I learned that the best trend-following rules are not complex and they are not overly optimized. The best trend-following systems have only a few rules. I have been tempted over the years to make my system more complex but that has only resulted in fewer profits and me having to revert back to the basic rules of trend following that make sure you never miss a big trade and that you continually and, in all situations, limit the losses to a small percentage of your AUM. “Keep it simple” really does work better than complexity.