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Any trendfollowers

Posted: Mon May 22, 2017 8:33 am
by Chelonia
Hi All,

I was just wondering if there are still some trendfollowers out here who may want to engage in a testing/trading discussion. What are you doing at the moment, how have you done over the last, lets say, 5 years. Just trying to get some discussion going as trendfollowing can be lonely and frustrating from time to time. 8)

Re: Any trendfollowers

Posted: Sun May 28, 2017 11:34 am
by Wisdom
It's hard to get excited about a strategy with only 1 good year out of the last 5. Probably why this forum has been so quiet lately. But, I suspect better markets are coming.
Shane Wisdom
www.wisdomtrading.com

Re: Any trendfollowers

Posted: Thu Jun 01, 2017 7:18 am
by Wisdom
http://news.morningstar.com/articlenet/ ... ?id=810657

It's probably a good time to start that trend following system again if you're not trading through this drawdown.

Shane Wisdom
www.wisdomtrading.com

Re: Any trendfollowers

Posted: Wed Jun 07, 2017 9:39 am
by sethd
I took my first system live 6/1. I've been testing and researching for the past six months. Seems like a good time to begin since TF has been a rough slog the past couple of years.

Re: Any trendfollowers

Posted: Tue May 29, 2018 12:29 am
by rajivm
Wisdom wrote:
Thu Jun 01, 2017 7:18 am
http://news.morningstar.com/articlenet/ ... ?id=810657

It's probably a good time to start that trend following system again if you're not trading through this drawdown.

Shane Wisdom
www.wisdomtrading.com
Hello Shane

Why do you recommend A system that doesn't perform well for such long periods. I feel even one bad year is quite stressful in the life of trader.
Regards
Rajiv

Re: Any trendfollowers

Posted: Mon Jun 04, 2018 2:48 pm
by Wisdom
Trend following might not make money every year, but it's one of the best strategies that I've found for extracting profits out of the markets. PM if you have some other strategies to share. I'm interested.

Best regards,
Shane Wisdom
www.wisdomtrading.com

Re: Any trendfollowers

Posted: Tue Jun 05, 2018 3:10 pm
by Chris67
Good to see this post !
Used to love being on here 10 years ago as lots of comments but all gone quiet now as probably poor performance put so many off
I am still avidly following the trends - 2014 a great year and 2 years either side of that were rubbish. I still honestly believe we will see a blow off year and soon - dont forget all its needs is one blow off year in 10 and the performance will mean an average 10 year return is better than all the algo's and stock pickers generating their little QE induced 10% per year who will all drop an absolute bollock as soon as the wind turns ... seen it all before

Re: Any trendfollowers

Posted: Tue Jun 05, 2018 6:18 pm
by Wisdom
There's some great trends in select markets right now, but bigger sector reversals have been the challenge this year. Trend following has never been easy though, it's just one maddening cycle after another. Gotta love it.

Re: Any trendfollowers

Posted: Tue Nov 06, 2018 7:47 am
by Chelonia
Wow, just checking back on this post and it seems like "the last of the mohicons" in here. Now I feel even more lonely :(

The good thing is that we´re up 10.2% for 2018 to date, with a solid 5.24% for october alone (net of 2/20). Jan/Feb we also outperformed followed by a give back period that ended in June. Compared to the whales we seem to be very much uncorrelated seeing them negative for the year even into the double digits. I think size/scalability has forced them into equities, hence the big correlation between stocks and their performance. There used to be a time where the large firms only had stock market indices in the portfolio and no single stocks. I wonder if there is a big misallocation i.e.; correlation risk in place, how else can you explain the large drawdowns reported during stock market meltdowns as I don´t think that (short) bond positions alone can be responsible for these setbacks. Perhaps small is the new big. Anyways, thanks for your responses!

Re: Any trendfollowers

Posted: Fri Nov 16, 2018 11:46 am
by Demon
I would say in a nutshell it's down to the timeframe. Given the performance numbers you're giving I'd guess you guys are pretty short term?

Re: Any trendfollowers

Posted: Sat Nov 17, 2018 6:39 am
by Chelonia
Multi systematic with 25% of total equity allocated to a shorter term system i.e.: shorter holding period due to more agressive exit rules.

Re: Any trendfollowers

Posted: Fri Dec 21, 2018 4:37 am
by Chelonia
+15.29 ytd, net of 2/20 and brokerage fees. Natgas made a really nice contribution in November with biggest $ gain/market for the year. Unfortunately one of my largest investors, a family office from Lnd, jumped ship in December taking out 5m. Obviously nothing to do with performance, but changed circumstances they wouldn´t reveal. Very frustrating to say the least. References available on request.

If anyone is interested to invest or partner up don´t hesitate to contact me. Nearly 3 yr (Jan 2016-Dec 2018) track record outperforming all of the usual suspects in this space. Longer very good track record available but fragmented (from 2007 to 2012). The program wasn´t traded between 2012 and 2016.

Merry x-mas for all, and may the new year bring good health, happiness, and success at whatever you choose to accomplish!

Re: Any trendfollowers

Posted: Sat Dec 22, 2018 12:59 pm
by Chris67
Have PM'd you

Best
Chris

Re: Any trendfollowers

Posted: Sat Dec 29, 2018 6:35 pm
by bigsky99
Congrats on a good year! I got a kick out of your "the last of the mohicons" comment.... funny. I'm sure there are plenty of trendfollowers around ... just inactively lurking in the shadows. Still looking for the faith... thanks for the update. Happy New Year!

Re: Any trendfollowers

Posted: Sun Dec 30, 2018 4:52 am
by Chelonia
Thanks for your comment! I'm sure you're right about that. Like a sea turtle waiting to resurface :-)

Re: Any trendfollowers

Posted: Sat Jan 12, 2019 9:48 am
by rajivm
Are you guys following Trends because you cannot find any other method that works or it is a CULT like thing?