Wisdomtrading publishes profitability c 2007 on 2017 the years. It can be seen that trend tracking is going through hard times. On average, every second year is unprofitable, sometimes three times in a row. BUT 2016 year, at all, was the worst ever:
But then they compare this decade's profitability to the last decade. (1997-2007 yy) and comparison shows that the returns for 10 years turned out to be approximately equal, just in the last decade, the index grew evenly and with low volatility, and in this decade it is subject to volatile ups and downs. But the bottom line is the same.
