Traders' Roundtable

One other index is the IASG Trend Following Strategy Index ( http://www.iasg.com/managed-futures/cta-indexes/index/trend-following-index ). Be forewarned, however, that published monthly performances continue to change for at least a year. For example, the change for March is now showing -2.35 ...

AFAIK = As Far As I Know

I started my system on July 28, 2010 and looked like a hero for a number of months. I happened to launch at a good time. That was luck, not skill.

Another option which hasn't been noted would be to invest the funds in equal amounts at given time intervals. For example, invest one third in open ...

I think the main point here is that funds are being compared over the same time period. That's a starting point. Of course, if you were considering allocating money to a fund you would look at the fund's longer term performance to see how it fared through all the cycles. Prior to the table being ...

Thanks for doing that Dean. Sorting by CAGR/WDD (in other words the MAR ratio) I see that there is a small number of funds that have a ratio greater than 2.0. There aren't many funds that achieve that kind of performance.

I am very close to having one year of published trades on Collective2 and my ...

Dean:

Thanks for providing the info on your site. I have an issue though with providing the worst drawdown, for example, when the timeframe is different for each advisor. What is the point of providing a worst drawdown for a one year old fund and a fifteen year old fund without noting the different ...

As a trend trader with an ETF trend trading system on Collective2, I don't have a problem with the occasional rough patch. Its times like this that separate the well designed systems from everything else. After all, we are all trading stars when the there are strong trends to ride.