194: “How to improve trend following performance” – David Lundgren
Better System Trader
The Momentum Factor
David Frum: I know that there's a lot of people who subscribe to momentum and trend following. So why do you say momentum doesn't work? What do you mean? He says the most of the decile returns basically went sideways during this 20-year period. And so it worked, but it was hovering below its peak from 1929 either then or over the next few years. But today we hear all the time about how momentum is not working and things like that are struggling.
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