How Do I Evaluate a Trend Following Strategy?

Some markets are simply not making money, and other markets are doing really well. So I tend to be quite reluctant looking in each market in isolation if there is an underlying premise that you expect trends to work. The other point that I would make is that something doing badly and being removed from a system that somehow we feel confident about is introducing a bit of a survival bias. Do we have a crystal ball? Probably not. Also doing the asset selection purely on what performed well recently or over the last 10 years, unless it's based on some economic fundamental reasoning, I think the hurdle to go past for me is high in terms of portfolio removal. At least by all means, I'm happy

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