Increasing Risk When There Are Lots of Trends

I think what we're doing is not necessarily trend following the trend follower. But when you start looking at your signals and your strength, it might just give you clues as to the environment that you're in. And so I do think it has certainly in our case helped significantly in terms of delivering the same performance, but with a lot less volatility. So let's leave it like that. We were never targeting volatility. The number hasn't changed substantially over the last 10 years. It was around 330 to 400 mark for the last decade. Now, risk party can be anything that can be applied on an equity or bonds allocation framework. In a way, dynamic position counting is a form of risk

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