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Trend following

Minimum Win Rate For Trend-Following Profitability

Photo by Anna Nekrashevich.

The win rate of a trend-following strategy is related to the probability of uncle point or ruin. A high win rate helps to avoid an uncle point or even ruin. However, during adverse market conditions, the win rate can fall below levels that guarantee positive expectation. Read the article with a Trend-Following subscription . . .

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