Episode

SI391: Why Trend Following Works... the Evidence ft. Richard Brennan

Podcast
Top Traders Unplugged
Published
Mar 14, 2026
Duration seconds
4015
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http://localhost:8888/TopTradersUnplugged/ttu-2021/homepage/si391-the-hidden-structure-of-markets-that-makes-trend-following-work-ft-richard-brennan
Audio
https://episodes.captivate.fm/episode/a827d1a2-65fb-4a0a-ba22-696905604eb4.mp3
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Markdown
/podcast/top-traders-unplugged-761537/si391-why-trend-following-works-the-evidence-ft-richard-brennan.md

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Summary

What if trends in financial markets are not anomalies, but the natural consequence of how markets function? In this episode, Niels and Richard explore the structural foundations of trend following. Drawing on research spanning 68 futures markets across four decades, Richard explains why markets exhibit persistent trends, fat-tailed returns, and volatility clustering. The discussion moves from oil market shocks to deeper questions about feedback loops, participant behavior, and regime shifts in financial markets. The conclusion is striking: trend following does not rely on fragile patterns. It aligns with fundamental structural properties embedded in how markets actually evolve. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE ----- Follow Niels on Twitter , LinkedIn , YouTube or via the TTU website . IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written  here . And you can get a free copy of my latest book “ Ten Reasons to Add Trend Following to Your Portfolio ” here . Learn more about the Trend Barometer here . Send your questions to  [email protected] And please share this episode with a like-minded friend and leave an honest Rating & Review on  iTunes  or Spotify so more people can discover the podcast. Follow Rich on Twitter . Episode TimeStamps: 00:00 - Introduction to the Systematic Investor Series 02:08 - Oil market shock and the structural setup behind the spike 06:10 - Why calm markets can hide explosive potential 11:47 - How oil shocks ripple through inflation and the global economy 15:29 - Why trend followers focus on process, not predictions 22:15 - A changing regime that may favor trend…