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The fact that only ~27% of people gave that answer means some combination of: 1. Most people don't understand what "risk-adjusted returns" means or how to construct a portfolio. 2. Most people don't know this historical correlation of managed futures/trend to stocks and bonds.
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3. Most people have some fundamental reason to believe that managed futures correlations will change dramatically in the future. I would guess almost everyone is in camps (1) and (2).
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It's effectively used as a synonym for multi-market trend following. A super basic example would be something that goes long a particular commodity, stock, or bond market when it crossed above its 200 day MA and goes short when it does the opposite.
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