SI28: Investing based on the "Evidence" and what are the Trend Commandments?

SI28: Investing based on the "Evidence" and what are the Trend Commandments?

On today’s show, we give our thoughts on ‘Evidence-Based Investing’, David Harding’s latest comments on Trend Following, how much is too much ‘Open Risk’, as well as answering: what are some of the ‘Trend Commandments’? Also, we discuss whether it’s safe or not to buy after a big upside price break or sell after a big gap down, whether Volatility should be ‘targeted’ in your portfolio, and if a system can be designed handle ‘parabolic moves’ better.

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

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Episode TimeStamps:

00:00 – Intro

02:00 – Weekly review of performance

06:30 – Top tweets

34:40 – Question 1: Michael; Have any of you backtested 2009 trades onward with one size fits all position sizing?

47:15 – Question 2: Dave; What represents too much open risk as a percentage of AUM?

56:55 – Question 3: Brian; How does a Trend Following system trade a parabolic market?

01:06:15 – Question 4: George; What are the commandments of Trend Following you reference in earlier episodes?

01:10:00 – Question 5: George; Could Moritz discuss why he dislikes a simple Trend Following system on just the S&P 500 when Meb Faber’s research shows it is effective.

01:12:40 – Question 6: George; Is Jerry’s infrequent overall risk reduction built into his system?

01:15:10 – Question 7: George; Most Trend Followers use stops, why doesn’t DUNN?

01:19:10 – 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

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