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The Century of Evidence on Trendfall
Some relatively simple trendfall strategies actually have performed extremely well over the last 20 to 30 years, and they've worked on average for every instrument we looked at. We were a little bit worried, of course, that what it seems like such a robust result maybe didn't work. This is the 60 to 70 years prior. But to our surprise, it had worked really extremely well also historically and about it as well as in the more recent sample.