Received new report from Wisdom on the state of the trend tracking for August. The month turned out to be one of the most disastrous.
August 2016: Trend Following DOWN -7.32%, YTD: -7.95%
The index is calculated for a portfolio of 40, diversified by sector, futures markets by 12 trend-following trading systems.
This is the overall trend tracking system index for August.:
And this is for the last 12 Months:
All tracked trend tracking systems fail in August:
Reminds of the situation with the crisis of trend-following systems in 2011-2013 yy
