There’s a secret sauce quote that reads the same way and does sound misleadingly favorable. Perhaps the key is that they are suggesting merely that certain studies have shown these desirable trends but not that they are the hard and fast rule of investing in managed futures. Agree with your original point though…sounds too good to be true.
-I’m referring to the same bases of the quote; Prices
-I understand correlation very well. I never said it’s a relation between +ve and -ve; Actually whoever thinks so, shouldn’t be in this business. Correlation in simplified language: +ve means both go on the same direction; -ve means they move on the opposite direction. Effects the opportunity cost (beside effects on Standard Deviation, and Probability Distribution Function). I dispute the merits of the original quote.