Introduction Systematic trend following posted a second consecutive negative month in July 2026. The benchmark fell -1.24 percent, almost identical to June’s -1.26 percent. The headline numbers look the same. The path could hardly have been more different. June was...
Introduction Systematic trend following performance in June 2026 turned negative for the first time this year. The benchmark declined -1.26 percent as risk-off conditions swept across asset classes and sharp reversals punished extended positioning. After months of consolidation and patience,...
Introduction Systematic trend following performance in May 2026 cooled after April’s turbulence. The benchmark gained just +0.50 percent as two-way churn across energy and commodities left most programs treading water. After a month that traced the barometer from Strong to...
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...
Introduction Systematic trend following performance in February 2026 delivered another exceptional month as metals exploded and trends surged. The benchmark gained +4.01 percent, marking the second consecutive month above four percent. Two months into 2026, the trend-following community has built...
Introduction Systematic trend following performance in January 2026 exceeded expectations as the benchmark surged +4.16 percent. A new year announces itself not with whispers but with conviction. January 2026 opened with authority as the momentum established in December carried forward...
