Why has the turtle trend-following system stop working?

Discussion in 'Professional Trading' started by helpme_please, Aug 8, 2015.

  1. Mtrader

    Mtrader

    You should delete the words "long term". Watch how the behaviour of the S&P changed. The last 15 years we had 2 huge drawdowns within 10 years. That never happened before. It took more than 8 years to make a new high after 2000, and only a few weeks later this position went in losses again with a drawdown of around 50%. It took 13 years after the high of 2000 before we really went higher. Long term trend following did not perform anything at all in these periods.
     
    #211     Aug 20, 2015

  2. I think there is a language interpretation issue here.

    Fact 1 "Overnight" is not literal and commonly used to mean short term.

    Fact 2. Covels book referenced by you is proven history. It really did happened and is mostly verified. The book tells the story of these people and how they did it.


    Surf
     
    #212     Aug 20, 2015
  3. Visaria

    Visaria

    Mtrader, are you a short term trend follower?
     
    #213     Aug 20, 2015
  4. Mtrader

    Mtrader

    I NEVER told these stories are not true, I just told that these were 23 amongst maybe 500 or more candidates. They were SELECTED, which means that not everybody or rather almost NOBODY fitted the required qualifications. In other words: what these 23 did cannot lead to the automatical reflection that EVERYBODY can do this.

    It is like telling daytrading is profitable. There also the majority will no succeed. But in that case you take the complete opposite vision.
     
    #214     Aug 20, 2015
  5. kut2k2

    kut2k2

    Geez, dude, how dense are you? It's obvious I was talking about SAR, not TF in general. The claim was that Henry's strategy stopped working and I proposed that if indeed he was using SAR, that would explain what happened. No way could anybody interpret that as criticism of all TF unless he (i.e., you) was pushing an agenda.

    Still pretending to be an expert on TF, are you? :p
     
    #215     Aug 20, 2015
  6. Visaria

    Visaria

    kut2k2, just ignore Covel. He's selling something that he doesn't actually believe in. Sort of like a used car salesman.
     
    #216     Aug 20, 2015
    kut2k2 likes this.
  7. Ok fair enough--- and i agree with you that it is book selling hyperbole.

    Do u know that the publisher ( not the author) chooses the cover and the verbiage? Just saying
     
    Last edited: Aug 20, 2015
    #217     Aug 20, 2015
  8. kut2k2

    kut2k2

    Even worse, he's selling something he doesn't truly understand.
     
    #218     Aug 20, 2015
  9. I guess that's a matter of opinion. I've read most of his books and don't recall many strategy specifics, but he did write a short piece "Trade trends successfully, here’s how" some years ago.
     
    #219     Aug 20, 2015
  10. Visaria

    Visaria

    MrBrowser, he says that losing half your money is "useful". Presumably losing all your money is very "useful". What can you say to some one who says that?
     
    #220     Aug 20, 2015
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