Time To Change The Trend Following Systematic Model?

By Andy Abraham of Trend Following Mentor

Consultant at Abraham Trading Consultants • Sep 4, 2016 at 4:45 PM EDT

These two charts are very interesting in that they are exactly the same model algometrically of managed futures. However the returns are vastly different.

I am presenting two charts. What is very interesting is that they are exactly the same model algometrically of managed futures. However the returns are vastly different.

Some say it is due to the low volatility low interest rates. I have been trading this way since 1994. I have never seen a continuous period of non performance. However it is so true…past performance is not indicative of future performance.

Actually I have one manager whom we have invested with, still down from 2012 almost 24% who was an original turtle looking to increase leverage due to the elections and all the global background. It will be interesting to see what happens.

equity2

equity2011

Disclosure:

The information in this blog post represents my own opinions and does not contain a recommendation for any particular security or investment. I may hold positions in these stocks mentioned in the blog.

Past performance is not necessarily indicative of future performance. The risk of loss in trading futures contracts, commodity options or forex can be substantial, and therefore investors should understand the risks involved in taking leveraged positions and must assume responsibility for the risks associated with such investments and for their results. You should carefully consider whether such trading is suitable for you in light of your circumstances and financial resources.

Comments

Back to all articles

More from this Author

6 Things To Know About Digital Wallets

ESNT Cup And Handle Trend Following Setup

Trend Following CRUS Stock – Patience & Discipline