TurtleTrader

Barclay CTA Index

2010s


1980s


Maybe trend-following makes a comeback in the 2020s?

 

Then it should be good for the 10 year bull run from 2009-2018?

 

If I traded like a CTA I'd be worried about this.

But I don't so I'm not.

 

Ineresting

 

Seems it didn't work out very well according to CTA index chart above

 

Thanks I did find the freebie and read it before starting this post

 

I am a trend follower and manages OPM (not that huge) and I can proudly say that trend following still works.
Regarding the Turtle's original rules, I tested on some major markets and it doesn't work anymore.

 

Yes, trend following works well if the market environment is suited for it.

 

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Good points.
Turtle Trading may have worked much better before IBD[Investors Business Daily] front ran him by 5 days; IBD uses 50 day moving aVerage LOL I did use 55 moVing average in bear of 2001, but those days are gone forever.

 

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50 day moving average works better than 55, . BUT 55 is much better than 65 dma , unless you trade DOW/DIA