6min chapter

Better System Trader cover image

194: “How to improve trend following performance” – David Lundgren

Better System Trader

CHAPTER

Do You Use These Techniques Personally to Judge the Regime?

Sally Kohn: I just want to dig in a little bit more about these regime drivers. She said there were the four things that need to happen for a trend following trade to occur. And then you've also just given us some data on the momentum rankings here. So do you use all of these techniques personally to define the regime or other things that you look at as well? Because I know things like market breadth, quite commonly used, what are your feelings about that? and what do you use personally to judge the regime? Sally Kohn: Well, I don't lose sight of any of those traditional indicators. We're now looking at a record period of time where the percentage

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