Early Performance Indication

Based on our daily performance indicator, December was a difficult month for CTAs, recording a down month of 1.7%, bringing year-to-date returns to a modest, but positive 3.8%. Traditionally the last quarter offers strong returns for CTAs, but not in this quarter.

The behavior of returns indicates a trend-less environment with losses largely outpacing gains. Happy New Year and may 2020 bring interesting trading conditions.

The NilssonHedge indices can be accessed here. Sign up for the underlying database here (free).

Photo by Ray Hennessy on Unsplash

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