3 Below is a sample of time windows built with traditional performance data compliments of Daniel B. Stark. This tendency is inherent even with traders having poor performance. We believe that time related to performance in futures or other derivatives should be quantified relative to the strategy used. Contrary to what Charles Ellis perceives, which may or may not be accurate for traditional investments, TIME as an isolated element has NO relevance to performance when evaluating derivatives. Again, remember Einstein and relativity.
Nothing lives in isolation.
Their performance builds for the month using the shortest time available in our industry. Trend following strategies may integrate multiple time frames anywhere from day trading to holding a position for weeks or months. Other trending investments are always in the market over variable time frames, they move from long to short. Their systems are designed to supposedly capture trends. Option spreads can be left on until expiration and traded around.