The World’s Longest Trend-Following Backtest
November 09, 2015 at 12:30 PM EST
Were in the middle of an academic research project and we ran a simple long-term trend-following model from January 1, 1801 to September 30, 2015. Recently, there has been some research on the performance of trend rules over long periods here (and highlighted by CXO here). Our trend-following...