This comprehensive episode explores advanced trend following and carry strategies for financial trading, building upon foundational concepts from an earlier part. The document details specific strategies (twelve through twenty) that either modify existing trend and carry approaches or introduce new standalone methodologies. Key modifications include adjusting trend forecasts based on reversal probabilities, adapting both trend and carry strategies to different volatility regimes, and utilizing synthetic spot prices for trend analysis to separate carry's influence. New standalone strategies presented focus on normalised trend, asset-class specific trend following, cross-sectional momentum, and cross-sectional carry, each evaluated for its standalone performance and its integration into a diversified portfolio. The author also offers insights into the predictability of strategy performance and the relative benefits of diversifying across instruments versus adding more trading rules
