This chapter investigates the optimal trading frequency for trend-following strategies, specifically whether traders should follow trends on a daily, weekly, or monthly basis. The analysis is conducted using two complementary theoretical approaches. The first approach employs quantitative measures—accuracy, responsiveness, and smoothness—to compare the effectiveness of trading rules at different frequencies. The second approach uses a parametric model of market returns to derive the optimal trading rule for each frequency, taking into account transaction costs. Both approaches lead to the same conclusion: the choice of trading frequency has a limited impact on the performance of trend-following strategies. While higher-frequency trading offers slightly faster responsiveness, it also increases the risk of whipsaws and trading costs. Conversely, lower-frequency trading reduces unnecessary trades but slightly lags in identifying trend reversals. Ultimately, the results suggest that traders need not optimize trading frequency aggressively, as well-designed trend-following rules can perform similarly across different time horizons.