The leaderboard turned over. Most of the trends beneath it held. This was a week that looked like rotation on the performance board and persistence underneath it. Soft Commodities and Meats, the two weakest sectors a week ago, finished first...
More markets rose. Fewer trends persisted. This was a week in which the performance board and the trend environment told very different stories. Eighteen of 49 contracts finished higher, up from just 14 a week ago. Yet the TTU Trend...
Fourteen markets rose. Trend strength and returns reached the top of the sequence. This was a week in which far fewer markets rose and the money improved anyway. The TTU Trend Barometer climbed from 55 percent to 59 percent, entering...
The Barometer held. The returns caught up. This was a week in which the same amount of trend did a great deal more work. The TTU Trend Barometer held at 55 percent, unchanged from last week and at the threshold...
The quietest week produced the strongest trend reading This was a much quieter week than the last. It may also have been a much better one for trend followers. The TTU Trend Barometer added another 5 points to reach 55...
Commodities rallied together, equities paused, and the Barometer completed a round trip the market did not The TTU Trend Barometer jumped 11 points to 50 percent this week, its largest single week gain of the current sequence and enough to...
Global futures markets delivered a more selective week to Friday 14 August. Energy led at plus 5.33 percent, with all six contracts higher. Heating Oil surged 9.75 percent, Gasoline RBOB 6.66 percent, Brent 5.95 percent and WTI 5.40 percent, sharply...
“An improving environment and a paying one are not the same thing.“ Trend Following Weekly Report Global futures markets turned upward almost everywhere in the week to Friday 7 August. Metals led at plus 6.52 percent with all five contracts...
“The Board Reversed, and the Barometer Fell 22 Points Out of Neutral“ Trend Following Weekly Report Almost exactly as many markets rose this week as rose last week. They were largely the opposite markets. Energy went from leading the board...
“Crude Extends Its Breakout as Trend Followers Are Paid in a Neutral Environment“ Trend Following Weekly Report The question this column left open a week ago has an answer. Energy held its breakout and led the board again, up 3.51...
