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SI195: Trend Following 101 ft. Richard Brennan

Top Traders Unplugged

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Is There a Sweet Spot for Long Lookbacks?

A small account could filter a large amount of markets in order to only invest in the markets that exhibit the highest momentum. Stop, however, rotate out if another market exhibits stronger momentum at the measurement date. Would you only go long and short if a minimum momentum hurdle was met? E i momentum has to get negative in order to take short positions and positive to take a long position. Have you or your guest back tested this idea? I just don't know that it's such a great idea. That's just my hunch.

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