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[Sticky] Dual Momentum: Results From Different Look-Back Periods

 
Dual Momentum Portfolios
Last Post by Lowell Herr 6 years ago
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 Lowell Herr
(@lowell)
Noble Member Admin Registered
Joined: 13 years ago
Posts: 707
Topic starter May 15, 2020 2:36 PM  

Here are links to both the 12-month and multi-period look-back portfolios.  The parameters were set up by someone quite familiar with Portfolio Visualizer.

Here is the link to the 12-month or one-year look-back.

Here is the link to the mult-period look-back or the one I use with DM portfolios.

Here is the link using mutual funds so as to extend the historical time frame.

Lowell


This topic was modified 6 years ago by Lowell Herr

   
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