could broaden. Energy reversed sharply higher, the sector averaging +5.70 percent with five of six contracts moving...
When Convexity Cuts Both Ways: The Other Side After March 2026 broke a two-month streak of universal gains with every benchmark finishing negative, April delivered the reverse: the strongest trend-following month of 2026 to date, with every benchmark in the...
“Energy Reverses Hard, Equities Print Records, and the Barometer Slips to Neutral at 43%“ Trend Following Weekly Report Leadership rotated faster than persistence could confirm. Energy went uniform-direction down for the first time in the current cycle, the sector averaging...
“Energy Extends, Softs Snap Back, and the Barometer Reclaims 55%“ Trend Following Weekly Report Energy extended for a second week, but this time the move was cleaner. Last week’s Hormuz spike could have been another single-week reversal. It wasn’t. All...
“The Whipsaw Resumes. Energy Spikes, Metals Unwind, and the Barometer Holds Strong at 50“ Trend Following Weekly Report This was the week the whipsaw resumed. Market pricing reflected a renewed risk premium around the Strait of Hormuz, with reports indicating...
“A Violent Repricing of Geopolitical Risk. The Barometer Clears 55 and Enters Strong“ Trend Following Weekly Report This was the week the whipsaw ended. Iran declared the Strait of Hormuz open to commercial shipping. OPEC cut its Q2 2026 demand...
When Convexity Cuts Both Ways After two consecutive months of universal gains across the trend-following peer group, March 2026 broke the streak. Every one of the seven benchmarks tracked in the Battle of the Trend Following Indexes finished the month...
“Relief, Not Resolution: Equities and Bitcoin Surge, Energy Reverses, and the Barometer Falls to 48%“ Trend Following Weekly Report Spectacular equity gains. A dramatic energy reversal. And a barometer that fell seven percentage points in the same week that Bitcoin...
“Energy Explodes, Metals Surge, and Equities Reverse on Geopolitics and Tariff Shock“ Trend Following Weekly Report Spectacular performance. Deteriorating signal quality. And a barometer that fell eleven percentage points in the same week that crude oil surged eighteen percent. The...
