The Secret of Trend Following in a Multi-Acid Portfolio

Nick Walters: Trend following works because it's applied on a diversified portfolio. He says 10 years worth of data is not enough, especially as the last 10 years have been so different than the last 40 or 50 years. You should go back and get your hands on some back adjusted data for 30, 40 different commodity markets over the last 30 plus years to see whether that pattern you see really holds up. And then as Nick said, you need to then select a portfolio of markets that you want can trade. Then look at the portfolio returns because they may actually be pretty good once you combine them.

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