Is There Statistically Significant Evidence That a Market Is Trendier Than Another?

I'm more with Neil's in that not so much looking at evidence in terms of looking at fund level returns and saying, oh, there's an evidence there. I rarely see evidence that a market is trendier than another in terms of statistically significant evidence. Part of the problem, of course, is that a lot of these markets have quite short data history compared to the futures we've been trading since nine before I was born. And by the way, without digressing the discussion, I think one of the interesting challenges that I have seen in the literature for trend is that it's very hard to get a straight answer.

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