Ep. 515: Epic Trend Following Episode with Michael Covel
Michael Covel's Trend Following
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Kintyre: A Zero Correlation of Currency
Kintyre was a one size fits all algorithm, believe it or not. We traded once a day as we do now. And everything was pretty simple and the program itself was very successful. It had periods that weren't successful. Then it had periods that were extremely successful. I think in the 10 years, 9, 10 years we ran the program, we probably had two losing years. The worst one was adding down to 2.54 or something like that. Other years were 30, 40, 50, 60 percent or more. So it was a very successful program.
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