Any experiences to share on trend following with futures?
Most of the stuff I've read or seen has been trend following with stocks rather than futures. Commodities do seem to be a bit more 'trendy' than equities.
Looking at a system like this one
Do you think it will be one of things that backtests well but not so great in real life? Guess I am looking for some real world first hand experience rather than the glossy brochure...