Chapter 3. Performance Data

 

“The criterion of truth is that it works even if nobody is prepared to acknowledge it.”

 
 --Ludwig von Mises
 

What we’ve got here is failure to communicate. Some men you just can’t reach, so you get what we had here last week which is the way he wants it. Well, he gets it. And I don’t like it any more than you men.”

 
 --Cool Hand Luke (Movie)

Anyone can tell you they have a successful trading method or system, but ultimately the only objective measurement that matters at the end of the day is raw performance. Consider all of the presented data to be scientific proof of Trend Following. If a claim is to be made it must supported. The numbers in this chapter and at our Web site, www.trendfollowing.com don’t lie.

 

It is a ...

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