Non-Correlation
Millburn Ridgefield Corporation offers on their site this view of correlation:
Including the Millburn Diversified Portfolio in a portfolio of traditional investments, such as U.S. stocks, U.S. bonds and international stocks may bring the substantial benefits of an attractive return, as well as added diversification. This diversification benefit is observable anecdotally in the adjacent table of annual returns (in which Millburn frequently had high returns in years where traditional assets performed poorly), and statistically in the nearly zero correlation of Millburn’s returns with those of traditional assets.”
Depending on your objective, trend following trading offers additional benefits beyond absolute returns.
