Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Flirting with Models
Using Random Data and You Don't Make Any Money?
When i did this, it told me one thingbut when i shared this observation with other people, it told them something else. Soo'm curious as to what you think. I just randomized all the data, and i used a bootstrap methodology to reconstruct a different history. And then i ran the same profitable trend falling models on it. And it did not work. Meaning your compounded annual return was not meaninguly different from zero. Going forward, your drawdown control method still worked. But you just didn't make any money.
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