Is There a Dual Mandatory to Mix in Match Strategies?

A pure trend follower will may have a higher ret urns during a large dislocation, but if there are no dislocations, their returns are going to be lower. And because of this dual mandate objective, many of the other large c t a managers that are part of the sacen trend following index, or other indices that have been structured, have generally taken a view,. ass that we've got to do other things beyond trend following in order to make money. So and he actually shows that, when you look it up, you kno a well known index to trend i next from sokjen, that it actually has a strong carry component. They're not pure trend

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