Foreword by Charles Faulkner   x

Foreword by Larry Hite   xiii

Preface   xvii

Acknowledgments   xxi

Part 1

1    Trend Following   3

2    Great Trend Followers   25

Part 2

3    Performance Data   87

4    Big Events in Trend Following   109

5    Baseball: Thinking Outside the Batter’s Box   151

Part 3

6    Human Behavior   163

7    Decision-Making   179

8    Science of Trading   189

9    Holy Grails   199

Part 4

10  Trading Systems   215

11  Conclusion / Afterword   241

Introduction to Appendices   259

A    Fidelity Wealth-Lab Pro   261

B    Performance Guide   299

C    Short-Term Trading   355

D    Personality Traits of Successful Traders   357

E    Trend Following Models   361

F    Trading System Example from Trading Recipes   365

G    Modern Portfolio Theory and Managed Futures   373

H    Critical Questions for Trading Systems   377

Resources   379

Endnotes   381

Bibliography   405

About the Author   413

Index   415