Does anyone remember Nylex corporation during the 1980s? It was reported in the press that 'had you invested $1,000 and re-invested the dividends, you would have turned your initial $1,000 investment into $10,000.' Of course, this article was printed after the fact, but that did not stop naive investors from jumping on the wagon with the expectation that Nylex would continue to rise in value. Meanwhile, seasoned investors were liquidating their positions. Shortly thereafter along came the 1987 stockmarket crash.
It's really difficult to determine in advance which system, strategy, or manager will provide the greater reward (or loss!), just as it is difficult (maybe impossible) to determine in advance if a trend will continue, and how far it will go. So why waste your time trying to figure it out?
Just focus on what DOES happen!