I have combined my simple trend following system (the one that is used for the hedge fund portfolio) with the new artificial intelligence system. It is up and running on collective2 under the name Artificial Intelligence + Trend Following. For a description of the simple trend following component, see here. For a description of the artificial intelligence component, see here.
My reasoning for combining the two systems is the following. Trend following systems run into trouble when markets are choppy, they enter late and they exit late. These are the inevitable consequences of a method that is designed to capture the middle of large moves. There are many possible ways to remedy some of these deficiencies. [Note that I am currently testing a multiple time frame filter for the trend following system on collective2. If it works, I will create a new system and write a post about it.] In fact, my recent modifications to the pure trend system were intended to do this by adjusting the system parameters to make the system slightly more responsive and adding trailing stops with a reentry criterion to improve exits. While putting the finishing touches on the artificial intelligence system, it occurred to me that I could use it as a filter for the trend following system. The idea is that I run both codes simultaneously and only accept trading signals if both systems indicate a trade in the same direction. My hope is that this will filter out some of the choppy markets and improve exits. However, it will not do anything about the issue of late entries. It will be very interesting to see how this system does in comparison to the artificial intelligence system. Note that I am using the same basket of futures for both systems.
See the post about the artificial intelligence system for a note about the current price of the system on collective2.