| Coffee | 30.2 | 43.3 |
| Copper, high-grade | 27.0 | 35.3 |
| Cotton | 29.2 | 39.4 |
| Crude oil | 30.2 | 39.9 |
| Deutsche mark | 32.6 | 25.7 |
| Gold, Comex | 25.0 | 15.8 |
| Japanese yen | 27.7 | 20.6 |
| Soybeans | 30.1 | 23.9 |
| S&P-500 | 24.0 | 17.9 |
| Sugar | 31.3 | 41.7 |
| Swiss franc | 30.7 | 28.9 |
| 10-year T-note | 32.8 | 6.0 |
| U.S. bond | 37.5 | 16.0 |
gies are worth considering for system design. The next section examines whether you should use trend-following strategies over the long run.