Is There a Correlation Between Weighted Average Shapes and Trend Signals?

We've got major innovations and I should give our head of point research Andrew Butler full credit here because he's been instrumental in deriving a lot of this thinking. But one of our big innovations is the ability to derive analytically what the correlation is between different weighting mechanisms or combinations of look back horizons are for trend signals. And so you can imagine if we're able to determine that on average this market cap weighted group of trend following funds are using a weighted average shape to derive the trend signal for a certain market, then we can examine that shape and actually analytically derive a shape that is uncorrelated with the shape that they are using but still definitionally a trend