Latest intel is Dunn up 17% in February. Not a bad bounce back!
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Trend Funds Destroyed in 2012
- Thread starter marketsurfer
- Start date
A post on my website entitled "Trend Efficiency Index" explains, quantitatively, why 2011 and 2012 were such tough years and looks at how trend efficiency has deteriorated over the past 40 years. I can not give the URL since the your great leader does not seem to like that. If you google "anthony FJ garner trading" you will doubtless be able to find it.
Quote from AFJ Garner:
A post on my website entitled "Trend Efficiency Index" explains, quantitatively, why 2011 and 2012 were such tough years and looks at how trend efficiency has deteriorated over the past 40 years. I can not give the URL since the your great leader does not seem to like that. If you google "anthony FJ garner trading" you will doubtless be able to find it.
2 months into 2013, trends are working again? What happened from dec 2012 to feb 2013 to reverse the deterioration? Thanks! surf
You need to take a good look at the post I mentioned and have a closer look at the charts. My experiment uses Kaufman's Kaufmanâs Efficiency Ratio which has values ranging from 0 when markets are very noisy and a theoretical +1 when markets are perfectly directional. Trends exist and always will. Recently there has been less retracement so moves from A to B have been in a straighter line. So TF systems can thrive and suffer less "chop".
This does not alter the fact that trendshave become increasingly difficult to follow over the past 40 years - less clean, more chop. Winton and many others have observed this.
But nice to see it down in black and white and measured quantitativley. Quo vadis? Who knows.
This does not alter the fact that trendshave become increasingly difficult to follow over the past 40 years - less clean, more chop. Winton and many others have observed this.
But nice to see it down in black and white and measured quantitativley. Quo vadis? Who knows.