2023 has shown regression from 2022 in terms of CTA performance.  CTA indices are reporting modest results, with Barclay’s CTA index posting ~0.50% return through June 2023, and the SG CTA index posting a comparable number. Similar to 2022, trend following strategies are receiving most of the attention and causing…

2022 was a good year for managed futures.  CTA indices all reported positive results, with Barclay’s CTA index posting a ~+7% return for the year, and the SG CTA index posting a return of ~+20%. Trend following strategies, which had been looked over the last decade, came back into favor…

2022 has been a great year so far for managed futures.  CTA indices are all reporting positive results, with Barclay’s CTA index posting ~+8% return through June 2022, and the SG CTA index posting a return of ~+19%. Trend following strategies, which had been out of favor over the last…

2021 was another strong year for managed futures and CTAs. While this post only displays the top 10 CTAs for the year, we could have easily made the list a top 20 list this year because we had enough positive performers.  CTA indices are also performed well in 2021, with…