2011 offered challenging market conditions for trend followers (as illustrated by both the State of Trend Following and the Trend Following Wizards reports). The second half of the year in particular threw a few “curve balls”, in the form of wild volatile moves with inter-market correlations spiking up. With this backdrop, I wanted to revisit […]
Entries Tagged as 'monthly'
March 13th, 2012 · 5 Comments · Backtest, Equities, Futures, Strategies
January 11th, 2011 · 20 Comments · Backtest
Long-Term Trend Following is often billed as a superior and simple alternative to Buy-and-Hold for individual traders. For those investors wanting to take a DIY/self-trading approach, an active strategy might bring better performance – but requires a far more active involvement. In the case of an End-of-Day Trend Following system trading a global portfolio, the […]