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Performance

Trend Following Trading Performance Examples

Michael Covel (July 22, 2007)

Trend Following has produced huge returns over the past 30 years. This page outlines hypothetical Trend Following success. Are there ups and downs? Sure, but compare Trend Following performance against buy and hold. Risk Disclaimers.

Trend Following Performance Examples

Here are examples of trend trading performance from multiple traders from around the world:

Turtle Trend Following Performance Examples

The 6 most successful Turtles are evidence of the long term gains seen in trend following trading systems:

Back-Tested Trend Following Performance Examples

Performance in Trend Following Book

More examples of trend following performance over the last 30 years are in the book Trend Following.

Trend Following Charts

Universal Chart Example

The universal chart example must be read by all.

Risk Disclaimer

We can not promise you will earn like returns of the traders, charts or examples (real or hypothetical) mentioned within this site. All past performance is not necessarily an indication of future results. All results are unique. Results will vary. Data presented is for educational purposes. This information is not designed to be used as an invitation for investment with any advisor profiled. Disclaimers.

All data on this site is direct from the CFTC, SEC, Yahoo Finance, Stark Report and individual disclosures by managers mentioned herein. We assume all data to be accurate, but assume no responsibility for errors, omissions or clerical errors made by sources.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

The Drop of the Dollar: 2004 Trend Down

Michael Covel (March 29, 2005)

The trend of the dollar is straight down:

A fundamental view of the dollar drop from the Economist:

As the dollar hit another new low against the euro, briefly breaching $1.30 on November 10th, an increasing ...

The Universal Chart; No Change

Michael Covel (March 25, 2005)

Some people focus on the past results of a trading system to gauge its success. Others only think about what happened last month. Both are wrong.
A great trend following system, adapts to change. Trend Following successfully trades the charts below. ...

Metallgesellschaft

Michael Covel (February 15, 2005)

Do you think a systematic trading approach could have brought one of Germany's largest company to its knees? Unfortunately for Metallgesellschaft (MG), a German metals and oils conglomerate, it happened. MG was long crude oil futures on New York Mercantile Exchange (NYMEX) most of 1993. They ...

Barings Bank

Michael Covel (February 15, 2005)

Who is John W. Henry and Why Does
Barings Loss Matter to My Portfolio?

If you want to make more money than the average mutual fund holder, John W. Henry and ...

Enron Crash

Michael Covel (February 15, 2005)

Stinging commentary regarding all players in the Enron affair:

Enron Employee Feedback.

ABC News Video.
How ...

Correlation 4

Michael Covel (February 15, 2005)

Correlation data best portrays the continued close relationship among Trend Followers. Click here for more on the relationship.
More Correlation Charts
These are all sample snap shots. They are meant to illustrate the concept of ...

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Complete TurtleTrader
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The Complete Turtle story. Legend, lessons & results.

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Trend Following
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Now available: the new expanded edition. Order online today.

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  • Market Wizards Jim Simons

    The advantage scientists bring into the game is less their mathematical or computational skills than their ability to think scientifically. They are less likely to accept an apparent winning strategy that might be a mere statistical fluke. (Read more)

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