t

Realistic expectation from Trend following

most trades…neutral small p l

occasionally big winner

time waiting

if 1 trade year dont at least 5/6 years to see advantage

2/3% outperformance 50% dd reducton

want more?1

1. shorter term trading, more time intensive, less signal,

2. short also in Tf

 

filter DT21 trades w/o cap…show pattern.

 

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