ITA Wealth Management

  • Home
  • Blog
    • How To Use ITA Blog
    • Golden Rule of Investing
    • Basic Investing Principles
  • Guest Registration
  • Forum
  • Reset Password
  • About Me
    • Archive
    • Contact
You are here: Home / Forum

Forum

  • Forums
  • Members
  • Recent Posts
Forums
ITA Forums
Portfolio Managemen...
Dual Momentum Portf...
Dual Momentum: Resu...
 
Notifications
Clear all

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

 
Dual Momentum Portfolios
Last Post by Lowell Herr 5 years ago
1 Posts
1 Users
0 Reactions
1,411 Views
RSS
Forum 1
 Lowell Herr
(@lowell)
Noble Member Admin Registered
Joined: 12 years ago
Posts: 672
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 5 years ago by Lowell Herr

   
Quote
Topic Tags
dual momentum look-back periods

Leave a reply

Author Name

Author Email

Title *

 
Preview 0 Revisions Save Draft Saved
Forum Jump:
  Previous Topic
Next Topic  
Related Topics
  • Dual Momentum and Kipling Spreadsheet
    4 years ago
  • Dual Momentum: No Change
    4 years ago
  • Aristotle Portfolio Review to Open October
    5 years ago
  • Dual Momentum Adjustment
    5 years ago
  • Dual Momentum Analysis
    5 years ago
Topic Tags:  dual momentum (18) , look-back periods (1) ,

Search Blog

Recent Posts

  • ChatGPT Summary of ITA Wealth Management Blog
  • Schrodinger Portfolio Update: 28 October 2025
  • Portfolio Construction: Where to Begin?
  • Copernicus Portfolio Review: 14 October 2025
  • McClintock Sector BPI Portfolio Review: 9 October 2025
Share:
Forum Information
Recent Posts
Unread Posts
Tags
  • 17 Forums
  • 580 Topics
  • 748 Posts
  • 2 Online
  • 282 Members
Our newest member: Matthew D'Argenio
Latest Post: 10/31/25 Recommendations
Forum Icons: Forum contains no unread posts Forum contains unread posts
Topic Icons: Not Replied Replied Active Hot Sticky Unapproved Solved Private Closed

Powered by wpForo  Powered by wpForo version 2.4.10

(Visited 31,636 times, 1 visits today)

Share this:

  • Click to share on Facebook (Opens in new window) Facebook
  • Click to share on LinkedIn (Opens in new window) LinkedIn
  • More
  • Click to share on Bluesky (Opens in new window) Bluesky

Like this:

Like Loading...

Meta Data

  • Log in
  • Entries feed
  • Comments feed
  • WordPress.org

Search

Recent Posts

  • ChatGPT Summary of ITA Wealth Management Blog November 3, 2025
  • Schrodinger Portfolio Update: 28 October 2025 October 28, 2025
  • Portfolio Construction: Where to Begin? October 25, 2025
  • Copernicus Portfolio Review: 14 October 2025 October 14, 2025
  • McClintock Sector BPI Portfolio Review: 9 October 2025 October 9, 2025
  • Hawking Portfolio Review: 3 October, 2025 October 5, 2025
  • Millikan Preparation for 2026 September 27, 2025

Recent Comments

  • Stellaluna on Bullish Percent Indicator: 30 May 2025
  • Lowell Herr on Bullish Percent Indicator: 30 May 2025
  • Lowell Herr on Schrodinger Portfolio Update: 28 October 2025
  • William Tynes on Schrodinger Portfolio Update: 28 October 2025
  • Lowell Herr on Portfolio Construction: Where to Begin?
  • Craig Burkhart on Portfolio Construction: Where to Begin?
  • Craig Burkhart on Portfolio Construction: Where to Begin?
  • Lee Cash on Hawking Portfolio Review: 3 October, 2025
  • Lowell Herr on Bullish Percent Indicator: 30 May 2025
  • Lowell Herr on Kepler CEF Portfolio Review: 12 September 2025

Popular Posts

  • Selecting Closed End Funds (CEFs)
  • Portfolio Construction: Where to Begin?
  • Buffett Indicator & Shiller PE Ratio
  • Hawking Portfolio Review: 3 October, 2025
  • Kepler CEF Portfolio Review: 12 September 2025
  • Huygens Portfolio Review: 19 August 2025
  • Schrodinger Portfolio Review: 21 August 2025
  • Gauss Revised Asset Allocation Portfolio Review: 5…
  • Carson Sector BPI Portfolio Review: 7 August 2025
  • Carson Sector BPI Portfolio Update: 22 September 2005

General Investment News

Portfolios coming up for review.  Huygens and Schrodinger are the critical portfolios next up for review.  Non-scheduled portfolios may be reviewed.  If you are a new user, check the posts you missed. Links to Random Posts are found in the lower right-hand footer or just to the right of what you are now reading.  Most popular posts are found in the lower left-hand footer.

Check the Forum for more detailed information.  If you wish to begin a financial discussion, use the Forum.

This blog is free to all who signup as a Guest.

Random Posts

  • Gauss Asset Allocation Portfolio Review: 5 February 2025
  • Serious Investors Benchmark Their Portfolio
  • Rutherford Portfolio Review (Tranche 3): 27 January 2023
  • Retirement Planning Mistake #10
  • Pauling Asset Allocation Portfolio Review: 22 January 2025
  • William Bernstein’s Latest E-Book: Getting Rich Slowly
  • Beginner Advice: Getting Started With Portfolio Construction
  • Millikan Portfolio Review: 20 January 2023
  • What Should I Do If I Sell My House or Come Into An Inheritance?
  • Over-Valued Market: Four Critical Indicators
  • Rutherford Portfolio Review (Tranche 3): 12 July 2024

Log in | Website Design by BOING

Insert/edit link

Enter the destination URL

Or link to existing content

    No search term specified. Showing recent items. Search or use up and down arrow keys to select an item.
      %d