PT - JOURNAL ARTICLE AU - B. Wade Brorsen AU - John P. Townsend TI - Performance Persistence for Managed Futures AID - 10.3905/jai.2002.319032 DP - 2002 Mar 31 TA - The Journal of Alternative Investments PG - 57--61 VI - 4 IP - 4 4099 - https://pm-research.com/content/4/4/57.short 4100 - https://pm-research.com/content/4/4/57.full AB - This study examines whether some managed futures investments exhibit performance persistence in the sense that some have consistently higher returns than others. A small amount of performance persistence is found. In brief, there could be some advantage to picking CTAs based on past performance when a long time series of data is available and precise methods are used.