Using Trend Followers Scaled by Volatility or Risk

In a down market, like in the present moment, and you have a significant reduction in the price that comes together with a volatility spike, what you're actually doing is reducing your growth. So if anything, not only do you not intensify the down move, you're actually acting as a support to the market. And I think there's also a very subtle point which was highlighted to me on the back end of all this work by one of the founders of one of the largest city. Yes, mechanically, it can be the case, but you have to really look into the idiosyncrasies of all those different features and then claim that they orchestratedly, if that work kind of exists

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