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Jim Simons is Correct About Trend-Following [Premium Articles]

Posted by Price Action Lab Blog on September 22, 2015

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Trend following

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Systematic Trading Update – April 17, 2023 [Premium Signals]

In this article, I include evidence that was not explicitly presented in a recent TED interview with Jim Simons, where he said that trend-following stopped working long ago. Short-term trend-following was arbitraged out in the 1980s.

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Trend following

Classic Trend-Following Works Well Even Without Stop-Loss

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Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

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