SI156: The Case for Buying at All-Time Highs ft. Moritz Seibert

Published: Sept. 5, 2021, 10 p.m.

Moritz Seibert joins us today to discuss the benefits of \u2018system diversification\u2019, the case for buying at all-time highs, how classical Trend Following is performing this year, the optimal amount of sample size for an effective backtest, the best ways to monitor risk levels, some tips for starting a new Trend Following business, some recommended backtesting software for retail traders, and how to navigate around your broker\u2019s negative interest rates.

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In this episode, we discuss:

  • Why diversifying among systems can be beneficial
  • Why buying at all-time highs can be difficult, but very profitable
  • Classical Trend Following's recent performance versus newer methods
  • Some good measures for monitoring risk
  • Some tips for starting a new business based around Trend Following investing
  • Suitable backtesting software for retail investors
  • How to approach negative interest rates with your broker

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And you can get a free copy of my latest book \u201cTen Reasons to Add Trend Following to Your Portfolio\u201d here.

Learn more about the Trend Barometer here.

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Episode TimeStamps:

00:00 - Intro

01:05 - A big thank you to our listeners who gave us a 5-star review on iTunes & Apple Podcasts

03:21 - Macro recap from Niels

05:38 - Weekly review of returns

18:36 - What Moritz looks for when analysing his backtests

26:42 - Q1 & Q2: Derek: What are the most important risk metrics you monitor? If you had to start your Trend Following business from scratch, what would you do differently and what would you keep the same?

41:32 - Q3; Joe: Should