Trend following: Someone please administer the Coup de Grace
Daily update: July 13, 2023
Good evening my esteemed friends.
The highly respected Societe Generale Trend Indicator captures the performance of all fund managers who pursue trend following methods (i.e. all systematic investors/traders in the trend following, CTA, managed futures space)
As of the 13th of July, 2023 the performance of the trend followers has been woeful (to put it mildly)
YTD, they have underperformed the S&P 500 by a massive 28% in the space of 6 months.
Long-term returns: 1.75% p.a. (LOL - Bull Market Bypass)
For the love of god, could someone please put this trend following debacle out of its misery.
Someone show some mercy, administer the Coup de Grace
10/07 Indices, page-180
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