Subject: Re: Does Trend Following Still Work on Stocks?
I listened to numerous interviews of Eric Crittenden as I remembered reading the original paper and trying to re-create it. IIRC in the interviews he talks about using filters, and other rebalancing tools. I think he went on to sell that money management firm, took some non-compete time off to do research and then started Standpoint Capital Management (BLNDX fund). I think BLNDX is 50% in a global stock index and 50% in their 'simple' trend following model. The fund had a good run from 2020 inception (who didn't) and then took a 20% header in the tariff tantrums. Honestly, based on his methods and his very high level of quant skill, I was surprised at the 20% DD. I think it recovered a bit. His interviews are definitely worth listening to.

If you stick to the stuff on this board (timing and screens, etc) AND if you stay with it you will be better off than sending money to these alt fund guys or using fancy ETFs, like buffered stock ETFs and that kind of stuff. Looks good until it doesn't. My accounts with 70% stocks (my dividend screen) and 30% short term Treasuries were down about 10-12% but have recovered nearly to their recent all time highs.

Just my thoughts.

Thanks
Brian