Time To Change The Trend Following Systematic Model?
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.
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 ...
more
Comments
