Long commodities positioning, particularly in grains and crude markets, were by far the best performers for most longer-term trend programs during the month
One re-entry to the SG Trend Index for 2022, no changes in the SG Short-Term Traders Index and the SG Multi Alternative Risk Premia Index has one new addition this year
Noise and nonlinearity are two important market characteristics that have been on the increase over the past decade and have produced increasingly complex market price actions