Zero correlated investments are the free lunch of the investment world. Adding an uncorrelated investment to a portfolio is of value as it typically lowers overall volatility and can increase returns (efficient frontier).
Visualization of trend following’s important non-correlation property reveals that this can only hold true in the long-term. In the short term this strategy must stay highly adaptive.

THE ADDITION OF MANAGED FUTURES TO A PORTFOLIO DOES NOT MEAN THAT A PORTFOLIO WILL BE AUTOMATICALLY PROFITABLE, THAT IT WILL NOT EXPERIENCE SUBSTANTIAL LOSSES OR VOLATILITY AND THAT THE RESULTS OF STUDIES CONDUCTED IN THE PAST MAY NOT BE INDICATIVE OF CURRENT TIME PERIODS OR OF THE PERFORMANCE OF ANY INDIVIDUAL CTA.