Pinned Tweet
Preparation begins with perspective.
What if the biggest opportunities are the moves nobody saw coming?
In The Trend Following Manifesto, Niels Kaastrup-Larsen and I explore the principles, mindset and discipline behind trend following.
Get launch updates and details of the tps://t.co/7ltfqTvf4O
#TrendFollowing #TheTrendFollowingManifesto #Investing #BookLaunch
What if the biggest opportunities are the moves nobody saw coming?
In The Trend Following Manifesto, Niels Kaastrup-Larsen and I explore the principles, mindset and discipline behind trend following.
Get launch updates and details of the tps://t.co/7ltfqTvf4O
#TrendFollowing #TheTrendFollowingManifesto #Investing #BookLaunch
1
2
19
785
Hidden in Plain Sight | Episode 9: You Are What the System Is Filtering
Two managers start with the same capital and follow the same rules. One catches a big trend early. The other takes the losses first. By the time the big trend arrives, an investor has withdrawn money and the capital to trade it.
Before I ask what a strategy would have earned, I ask what it would have taken to still be there when it earned it.
Read Episode 9: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #TrendFollowing #SystematicTrading #ComplexAdaptiveSystems
Two managers start with the same capital and follow the same rules. One catches a big trend early. The other takes the losses first. By the time the big trend arrives, an investor has withdrawn money and the capital to trade it.
Before I ask what a strategy would have earned, I ask what it would have taken to still be there when it earned it.
Read Episode 9: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #TrendFollowing #SystematicTrading #ComplexAdaptiveSystems
0
0
9
865
THIS WEEK IN TREND | 6 NOVEMBER 2026
Crude Reversed. Trend Strength Rose. Trend-Following Returns Fell.
Brent plunged 13.32%, the VIX surged 16.38%, and precious metals rebounded sharply.
Yet beneath these dramatic moves, a more interesting story emerged.
The TTU Trend to 39%, while the SG Trend Index suffered a sharp setback, falling to +9.74% year to date.
How can trend strength improve while trend-following returns deteriorate?
Because the number of markets trending tells us little about what happens when the largest moves run against established positions.
For trend followers, direction matters. But persistence is what creates the opportunity.
Read the full report:
atstradingsolutions.com/this-week-in-t…
#TrendFollowing #SystematicTrading #GlobalMacro #OutlierHunting
Crude Reversed. Trend Strength Rose. Trend-Following Returns Fell.
Brent plunged 13.32%, the VIX surged 16.38%, and precious metals rebounded sharply.
Yet beneath these dramatic moves, a more interesting story emerged.
The TTU Trend to 39%, while the SG Trend Index suffered a sharp setback, falling to +9.74% year to date.
How can trend strength improve while trend-following returns deteriorate?
Because the number of markets trending tells us little about what happens when the largest moves run against established positions.
For trend followers, direction matters. But persistence is what creates the opportunity.
Read the full report:
atstradingsolutions.com/this-week-in-t…
#TrendFollowing #SystematicTrading #GlobalMacro #OutlierHunting
1
2
11
957
When the Trends Turned
October was a reminder that trend following gives back through the same mechanism by which it gains.
The ATS Classic Trend Benchmarking Portfolio fell 6.95% as reversals spread across bonds, metals, grains, equities and currencies. Energy resisted the 2%, but all seven system families finished lower.
The full report examines where the losses came from, how the portfolio responded, and what the interactive trade playback reveals about positions that remained open through the reversal.
Read the October report:
atstradingsolutions.com/ats-classic-tr…
#TrendFollowing #SystematicTrading #ManagedFutures #PortfolioManagement
October was a reminder that trend following gives back through the same mechanism by which it gains.
The ATS Classic Trend Benchmarking Portfolio fell 6.95% as reversals spread across bonds, metals, grains, equities and currencies. Energy resisted the 2%, but all seven system families finished lower.
The full report examines where the losses came from, how the portfolio responded, and what the interactive trade playback reveals about positions that remained open through the reversal.
Read the October report:
atstradingsolutions.com/ats-classic-tr…
#TrendFollowing #SystematicTrading #ManagedFutures #PortfolioManagement
0
1
10
681
Hidden in Plain Sight | Episode 8: Process Is the Only Refuge
I follow my rules and lose. I ignore them on the next trade and make money. Which lesson should I take into the trade after that?
Markets can reward a poor decision and punish a sound one. This episode explores how ithout letting the latest win or loss rewrite the method.
Read Episode 8: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
I follow my rules and lose. I ignore them on the next trade and make money. Which lesson should I take into the trade after that?
Markets can reward a poor decision and punish a sound one. This episode explores how ithout letting the latest win or loss rewrite the method.
Read Episode 8: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
0
1
8
626
THIS WEEK IN TREND | 30 OCTOBER 2026
Fewer Markets Rose. Trend Strength Weakened. Yet Trend-Following Returns Improved.
Only 14 of 49 futures markets finished higher, and the TTU Trend Barometer slipped to 39%. Yet the SG Trend Index recovered to +14.92% year to date.
Precious tended their declines, while several established advances continued to unravel.
The lesson? A difficult market environment does not necessarily mean an unprofitable one for trend followers.
Direction alone tells us little. Persistence tells us where the opportunity lies.
Read the full report: atstradingsolutions.com/this-week-in-t…
#TrendFollowing #SystematicTrading #GlobalMacro #OutlierHunting
Fewer Markets Rose. Trend Strength Weakened. Yet Trend-Following Returns Improved.
Only 14 of 49 futures markets finished higher, and the TTU Trend Barometer slipped to 39%. Yet the SG Trend Index recovered to +14.92% year to date.
Precious tended their declines, while several established advances continued to unravel.
The lesson? A difficult market environment does not necessarily mean an unprofitable one for trend followers.
Direction alone tells us little. Persistence tells us where the opportunity lies.
Read the full report: atstradingsolutions.com/this-week-in-t…
#TrendFollowing #SystematicTrading #GlobalMacro #OutlierHunting
1
2
6
820
Richard Brennan retweeted
Coming soon: The Trend Following Manifesto!
After almost three years of working on this book with Richard Brennan (@RichB118), we're finally getting closer to publication. Really looking forward to sharing it with you.
Sign up for launch updates and a special discount HERE: toptradersunplugged.com/tfmanifestolau…
After almost three years of working on this book with Richard Brennan (@RichB118), we're finally getting closer to publication. Really looking forward to sharing it with you.
Sign up for launch updates and a special discount HERE: toptradersunplugged.com/tfmanifestolau…
2
3
33
91,729
Hidden in Plain Sight | Episode 7: What the Quant Approach Cannot See
Different funds. Different stocks. Separate risk reports. Then, in August 2007, apparently independent portfolios began losing together.
What connected them?
In this episode, I explore how shared funding xits can expose relationships that historical estimates miss. A model records the market’s past. Its users help make what happens next.
Read Episode 7: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
Different funds. Different stocks. Separate risk reports. Then, in August 2007, apparently independent portfolios began losing together.
What connected them?
In this episode, I explore how shared funding xits can expose relationships that historical estimates miss. A model records the market’s past. Its users help make what happens next.
Read Episode 7: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
0
2
9
893
Beyond the Benchmarks
Five trend followers. One annual decision. A simulated $100 growing to $2,347 from January 2000 to August 2026.
How much of trend following’s opportunity do the familiar benchmarks capture? Our first Allocation Spotlight explores F22’s striking historical rs can actually access through ETFs.
Read the report: atstradingsolutions.com/allocation-spo…
#TrendFollowing #SystematicInvesting #PortfolioAllocation #ManagedFutures
Five trend followers. One annual decision. A simulated $100 growing to $2,347 from January 2000 to August 2026.
How much of trend following’s opportunity do the familiar benchmarks capture? Our first Allocation Spotlight explores F22’s striking historical rs can actually access through ETFs.
Read the report: atstradingsolutions.com/allocation-spo…
#TrendFollowing #SystematicInvesting #PortfolioAllocation #ManagedFutures
0
0
8
762
The Returns Catch Up
September’s strongest week for trend following came when most markets fell.
Persistence paid. All three major trend benchmarks gained for a second consecutive month and moved ahead of the S&P 500 for the year.
The September report explores where the trends heldand why counting rising markets can miss the story.
Read the report: atstradingsolutions.com/trend-followin…
#TrendFollowing #ManagedFutures #SystematicTrading #Diversification
September’s strongest week for trend following came when most markets fell.
Persistence paid. All three major trend benchmarks gained for a second consecutive month and moved ahead of the S&P 500 for the year.
The September report explores where the trends heldand why counting rising markets can miss the story.
Read the report: atstradingsolutions.com/trend-followin…
#TrendFollowing #ManagedFutures #SystematicTrading #Diversification
1
3
14
1,093
Richard Brennan retweeted
Battle of the Trends: The Leaders Change Again
Six indexes gained in September. August’s winner was the only one to lose.
SG Trend led at +4.3%, while Classic Trend retained its commanding lead since 2020. Recent performance and the longer record tell different stories.
Our es what changed, where trends held and why the monthly leaderboard deserves a longer view.
Read the September Battle of the Trend Following Indexes on ATS Trading Solutions: aussieturtles.com/battle-of-the-…
#TrendFollowing #ManagedFutures #SystematicTrading #PortfolioDiversification
Six indexes gained in September. August’s winner was the only one to lose.
SG Trend led at +4.3%, while Classic Trend retained its commanding lead since 2020. Recent performance and the longer record tell different stories.
Our es what changed, where trends held and why the monthly leaderboard deserves a longer view.
Read the September Battle of the Trend Following Indexes on ATS Trading Solutions: aussieturtles.com/battle-of-the-…
#TrendFollowing #ManagedFutures #SystematicTrading #PortfolioDiversification
0
1
3
337
The Allocation Ledger | August 2026
August’s leading allocation method gained 9.54%. Yet the leaders for long-term growth and growth relative to drawdown were different again.
One strong month catches the eye. The longer record tells a richer story.
Explore the rankings, interactive charts:
atstradingsolutions.com/the-allocation…
#TrendFollowing #PortfolioAllocation #ManagedFutures #TheAllocationLedger
August’s leading allocation method gained 9.54%. Yet the leaders for long-term growth and growth relative to drawdown were different again.
One strong month catches the eye. The longer record tells a richer story.
Explore the rankings, interactive charts:
atstradingsolutions.com/the-allocation…
#TrendFollowing #PortfolioAllocation #ManagedFutures #TheAllocationLedger
0
0
3
625
Falling Markets. Rising Opportunity.
September’s strongest week for the SG Trend Index came when only 14 of 49 tracked markets rose.
For trend followers, direction cuts both ways.
Across 97 reporting programs, September delivered an average gain of 3.21%, with Lynx 1.5x the monthly winners tell only part of the story.
Who leads over five years? What drawdowns came with those returns? And how much do the leaders have in common?
Explore September’s Rising Stars and Trend Titans report for the rankings, dispersion and longer-term perspective.
View the report: atstradingsolutions.com/rising-stars-a…
#TrendFollowing #ManagedFutures #SystematicTrading #PortfolioDiversification
September’s strongest week for the SG Trend Index came when only 14 of 49 tracked markets rose.
For trend followers, direction cuts both ways.
Across 97 reporting programs, September delivered an average gain of 3.21%, with Lynx 1.5x the monthly winners tell only part of the story.
Who leads over five years? What drawdowns came with those returns? And how much do the leaders have in common?
Explore September’s Rising Stars and Trend Titans report for the rankings, dispersion and longer-term perspective.
View the report: atstradingsolutions.com/rising-stars-a…
#TrendFollowing #ManagedFutures #SystematicTrading #PortfolioDiversification
0
0
3
523
You do not need to predict the future.
You just need to be in position when it arrives.
Our forthcoming book, The Trend Following Manifesto, explores how to prepare for a world that refuses to follow a forecast.
Join the launch list for updates and details of the first-week 7ltfqTvf4O
#TrendFollowing #TheTrendFollowingManifesto #SystematicTrading #BookLaunch
You just need to be in position when it arrives.
Our forthcoming book, The Trend Following Manifesto, explores how to prepare for a world that refuses to follow a forecast.
Join the launch list for updates and details of the first-week 7ltfqTvf4O
#TrendFollowing #TheTrendFollowingManifesto #SystematicTrading #BookLaunch
1
2
11
978
Hidden in Plain Sight | Episode 6: The Practitioner’s Discipline
A Gubbi Gubbi elder pointed to a flowering tree and told me where the fish would be downstream. I looked from the blossom to the water and could see no connection.
His explanation changed what I could see without ont of me.
This episode begins beside that stream and returns to my trading desk, where the encounter left me with a question: what am I missing when I record the separate things but overlook their relationships?
Read Episode 6: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
A Gubbi Gubbi elder pointed to a flowering tree and told me where the fish would be downstream. I looked from the blossom to the water and could see no connection.
His explanation changed what I could see without ont of me.
This episode begins beside that stream and returns to my trading desk, where the encounter left me with a question: what am I missing when I record the separate things but overlook their relationships?
Read Episode 6: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
0
1
3
625
This Week in Trend | 23 October 2026
Trend Strength Recovered. Returns Told a Different Story.
The TTU Trend Barometer recovered from 36% to 41%, but the SG Trend Index slipped further to +14.31% year to date.
Crude oil advanced while Natural Gas collapsed. Precious metals neath the weekly movements, the trend environment showed tentative signs of improvement.
But improving trend strength does not necessarily mean improving portfolio returns.
The trends available and the trends a portfolio captures are not always the same.
Read this week's full analysis: atstradingsolutions.com/this-week-in-t…
#TrendFollowing #SystematicTrading #GlobalMacro #TTUTrendBarometer
Trend Strength Recovered. Returns Told a Different Story.
The TTU Trend Barometer recovered from 36% to 41%, but the SG Trend Index slipped further to +14.31% year to date.
Crude oil advanced while Natural Gas collapsed. Precious metals neath the weekly movements, the trend environment showed tentative signs of improvement.
But improving trend strength does not necessarily mean improving portfolio returns.
The trends available and the trends a portfolio captures are not always the same.
Read this week's full analysis: atstradingsolutions.com/this-week-in-t…
#TrendFollowing #SystematicTrading #GlobalMacro #TTUTrendBarometer
0
1
6
811
Hidden in Plain Sight | Episode 5: What the Eye Cannot See, the Pattern Reveals
The signal is still valid, yet the market feels different. Pullbacks deepen. Related markets drift apart. Is something changing, or will it only look obvious afterward?
In this episode, I explore can notice, how hindsight can fool it, and how to give judgment a useful place within a systematic trading process.
Read Episode 5: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
The signal is still valid, yet the market feels different. Pullbacks deepen. Related markets drift apart. Is something changing, or will it only look obvious afterward?
In this episode, I explore can notice, how hindsight can fool it, and how to give judgment a useful place within a systematic trading process.
Read Episode 5: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
1
1
9
1,211
Hidden in Plain Sight | Episode 4: The Same Pattern at Every Scale
A river branches. So do lungs, leaves and city networks. The resemblance catches the eye. What can it teach us?
In this episode, I explore how patterns in other fields can help us notice overlooked connections he shared funding that can turn several small positions into one large exposure. The comparison gives us a question. We still have to investigate the cause.
Read Episode 4: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
A river branches. So do lungs, leaves and city networks. The resemblance catches the eye. What can it teach us?
In this episode, I explore how patterns in other fields can help us notice overlooked connections he shared funding that can turn several small positions into one large exposure. The comparison gives us a question. We still have to investigate the cause.
Read Episode 4: atstradingsolutions.com/hidden-in-plai…
#HiddenInPlainSight #ComplexAdaptiveSystems #TrendFollowing #SystematicTrading
0
0
4
796
THIS WEEK IN TREND | 9 OCTOBER 2026
More Markets Rose. Fewer Trends Persisted.
Twenty-eight of 49 futures markets finished higher, twice the previous weeks number. Yet the TTU Trend Barometer slipped to 50%, while the SG Trend Index climbed to +16.14% year to date.
A reminder persistent trends are not necessarily the same thing.
For trend followers, the opportunity lies in persistence, not predicting direction.
Read the full report: atstradingsolutions.com/this-week-in-t…
#TrendFollowing #SystematicTrading #GlobalMacro #OutlierHunting
More Markets Rose. Fewer Trends Persisted.
Twenty-eight of 49 futures markets finished higher, twice the previous weeks number. Yet the TTU Trend Barometer slipped to 50%, while the SG Trend Index climbed to +16.14% year to date.
A reminder persistent trends are not necessarily the same thing.
For trend followers, the opportunity lies in persistence, not predicting direction.
Read the full report: atstradingsolutions.com/this-week-in-t…
#TrendFollowing #SystematicTrading #GlobalMacro #OutlierHunting
0
3
10
765