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“I’ve Drunk the Trend Following Kool-aid…”

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The change: I still have faith that TF works.

I’ve drunk the TF kool-aid.

I’ve written spreadsheets for moving average crosses with VBA code to parse through 20,000 combinations of MA’s to find the best regions of performance. This is implemented. Need to refine stop losses and add more markets. Need to add automated data download.

For the break out system, I can’t find a combination that beats long-only buy-and-hold on S&P data. Validating my code and hoping to find an error. “Head-banging on Wall.”


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