A good summary of the January development in the trend space can be found here: https://atstradingsolutions.com/cta-fund-performance-report-31-january-2020-storm-clouds-brewing/
Richard notes ” So here we are trend followers. A fairly balmy January with no sign of any change in the endless ascent of the S&P500 spoiler alert……and yet somewhere far far away a little sneeze (literally) this month is about to bring the house of cards down next month. Who woulda’ thunk it….a sneeze………but that is what uncertainty brings to this game of speculation…..but let’s don’t get ahead of ourselves. It is January and we are all blissfully unaware.”
ATS is using the NilssonHedge Database.