Eqor, You've Not Deviated From Trend, Right?

Investors don't like these periods of no or low or negative performance. They obviously prefer steadiness and consistency, which is very hard to deliver in a trend following package. If you do kind of optimization techniques, whether in determining how much to be allocating to which markets,. then you will have ended up in something that was doing very well as long as interest rates were coming down. That's the one explanation there. But why many CTA's did many choice and even an index? We often think that CTA's are not in anymore but they were in the past. So if you say the index is changing because it's not in the different managers' portfolios, we're wrong

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