TurtleTrader

shatteredx · Feb 5, 2019

Barclay CTA Index

2010s

1980s

Maybe trend-following makes a comeback in the 2020s?

ironchef · Feb 5, 2019

The Rookie said:
It seems the Turtle system was very effective during the 10 year bull. Difficult to do now a days? Thanks for replies.

Then it should be good for the 10 year bull run from 2009-2018?

tomorton · Feb 5, 2019

shatteredx said:
Barclay CTA Index

2010s

1980s

Maybe trend-following makes a comeback in the 2020s?

If I traded like a CTA I'd be worried about this.

But I don't so I'm not.

The Rookie · Feb 5, 2019

shatteredx said:
Barclay CTA Index

2010s

1980s

Maybe trend-following makes a comeback in the 2020s?

Ineresting

The Rookie · Feb 5, 2019

ironchef said:
Then it should be good for the 10 year bull run from 2009-2018?

Seems it didn't work out very well according to CTA index chart above

The Rookie · Feb 5, 2019

Visaria said:
The turtle rules are available for free on the web...do not pay Covel 3 grand for them.

Thanks I did find the freebie and read it before starting this post

carrer · Feb 5, 2019

I am a trend follower and manages OPM (not that huge) and I can proudly say that trend following still works.
Regarding the Turtle's original rules, I tested on some major markets and it doesn't work anymore.

Visaria · Feb 6, 2019

vegamedic said:
Dennis talks in Market Wizards a bit about how part of the success came from the strongly trending markets (mostly in commodities, I think beans was a big one) during the time. You could throw a dart and hit a strongly trending market.

Yes, trend following works well if the market environment is suited for it.

murray t turtle · Feb 6, 2019

Visaria said:
Murray, who said anything about new ATH or lows? If memory serves, the turtle trader strategies were 20 day high/low and 55 day high/low.

%%
Good points.
Turtle Trading may have worked much better before IBD[Investors Business Daily] front ran him by 5 days; IBD uses 50 day moving aVerage LOL I did use 55 moVing average in bear of 2001, but those days are gone forever.

murray t turtle · Feb 6, 2019

The Rookie said:
It seems the Turtle system was very effective during the 10 year bull. Difficult to do now a days? Thanks for replies.

%%
50 day moving average works better than 55, . BUT 55 is much better than 65 dma , unless you trade DOW/DIA