When Movement Refuses to Become Trend June was the month of the turn. July was the month when almost nothing stayed turned. For the second consecutive month, every benchmark in the Battle of the Trend Following Indexes finished negative. But...
When Better Conditions Cost Money: The Month of the Turn After May delivered the quietest month of the year and its narrowest dispersion, June reversed both. Every benchmark in the Battle of the Trend Following Indexes finished negative, where in...
When Convexity Has Nothing to Cut: The Quiet Month After April delivered the strongest trend-following month of 2026 and the year’s widest dispersion, May delivered the reverse of both. It was the quietest month of the year at the index...
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...
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...
February 2026 delivered another strong month for trend followers, with all seven indexes posting gains for the second consecutive month. Classic Trend led at +5.3%, followed by TTU at +4.6%, IASG at +4.0%, and SG Trend at +3.9%. Systematic Momentum...