GR TrendFollowing
Stable. Adaptive. Crisis-Proven.
Leverages sustained market trends — up or down — to perform in volatile times
Core pillar of GR_Strategies, contributing over 30% to true diversification
Real - time results since January 2023
Complete Analysis & Information Hub —
In a Single App
Performance analysis from all angles
Performance vs Other Asset Classes
Risk Metrics daily and monthly
Draw Down Analysis
Performance Table
GR Trendfollowing
GR_TrendFollowing App:
Comparison
Check how well GR_TrendFollowing perform by comparing them to benchmarks like the S&P500 or DAX over different time periods.
Providing comprehensive risk figure comparisons as well.
GR_TrendFollowing_App:
Some performance features
GR_TrendFollowing analysis since start
GR_TrendFollowing: vs Other Asset Classes
Extended analysis dating back to 2011
Rolling Correlation of GR_TrendFollowing vs. DAX | S&P 500
GR_TrendFollowing:
Not witchcraft, but simple craftsmanship
The beauty of all these strategies lies in their simplicity. Data is downloaded in the morning, calculations take about 15 minutes to ensure theory aligns with practice, and new orders are automatically sent to the exchange shortly before the market closes in the evening.
This is not witchcraft, but simple craftsmanship, ensuring that execution timing has no influence — a crucial element for robustness.
GR_TrendFollowing App:
Follow the open positions
You can see all actual open positions calculated on 5.000.000 USD
Updated daily!
I open positions on next day’s close.
I close position on opening
GR_TrendFollowing App:
Trading Statistic
Trading stats offer valuable insight — but they’re just numbers.
Each market day brings a new game with its own rules.
Contact me for full data or run your own analysis anytime.
Why GR_TrendFollowing?
Diversification
Commodity Trading Advisors (CTAs) emerge as a truly effective diversification strategy within my portfolio, particularly when navigating through periods of turbulence and uncertainty.
Backtest
I acknowledge that the performance up to December 2022 is a blend of real-time trading and new systems. I found it unfulfilling to rest on the laurels of the past and add it all up again.
Correlation
The problem surfaces during market downturns, revealing a lack of true diversification and correlation patterns which you did not expect in good times.
Emotional control
I am not guided by greed or panic in my dealings, but rather adhere to the principles of true expertise. Every decision is the result of a deliberate, thoughtful and pure technical approach that avoids impulsive reactions.