This year has been a very good year for equity investors. I wonder what went wrong with the strategy or market for these trend-followers. https://www.bloomberg.com/news/arti...t-chase-trends-are-this-year-s-biggest-losers
Exactly! That is why I am actually looking to finally trade my trend following strategy live. My back tests show that these deep drawdowns in trend following are perfectly normal. Happens very decade. So it could actually be a good time for aspiring trend followers to start.
Seems like the returns after 2009 have been crap. Thats nearly a whole decade. Looking back at previous decades, the 70s, 80, 90, and the 2000's were all good decades for Trend following, yes there were the odd losing years, but nearly all the 10 year periods were good overall because there way more big winning years. Unless 2018 and 2019 are going to be a really good years for trend following. Then this decade has been really poor for trend following overall. And who is to say the 2020 decade will be any better?