February 2025 Trend Following Report is Live!

After a promising start to the year, February reminded trend-followers just how quickly market dynamics can shift. From sharp reversals across energy, metals, and equities to choppy action in ags and bonds, this month was a tough test for systematic traders.

In our latest Trend Following Performance Report, we break down:

• Why trend-following indexes like SG Trend (-3.19%) and the TTU TF Index (-3.27%) struggled in February

• The standout moves in commodities — and why they failed to follow through

• Updated performance for our Serenity Portfolio, including a -5.54% dip for the month

• Insights from the TTU Trend Barometer, which fell to 32, marking a decline in trend strength

• The latest Top 10 rankings across CAGR, Serenity Ratio, and 12-month returns

• A detailed comparison of portfolio strategies, including our alternative 60/40 Serenity allocation

Read the Full February Report Here

If you’re tracking the evolving landscape of trend following, this monthly report is your compass. We cut through the noise to bring you insights that matter.