Category: Flash Report

  • July Flash Report

    | | Flash Report

    Another very interesting month for trading as almost all strategies performed with positive results in July. Stock markets continue to rise amidst continued uncertainty regarding the global economy. It feels like we are waiting for the other shoe to drop. Precious metals has gone parabolic. Gold gets the headlines but Silver has jumped considerably. Bonds have held steady and are ripe for a breakout. With continued uncertainty in markets sure to cause disruption ahead we believe strategies long and short across different sectors should capture market volatility. The IASG CTA Index for July is +2.74% with Diversified managers leading with … Read more July Flash Report
  • June Flash Report

    | | Flash Report

    Are we still in a classic bear market rally? Or is this simply a continuation of the bull market? These are questions that no one can really answer as we are starting to see modest recovery in unemployment and parts of the economy coming back to life. The narrative has not changed much from the previous month as we see slight gains across most sectors in our CTA Indexes. This month the Agriculture index +1.65 and Stock Index focused managers +1.60 leading the way. Volatility remains in equities which gave way to shorter term traders specializing in indicies. Trend focused … Read more June Flash Report
  • May Flash Report

    | | Flash Report

    The major theme appears to be volatility remaining steady in May with a VIX hovering in the mid 20’s. U.S. equity indexes continue moving closer to a full recovery from March lows in spite of unemployment reaching numbers never seen before. Perhaps markets have factored in Q2 COVID-19 effects along with extreme government stimulus. We should look toward economic indicators in Q3 and Q4 to realize more of the impact COVID will have globally. Most stood ready for this to be the recession (perhaps a depression) with long lasting effects. With everyday activity starting to take more of a return … Read more May Flash Report
  • April Flash Report

    | | Flash Report

    Mostly a subdued month despite continued volatility across almost all asset classes. As we await the outcome of the pandemic and us getting back to some sort of new semblance of normal we can almost assuredly expect volatility to remain. With this much Federal Reserve intervention in the markets we are really in unprecedented times. All the broader equity indexes rallied quite a bit in April despite record levels of unemployment and more people looking for work than ever before.  Perhaps the market thinks we will dig out of this and go back to pre crisis spending by Q4 of … Read more April Flash Report
  • March & April Intra-Month Performance Updates

    | | Flash Report

    Wow what a month March turned out to be on the heels of February. During the COVID-19 outbreak we saw a huge volatility surge again in March across almost all asset classes from equities to rates to commodities. We showed a brief intra-month view of several managers we track and, good, bad or indifferent wanted to update you on the final numbers they produced. Shorter term strategies and tail risk strategies stole the show for March with the ability to capture much of the volatility on both up and down days. Also in the mix was the showdown between Saudi … Read more March & April Intra-Month Performance Updates