How Much Trend Following Should You Allocate to Your Portfolio?

It's not just that trend following smooths the portfolio program and improves the sharp it's also in most instances it's offering lifting power to that portfolio as well where it's improving the the overall net wealth at the end of that time series. It has a magical effect on a traditional portfolio of stocks and bonds without a doubt yeah. If you look at before and after the tech bubble the allocation to our strategy within that portfolio is almost the same whether you started before or after now. I do this exercise every month that I update where we look at a starting point just before the tech bubble and then just after the techbub finished so the low of the the stocks in October 2002 is

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