$100 invested in January 2000 with F22, a simple rule for choosing five trend followers each year, would have grown to $2,347 by August 2026 in our simulation. The same $100 in the SG Trend Index grew to $434, in...
The Returns Catch Up August gave trend followers moves that lasted, but the returns arrived more slowly than the improving environment suggested. In September, the returns caught up. All three major trend benchmarks gained for a second consecutive month. The...
How different ways of choosing trend following programs have performed over time Data through August 2026. Edition date 26 October 2026. The study uses reported returns for programs classified in NilssonHedge as Type CTA, Style Systematic and Strategy Trend Following....
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....
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...
The Trends That Would Not Hold July was not a quiet month. Markets moved. Some moved violently. Trends appeared, strengthened and, in several cases, looked as though they might finally provide trend followers with something meaningful to work with. Then...
For five straight months, trend following in 2026 had told a simple story. Trends were there, the benchmarks captured them, and the numbers went up. June broke that story in the most instructive way possible: the trend environment got measurably...
“Time and again, our work is judged by instruments built for a different game and against objectives we never chose. This is a long look at what actually separates the classic trend follower from the rest of the investment world,...
May delivered a fifth consecutive month of gains across all three major trend-following benchmarks, though by the narrowest of margins, as one of the most volatile intra-month environments of the cycle ultimately cancelled itself out. Our latest TTU Trend Following...
April delivered a fourth consecutive month of gains across all three major trend-following benchmarks, with the trailing twelve-month figures pushing into their strongest territory of the cycle. Our latest TTU Trend Following Performance Report is now available. The Headline Numbers...
