SI16: What Returns and Drawdowns can you expect from Trend Following

Published: Dec. 29, 2018, 8:45 p.m.

Welcome to The Systematic Investor series. It\u2019s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a \u201ccall\u201d each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It\u2019s a raw and honest exploration and we hope you will join and be part of\u2026not least by sending us questions that we can discuss.

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Episode TimeStamps:

00:00 \u2013 Intro

01:55 \u2013 Weekly review of performance

13:00 \u2013 Top tweets

35:30 \u2013 Question 1: George; Is there a best system to trade trends?

49:20 \u2013 Question 2: George; Why have discretionary macro traders outperformed TF?

55:25 \u2013 Question 3/4: George; What is a safe expectation for systems in terms of CAGR to Drawdown? Do you think a \u201cgolden\u201d period for TF like the 1970s will come back?

01:04:00 \u2013 Question 5: Liew: What price should my trailing stop reference (high, low, close, etc.)?

01:08:00 \u2013 Benchmark performance update

Copyright \xa9 2024 \u2013 CMC AG \u2013 All Rights Reserved

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. <a href="https://www.toptradersunplugged.com/resources/ebooks/" rel="noopener...