Time to Change the Trend Following Systematic Model?

I am presenting 2 charts. What is very interesting is that they are exactly the same model algometrically of managed futures. However the returns are vastly different….Some say it is due to the low volatility low interest rates. I have been trading this way since 1994. I have never seen a continuous period of non performance…However it is so true…Past performance is not indicative of future performance. Actually have one manager whom we have invested with, still down from 2012 almost 24% who was an original turtle looking to increase leverage due to the elections and all the global background. Will be interesting to see what happens.

Would like to hear thoughts…equity2

equity2011

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE (“FOREX”) IS SUBSTANTIAL.