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Does Trend Following still work?

April 26, 2017trend

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Does Trend Following still work?

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Part 2 I’m saying trend following does not work anymore. I’m saying that “old trend following” does not work anymore. The market is dynamic, and all this good strategies from the 80’s and 90’s are useless. You can’t win everything you lost in just one big trend today. New approaches must be used to improve the trend following for today’s markets. Below are graphs of SP500 (Yahoo symbol ^GSPC) Prices and returns showing the structural breaks that were discovered. It appears that the changes in mean were upwards!