The core twin hypotheses behind I-System Trend Following and this newsletter are that, Market trends are far and away the most potent drivers of investment performance, and that Systematic trend following is the most reliable way to capture value from trends. But as I mentioned before, getting the best long-term results out of systematic trend … Continue reading Markets move in trends: the Cocoa edition
Market experts: crude oil to go to $12 or $65 or $150 or $380 per barrel…
It has long been my contention that in securities markets, prices lead and narratives follow, as I summed up in this 2016 article: "Market facts vs. market narratives." Yesterday we had another case in point: the price of Crude Oil rallied and the media rushed a slew of articles and commentary explaining the move. ZeroHedge … Continue reading Market experts: crude oil to go to $12 or $65 or $150 or $380 per barrel…
Major Markets portfolio – 3 year performance review
At the end of December 2022, we’ve tracked the Major Markets portfolio for full three years and over that time it has performed very well, entirely fulfilling its objective of generating positive returns, uncorrelated with traditional asset classes. This document offers a visual performance summary of the portfolio and of the 190 I-System strategies that … Continue reading Major Markets portfolio – 3 year performance review
I-System Trend Following 