Following the Trend
Trend following futures systems require that you have properly adjusted time series. Futures, as opposed to cash instruments like stocks, have a limited life span so in order to get long term series that show the real trend in the market, the correct contracts to use for each point in time need to be identified and spliced together in a correct manner.
Read more about why futures data needs to be adjusted and how it’s done here.
The charts presented on this website are all correctly adjusted for use in long term trend following analysis.
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