Key Takeaways
- • Six of the tracked trend-following indexes gained in September 2026, while August's top performer was the only index to decline.
- • SG Trend led the September leaderboard with a return of +4.3%.
- • Classic Trend retained its commanding lead on the longer-term record, a position it has held since 2020.
- • Recent monthly rankings and the longer performance record point in different directions, according to ATS Trading Solutions.
Summary
Six trend-following indexes posted gains in September 2026, according to the monthly Battle of the Trend Following Indexes report published by ATS Trading Solutions and promoted by Aussie Turtles. The month reversed the prior period's leadership: the index that topped the August leaderboard was the only one to fall in September.
SG Trend was the strongest performer for the month, returning +4.3%. Classic Trend, however, continued to hold the top position on a longer horizon, having maintained its lead since 2020. The publisher notes that recent monthly performance and the longer track record tell different stories, and argues that the monthly leaderboard warrants a longer-term perspective.
The ATS report examines what changed during the month, where trend-following approaches held up, and why monthly rankings alone may be an incomplete measure of the strategies. The source material available for this summary is limited to the publisher's brief announcement; detailed return figures for the other indexes were not included in the source text.
SG Trend was the strongest performer for the month, returning +4.3%. Classic Trend, however, continued to hold the top position on a longer horizon, having maintained its lead since 2020. The publisher notes that recent monthly performance and the longer track record tell different stories, and argues that the monthly leaderboard warrants a longer-term perspective.
The ATS report examines what changed during the month, where trend-following approaches held up, and why monthly rankings alone may be an incomplete measure of the strategies. The source material available for this summary is limited to the publisher's brief announcement; detailed return figures for the other indexes were not included in the source text.
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