Category: Flash Report

  • February Flash Report

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    skyscraper
    What’s Up The Trend Following Strategy Index rose above the other indexes last month at 1.58% with the Superfund Group taking the 4 top spots and their Green Gold SICAV program reaching a new high at 8.70% for the month. What’s Down The Discretionary Trader Index was down -0.72% for January followed closely by managers focused on Stock Indexes with a reported loss of -0.20%. The Coronavirus outbreak wreaked havoc in global markets erasing much of the early index gains in the month. Commodities: A Range of Opportunities for 2020 A decline in the U.S. dollar will be an essential … Read more February Flash Report
  • January Flash Report

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    exterior of the Titanic Belfast museum in Northern Ireland, UK
    What’s Up The Ag trader index beat out the other indexes last month at 1.12% as trade tensions with China eased potentially providing some clarity on demand going into 2020. The Option Strategy index lead the list for 2019 at 8.05% as traders did not have many significant short term moves that provide the biggest challenges to their strategies. Meanwhile, the IASG Trend Following and Systematic Trader indices posted their highest annual returns since 2014. CTA Spotlight Adalpha Asset Management continued their solid performance for the year in December with a 0.68% return to finish the year up over 12%.  Investors are finally taking notice of the 16 years of steady … Read more January Flash Report
  • December Flash Report

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    What’s Up The Stock Index Trader Index topped the indexes again last month, up 1.02% and 6.02% for the year. The Systematic Volatility Arbitrage Program (VolArb) by Deep Field Capital led the index. What’s Down AIS Capital‘s MAAP (3x-6x) Composite program’s -9.67% (-12% YTD) drop helped push the Discretionary Trader Index into the red last month at -1.23% and 1.21% for the year. CTA Spotlight: Spring Valley Asset Management Spring Valley Asset Management (part of our Diversified Trader Index) contributed a guest post last month detailing the drivers behind trend following and how each variable impacts CTA performance. Read blog post… … Read more December Flash Report
  • November Flash Report

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    What’s Up The stock index trader index lead the pack last month, up 1.19% and 5.05% for YTD led by Kinkopf Capital Management’s S&P Select program. What’s Down The trend was not your friend for the second month in a row, as the trend following strategy index dropped 2.32% anchored by Mulvaney Capital Management’s Global Markets Fund’s 12% slip. CTA Spotlight: Tianyou Asset Management. In February 2018, markets looked pretty dire for many option writers. The VIX had spiked 250% in less than a week and options sold a few days before were selling for many multiples of their original value. The … Read more November Flash Report
  • Managed Futures Prospers from BREXIT Blues

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    The IASG Trend-Following Strategy Index posted an estimated net return of +4.59% for June. The dominant theme in June was the UK referendum on EU membership, or ‘Brexit’ and the attendant surge in volatility that resulted in positive performance for CTAs. Trading conditions for systematic diversified managers were conducive due in large part to an increase in market volatility and sufficient directionality across markets and time frames … Read more Managed Futures Prospers from BREXIT Blues