There is nothing new about this idea -
CTA or Systematic futures funds have been around for well over 20 years and there are a number of funds with long track record that you can buy.
I have been involved in one of them in an earlier part of my career, certainly an interesting experience.
The fund was launched in 2007 and returned 40% during the global financial crisis (red circle in the chart below), obviously a spectacular run which has resulted in an even more spectacular inflow and the fund had almost $2bln assets under management within 18 months. However, it was difficult to catch good trends in some periods that followed, which led to sideways or even negative returns for prolonged periods of time:
An interesting approach to have less correlation in the portfolio, but please do not buy for all of your assets. We tested this in a portfolio context and found that it adds return and stability to a mixed portfolio if you invest some 10% to 20% of your assets into a CTA. If you compare the performance between different CTA funds, you will find that they usually all perform or underperform at the same time, high correlation between the different funds.