RT Journal Article SR Electronic T1 Performance Persistence for Managed Futures JF The Journal of Alternative Investments FD Institutional Investor Journals SP 57 OP 61 DO 10.3905/jai.2002.319032 VO 4 IS 4 A1 B. Wade Brorsen A1 John P. Townsend YR 2002 UL https://pm-research.com/content/4/4/57.abstract 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.