Trend Following Strategies React Dynamically to Turning Points

Trend followingin dual assets with monthly trading, has performed well across several asset classes over several decades. During this recent period, the average number of turning points experienced across assets has increased. An increase in turning points means a decrease in sustained periods of trent that is, bull are bare markets,. In contrast, turning points observed differences between shorter and longer look back horizons can be predictive of subsequent return.

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