The Effects of Short Sharp Corrections on Trend Followers

SGA index and the SGA trend index so down around 6.5 or 6.4 or 7% down around 7%. There's going to be dispersion in those groups maybe with some that have double digit losses for the month and some that have small amounts for the month. When we get these events when I talk to people a lot of them say well as medium to long-term trend followers there's not much you can do about it because our models are slow to acclimatize to those short sharp corrections. If the trend extends then we get the benefit of Katie Kaminsky’s crisis alpha coming with these enduring trends but during these short sharp corrections we can be exposed

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