global macro & managed futures funds

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    which are the best and why ?
    I find these a difficult and frustrating area, with returns extremely variable and often
    pathetically poor for long periods.
    supposedly able to deliver positive returns regardless of market directions, but.....

    from what I can see GMO systematic global macro looks OK.
    I sold out of AQR wholesale managed futures in disgust after 2 years of negative returns.
    anyone in Two Trees global macro, run by 4 guys in Sydney ( ex GMO systematic global macro analysts ) ?
 
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