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Take a look at Dunn or Crabel. They have performance going back to the 1980's and 1990's. They are churning out 12% a year. Numbers are great with almost no correlation to risk assets.

https://finviz.com/quote.ashx?t=aieq https://finviz.com/quote.ashx?t=spy&ty=c&ta=1&p=d

Most commodities were very choppy. ES trended mostly at the end of the year which is when most CTAs got involved. Bonds were up and down, gold, copper, oil all up and down with no real direction. I suspect most CTA trendies rode the Euro up but that's about it. Nothing really went anywhere.

Upside call vol is sticky when stocks have large drops. Meaning the vol is slow to come down. I suspect this might be because when bad news is announced it can be risky to bottom pick the stock but many will opt to buy the calls. Once the stock settles the upside calls vols tend to come in...

How do you know he left? He made an announcement?

Hey Gloria, this AI ETF is the bomb! AIEQ YTD up 4.17% SPY YTD up 2.26% AI beating market almost 2 to 1! AI is da best! You wrong girlfriend.

Trend following funds are almost the only place to go for inverse correlation to risk assets. People buy these funds to lower their overall portfolio risk, not to make money year after year. The main reason they got caught in the Feb selloff was not because of overcrowding or scaling issues...

No, not logical trader. Reach out to Robert Yanks and be "kind". :) There is a guy on here named King who was selling used copies out of his garage in Schaumburg, IL. I had some of my Italian friends pay him a visit and put an end to that. Sorry King. :)

You get the cookie. I almost took it back though. That Friday, Sept, 18, 2008, was the biggest rally in history almost inversely identical to the 1987 one day crash. That Thursday night the Federal Reserve issued a ban on short selling on over 700 financial stocks. What fueled this epic move...

Punisher...are you an Aussie? So this might be hard to be believe but all these topics and questions, every one of them, has been discussed at length on this thread. Even more hard to believe there are many who have actually read this whole thread start to finish. And yet even harder to...

There was a major flash rally in equities that was of epic proportions. I'll offer a cookie to anyone who can identify it. We'll find out who really trades on this forum now. :)

Yes, you want to scale your OR with time. Use the same OR per group so say FX all use one OR value, all US indices use another, all energy another OR. For longer term levels the OR will probably be the same such as the first day of the month for monthly levels. For the smaller time frames...

The exact OR is not as important as the idea of consistency using the same OR across time. The idea is by fixing the OR you can identify "relative value" better.

You clearly don't trade commodities. LOL.

I don't think he said anything that has not already been said. Beyond the commodities trade idea everything else is just a broad brush.

Da grains....da grains!

Wow. So it looks like their other funds didn't fare much better. They may not even have to report the losses now publicly so we might not here how bad they were.

I don't care what your inlaws say about ya Zany, you're still OK in my book. :)

Yup. Good ole HLF. It's all in the charts Zany. They never lie...usually. :)

Good work Zany! :)