TREND FOLLOWING: LEARN. TRACK. COMPARE.
A TRANSPARENT GLOBAL MACRO BENCHMARK
THE RISK OF STEEP FINANCIAL LOSSES ARE REAL IN ANY FUTURES TRADING.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RETURNS.
Market participants have few ways to compare their alternative investment returns or investments in managed futures on a timely basis.
Most of the freely available current benchmark options are a simple index of reported returns from select managers, many of whom are blending multiple strategies.
These measurements can be slow to report, potentially carry hidden and misleading risks such as: survivorship bias, selection bias, backfill bias, and are about as transparent as mud.
40in20out is an academic project to publish a near-real-time, transparent and unbiased benchmarking index of a simple systematic, diversified trend following futures program.
We describe the trading logic in full with rules that could fit on the back of an envelope. We monitor trade signals and send alerts as needed including an end-of-day summary.
You get to see all the timestamps, trade activity and open positions for theoretical trades of the index constituents with total transparency.
The unbiased results are then tabulated for use and comparison as you see fit.
40in20out IS NOT TRADING ADVICE.