Melissinos Trading的动态

Trend-Following strategies are currently having a rough August thanks to sharp reversals in stocks, currencies, crypto and some commodities. But this month is in no way special. Months like this happen -- a lot. Aug-24, so far, ranks as the 45th worst month dating back to Jan-87 for the BTOP 50 (top 10%). Short-term losses are often a terrible time to write them off. In the worst 45 months for the BTOP 50, the average 12-mo subsequent return is +8.9% while the 36-mo return is +25.1% (net of fees, expenses). [Past performance is not necessarily indicative of future results. This is for informational purposes only.]

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