Traders' Roundtable

Interesting analysis

SPY: Does Trend Following Work? http://m.seekingalpha.com/article/2462295?source=ansh

Interesting article. http://www.futuresmagdigital.com/future ... _2014#pg32

A performance comparison (link below) for the Summerhaven Index with competing commodity indexes. It would appear backtesting indicates potential out-performance.

http://secure.elabs10.com/functions/message_view.html?mid=118192&mlid=2581&siteid=2010000853&uid=c0407b1e5b&hq_e=el&hq_m=118192&hq_l=1 ...

Long-only commodity ETFS have been underperformers relative to the underlying due to cantango/backwardation. This new long-only ETF in taking an active approach to dealing with this source of underperformance. Also includes link to the Gorton and Rouwenhorst article cited above. Any thoughts ...

So what is the consensus here? Using CSI data post 1990 is as "good at it gets" and should be "good enough" to develop stock trend following strategies?

Very timely discussion as I have also been researching backtesting engines. I've traded only stocks in the past and still enjoy the top down analysis it takes to filter out trending sectors, industries and ultimately stocks. In this process I largely depend on relative strength and some form or a ...