Quant Mashup - Delphic Alpha Daily Long/Short Trend Following: Parameters, Asset Classes, and Universe Depth [Delphic Alpha]I ran the same trend-following strategy across futures, stocks, FX, and crypto. On futures it produced a net Sharpe of 0.73. Crypto came in at 0.56. US stocks barely broke even at 0.42. FX was marginal at 0.24. Same signal, same methodology, four very different outcomes. All four have near-zero(...)