Trading with model which picks up time-series momentum. Actual trading profile for last two years has been decent with about 65% success

I have been trading with model which picks up time-series momentum. Actual trading profile for last two years has been decent with about 65% success. The problem has been with steep drawdowns. In some of the periods the drawdown has been severe, though it recovered fast. Have others experienced similar phenomenon where the return profile …

Trading with model which picks up time-series momentum. Actual trading profile for last two years has been decent with about 65% success Read More »