Performance on Collective2

Performance on Collective2
Performance on Collective2

Wednesday, February 5, 2014

market comment January 14

"With a loss of 12.10% SP Alpha launched in January in the new year 2014.
The upward trend in the S & P500 stopped abruptly in mid of this month, just before the most highly weighted subsystem went into the market. The since early November invested  trend-following system component is returned in this environment close to their entry price. The pullback component of the system is also currently fully invested and will leave with a pullback up the market again. The overall system is currently not far from his "short mode" in which it can then also set on falling prices.