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Will The Trend Be Your Friend In 2020?

CTAs posted solid returns in 2019 (+8.4%), despite the blip in Q4 (-3.7%) due to the trend reversal in bond markets. In recent months, CTA proceeded to a substantial portfolio rebalancing, from bonds to equities as the latter delivered robust returns while bond yields rose amid improved economic prospects and lower geopolitical risks. Now that our tools suggest that trends in equity markets are stretched and valuations are high according to metrics such as price earnings ratios, should be fear a trend reversal in equity markets that would send CTAs in the doldrums...

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