TREND FOLLOWING: LEARN. TRACK. COMPARE.
A TRANSPARENT GLOBAL MACRO BENCHMARK

Once you have a firm grip of basic trendfollowing strategies, the name will make more sense. The model portfolo is traded using a mechanical system that gets long over the highest high of the past 40 days (or short below the lowest low of the past 40 days) and then uses the lowest low of the past 20 days as an exit trigger (or highest high of hte past 20 days in the case of a short position). Obviously it's a little more complicated than that and most active real money managers will trade something more sophisticated than this, but it should give a decent approximation of how many trend trading market participants will be positioned on any given day.

The 40in20out Model Portfolio currently has 12 financial futures and 17 commodity futures across 8 different market sectors. Symbols vary by each system, but here they are for a couple of the more popular quote systems:

The ticker for each instrument traded consists of the root Commodity Code (see #2) + a month code and year to denote the expiration of the futures contract. For example, Crude Oil expiring in Dec 2016 would have the code: CLZ6

Here is a listing of all month codes:

We do have an app, and it does have PUSH notifications! But, we hope you are fans of Android because we have not ported this to Apple yet. You can find the official 40in20out app in the Google Play Store here.
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