Well, it's been three years now. And there are still no trends in the commodity markets.. Think, this is due to the zero interest rate — that is, there is no inflation and therefore goods do not rise in price, but they don't get cheaper either, since there is nowhere to get cheaper. Here's a typical example — фьючерс на Палладий — has been hovering in one place for the past few years:
Concerning, futures trend tracking systems for commodity market portfolios since May 2011 years stagnate and lose money. It all seems that trends are about to begin, but every year the loss of trend tracking systems becomes more and more. And how long will it last, unclear. Maybe, until they start raising rates.
Here are my systems for futures # 1 and 2 look something like this. This month this week the biggest drawdown on system tests ever:
System No. 1
System No. 2
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This is a general trend. Trend-tracking funds are doing even worse — for three years in a row in the red:
