Tag: Portfolio Allocation

$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...

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....