Turtle Trading Strategies: Rules, Statistics, and Backtests – Does It Still Work?

Turtle trading strategies are a trading approach named after Richard Dennis’ popular trading experiment in 1983. The experiment was to determine whether trading was an inborn skill or could be learned. The turtle trading experiment was a huge success, and the strategy employed by those traders was very successful all through the 1980s. But does…

Conclusions About Trend-Following Trading Systems The S&P 500

Does trend following work in the S&P 500? We recently came across an article called Breaking into the Blackbox: Trend Following, Stop Losses, and the Frequency of Trading: The Case of the S&P 500. It’s written by academics, but in plain language without complicated math, so everyone can understand. In this article, we look at…

A Simple Trend Following System and Strategy In The S&P 500 (By Meb Faber And Paul Tudor Jones)

Trend following the S&P 500 is probably not the sexiest thing to do. Back in 2012 Meb Faber published a paper called A Quantitative Approach To Tactical Asset Allocation in the Journal of Wealth Management. Meb Faber found the 200-day moving average useful and decided to look at the following simple trend following system in…

Is Trend Following Dead (again)? Or Just The Normal Out-Of-Favor Cycle?

Is Trend Following Dead (again)? Or Just The Normal Out-Of-Favor Cycle?

On the internet and in the blogosphere there are a lot of articles saying trend following is dead. The reason is as usual due to lack of returns over some period of time. Is trend-following dead (again)? Or is this just the normal out-of-favor cycle that shakes out many managers before trend-following starts working (again)?…