Kettera Strategies Heat Map - August 2023
August was a tricky month for trend-based systems, where several prevailing trends reversed mid-month and proved difficult for such programs
Kettera Strategies
AlphaWeek Category
Hedge Funds
Last Updated
07/29/2022
Kettera Strategies Heat Map - July 2023
Trend programs were generally unprofitable in July, with most programs struggling in fixed income and currencies
Kettera Strategies Heat Map - June 2023
Long term trend following was positive in June, continuing the climb upward since the setbacks in March. In June, the equities sector led the way
Kettera Strategies Heat Map - May 2023
May was one of the strongest months for FX managers in the past year, even while the choppy ranges in G7 currencies vs. the US dollar made trading difficult
Kettera Strategies Heat Map - April 2023
Discretionary Global Macro managers experienced a wide range of results in April, although the better performing programs took concentrated positions in commodities, currencies, and equities
Kettera Strategies Heat Map - March 2023
In many ways the discretionary macro managers did right what the systematic models got wrong in March
Kettera Strategies Heat Map - February 2023
February was generally a good month for systematic trend followers. The key performance drivers appeared to be the opposite of what worked in January
Kettera Strategies Heat Map - January 2023
Long-term trend programs were mixed to negative in January, where performance was largely depending on exposure to fixed income and short-term rates
Kettera Strategies Heat Map - December 2022
Industrial specialists were positive in December, led by strong returns in energy trading, particularly nat gas traders with short-biased exposures
Kettera Strategies Heat Map - November 2022
Long term trend following strategies suffered a large “give back” month in November. There was a substantial and broad-based reversal in trends across all asset classes
Kettera Strategies Heat Map October 2022
Most systematic trend programs suffered some degree of setback in October in the equity index markets, due to short positions carried over from late September
Kettera Strategies Heat Map September 2022
Long Term trend followers enjoyed yet another solid month of strong trending markets, perhaps one of the best months in years
Kettera Strategies Heat Map August 2022
A good month for systematic trend managers
Kettera Strategies Heat Map July 2022
July markets saw broad-based trend reversals across nearly all sectors
Kettera Strategies Heat Map June 2022
The more profitable trend following programs appeared to emphasize short fixed income and short equities indices positions
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