SI32: How accurately can we predict future returns? and can trading with systems keep you happy?

SI32: How accurately can we predict future returns? and can trading with systems keep you happy?

Are CTAs giving the wrong message by charging low performance fees? Is there a perfect amount of AUM to aim for? Can Systematic Trading keep you happy? How accurately can we predict future returns? We discuss whether Trend Following is easy enough to do at home, or if you should do it through a reputable fund instead. What sort of things can be found in a ‘Research Graveyard’? Should you use Stop Losses, and if so, how and where should you place them? We answer the question of what makes a strategy robust, as well as how to avoid over-complicating a Trading System.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfoliohere.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Episode TimeStamps:

00:00 – Intro

02:00 – Weekly review of performance

05:55 – Top tweets

50:00 – Announcement: Next week’s guest Wayne Himelsein

50:50 – Question 1: George; What are the operational realities of running a TF business?

56:55 – Question 2+: Craig; Please discuss the research that didn’t become part of the system.

01:02:20 – Question 3+: Carl; Series of questions about stop loss mechanics (initial, ATR, trailing, etc.)

01:10:15 – Question 4+: Michael; What are your thoughts on variable count in robust systems? Do you tailor models to specific markets/sectors?

01:24:40 – Question 5: Uncle Mike; What works best for stops?

01:28:25 – Benchmark performance update

Copyright © 2025 – CMC AG – All Rights Reserved

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

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