“We use discretion to turn on systems via seasonal analysis…”

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Hi Michael, I’ve been working on a trend following CTA, but we use discretion to turn on systems via seasonal analysis and then let the systems take over 100%. Do you think the use of that discretion on the seasonal systems is dumb?

Thanks. Best, Drew

You don’t describe a trend following method. Seasonal/discretion will never be trend following. Do you want the trend following performance benefit? That’s the issue.

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