Trend Methods
Compare directional rules, observation timing, lookbacks and the consequences of reversals.
Directional Method Lab
Managed Futures Research
Compare directional rules, information timing and the cost of changing exposure.
Constructed reversal
Assessed observations148
All-rule agreement97.3%
Prior rows excluded32
2023-02-15 to 2023-09-08
| Rule | Positive states | Negative states | Neutral states | Direct reversals | Unit turnover | Cost proxy |
|---|---|---|---|---|---|---|
| Lookback change | 72 | 76 | 0 | 1 | 4 | 12.00 bp |
| Level vs mean | 68 | 80 | 0 | 1 | 4 | 12.00 bp |
| Fast / slow means | 72 | 76 | 0 | 1 | 4 | 12.00 bp |
Observation record
Last 60 assessed observations
| Assessment date | Information through | Reference level | Lookback state | Level / mean state | Fast / slow state |
|---|---|---|---|---|---|
| 2023-06-19 | 2023-06-15 | 119.1888 | -1 | -1 | -1 |
| 2023-06-20 | 2023-06-16 | 118.5935 | -1 | -1 | -1 |
| 2023-06-21 | 2023-06-19 | 118.0622 | -1 | -1 | -1 |
| 2023-06-22 | 2023-06-20 | 117.5842 | -1 | -1 | -1 |
| 2023-06-23 | 2023-06-21 | 117.1467 | -1 | -1 | -1 |
| 2023-06-26 | 2023-06-22 | 116.7353 | -1 | -1 | -1 |
| 2023-06-27 | 2023-06-23 | 116.3344 | -1 | -1 | -1 |
| 2023-06-28 | 2023-06-26 | 115.9282 | -1 | -1 | -1 |
| 2023-06-29 | 2023-06-27 | 115.5009 | -1 | -1 | -1 |
| 2023-06-30 | 2023-06-28 | 115.0377 | -1 | -1 | -1 |
| 2023-07-03 | 2023-06-29 | 114.5251 | -1 | -1 | -1 |
| 2023-07-04 | 2023-06-30 | 113.9518 | -1 | -1 | -1 |
| 2023-07-05 | 2023-07-03 | 113.3086 | -1 | -1 | -1 |
| 2023-07-06 | 2023-07-04 | 112.5893 | -1 | -1 | -1 |
| 2023-07-07 | 2023-07-05 | 111.7907 | -1 | -1 | -1 |
| 2023-07-10 | 2023-07-06 | 110.9128 | -1 | -1 | -1 |
| 2023-07-11 | 2023-07-07 | 109.9585 | -1 | -1 | -1 |
| 2023-07-12 | 2023-07-10 | 108.9342 | -1 | -1 | -1 |
| 2023-07-13 | 2023-07-11 | 107.8488 | -1 | -1 | -1 |
| 2023-07-14 | 2023-07-12 | 106.7135 | -1 | -1 | -1 |
| 2023-07-17 | 2023-07-13 | 105.5418 | -1 | -1 | -1 |
| 2023-07-18 | 2023-07-14 | 104.3485 | -1 | -1 | -1 |
| 2023-07-19 | 2023-07-17 | 103.1493 | -1 | -1 | -1 |
| 2023-07-20 | 2023-07-18 | 101.9601 | -1 | -1 | -1 |
| 2023-07-21 | 2023-07-19 | 100.7964 | -1 | -1 | -1 |
| 2023-07-24 | 2023-07-20 | 99.6727 | -1 | -1 | -1 |
| 2023-07-25 | 2023-07-21 | 98.6020 | -1 | -1 | -1 |
| 2023-07-26 | 2023-07-24 | 97.5949 | -1 | -1 | -1 |
| 2023-07-27 | 2023-07-25 | 96.6598 | -1 | -1 | -1 |
| 2023-07-28 | 2023-07-26 | 95.8020 | -1 | -1 | -1 |
| 2023-07-31 | 2023-07-27 | 95.0239 | -1 | -1 | -1 |
| 2023-08-01 | 2023-07-28 | 94.3246 | -1 | -1 | -1 |
| 2023-08-02 | 2023-07-31 | 93.7001 | -1 | -1 | -1 |
| 2023-08-03 | 2023-08-01 | 93.1433 | -1 | -1 | -1 |
| 2023-08-04 | 2023-08-02 | 92.6446 | -1 | -1 | -1 |
| 2023-08-07 | 2023-08-03 | 92.1919 | -1 | -1 | -1 |
| 2023-08-08 | 2023-08-04 | 91.7715 | -1 | -1 | -1 |
| 2023-08-09 | 2023-08-07 | 91.3681 | -1 | -1 | -1 |
| 2023-08-10 | 2023-08-08 | 90.9661 | -1 | -1 | -1 |
| 2023-08-11 | 2023-08-09 | 90.5494 | -1 | -1 | -1 |
| 2023-08-14 | 2023-08-10 | 90.1029 | -1 | -1 | -1 |
| 2023-08-15 | 2023-08-11 | 89.6123 | -1 | -1 | -1 |
| 2023-08-16 | 2023-08-14 | 89.0655 | -1 | -1 | -1 |
| 2023-08-17 | 2023-08-15 | 88.4523 | -1 | -1 | -1 |
| 2023-08-18 | 2023-08-16 | 87.7652 | -1 | -1 | -1 |
| 2023-08-21 | 2023-08-17 | 86.9998 | -1 | -1 | -1 |
| 2023-08-22 | 2023-08-18 | 86.1547 | -1 | -1 | -1 |
| 2023-08-23 | 2023-08-21 | 85.2316 | -1 | -1 | -1 |
| 2023-08-24 | 2023-08-22 | 84.2355 | -1 | -1 | -1 |
| 2023-08-25 | 2023-08-23 | 83.1742 | -1 | -1 | -1 |
| 2023-08-28 | 2023-08-24 | 82.0582 | -1 | -1 | -1 |
| 2023-08-29 | 2023-08-25 | 80.8999 | -1 | -1 | -1 |
| 2023-08-30 | 2023-08-28 | 79.7137 | -1 | -1 | -1 |
| 2023-08-31 | 2023-08-29 | 78.5151 | -1 | -1 | -1 |
| 2023-09-01 | 2023-08-30 | 77.3198 | -1 | -1 | -1 |
| 2023-09-04 | 2023-08-31 | 76.1436 | -1 | -1 | -1 |
| 2023-09-05 | 2023-09-01 | 75.0016 | -1 | -1 | -1 |
| 2023-09-06 | 2023-09-04 | 73.9074 | -1 | -1 | -1 |
| 2023-09-07 | 2023-09-05 | 72.8727 | -1 | -1 | -1 |
| 2023-09-08 | 2023-09-06 | 71.9068 | -1 | -1 | -1 |
Directional method illustration only. Signals use observations ending lag rows before each evaluation row. Common warmup; unit exposure states -1, 0, +1; initial entry from flat and final flattening included. Turnover and linear one-way costs are proxies, not actual trades, fills, P/L or returns.
Constructed dates are weekday labels, not a verified exchange calendar. State +1 is positive, -1 negative, 0 neutral. Costs use one fixed unit of reference exposure, not account NAV or a changing contract position.
Dated reference / 2023
Three rules, one frozen front-contract history
Compare 250 assessed observations from an EIA reference series, with 127 prior observations retained. Inspect state agreement and transition costs without inferring contract returns.
Open the historical referenceImplementation arithmetic
Exposure is not margin, and margin is not maximum loss
Translate a stated volatility target into capped exposure and whole contracts. Keep the assumed trading-cost budget and an adverse-move cash illustration separate.
Open sizing and costs
From signal definition to implementation
Contracts & Rolls
Preserve contract identity, expiry, quote units and the distinction between reference histories and trade records.
Risk & Sizing
Inspect volatility estimates, target exposures, caps and the cash demands of futures positions.
Portfolio Roles
Examine diversification claims, changing correlations, drawdowns and the evidence needed to evaluate a programme.
Implementation & Costs
Trace turnover, execution assumptions, fees and the difference between a method illustration and a tradable process.
Worked method records
Constructed Reversal: Why Three Rules Switch at Different Times
A reference-verified case showing delayed reversal dates, four disagreement rows and identical turnover totals across three directional rules.
Trace the exampleConstructed Alternation: Turnover and One-Way Cost Sensitivity
A reference-verified case showing why identical directional occupancy can conceal different activity and how a chosen cost coefficient changes only the proxy.
Trace the exampleA Volatility Cap Meets Whole Contracts
Follow a hypothetical static sizing budget from a volatility ratio through caps, contract rounding, costs and a limited cash illustration.
Trace the exampleA Roll Gap Is Not a Contract Return
Reconcile a four-point spliced price change with two points of same-contract movement and an explicitly conditional toy cost ledger.
Trace the exampleFeatured provider / Promotional
Vector Ridge: begin with a research question and an evidence packet.
Darren O'Neill's published record offers founder context. A systematic-futures inquiry should still identify the available instruments, method documentation and scope of the actual research service.
Inspect the research profile2025 WCTC Annual Forex: fourth place, 168%A specified competition category, not a futures-programme return.
Oxford Said MAFE / perfect quantitative GMATQuantitative background recorded in the founder biography.
Separate model-performance evidenceReview dates, observation policies and research-versus-execution distinctions.