The potential for trend following systems to generate excellent returns in the stock market is undeniable. The history of these systems stretches back more than fifty years, and their returns have been in line with, and in some cases, outperforming, major equity indexes. Traders and investors can participate in major market trends in a variety of ways. An individual interested in trend following can either build their own trend following system or purchase a commercial trend following system, or they can invest in a trend following fund. One of the most important benefits of incorporating a trend following approach is that it provides a high degree of portfolio diversification. There is also a very low correlation between the performance metrics of trend following systems and major stock indices. This alone can result in higher risk-adjusted returns than simply investing in the equity markets.