Trend Following Natural Gas and Heating Oil
Nat gas, short street name for Natural Gas, has crashed since December.
S&P GSCI Natural Gas Index provides investors with a reliable and publicly available benchmark for investment performance in the natural gas market.
The trend for nat gas is down, so a trend following system would be short the commodity.
The S&P GSCI Heating Oil Index provides investors with a reliable and publicly available benchmark for investment performance in the heating oil market.
Heating oil, too, has recently trended down.
The winter hasn't been as cold as expected, so the market is responding accordingly.