Trend-Following and Momentum Have a Century of Data Behind Them — So Why Doesn’t That Settle the Debate?
A reader of the finance blog A Wealth of Common Sense recently asked a fair question: is there real evidence that trend-following or momentum works for someone like them, not just for hedge funds with access to futures markets? It’s a good question because it separates two things that often get blurred together — whether a pattern in historical prices is real, and whether that pattern is something an ordinary investor should build into a portfolio. Those are not the same question, and the answer to the first does not automatically answer the second.






