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Dual Momentum Portfolios
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Topic starter
May 15, 2020 3:36 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
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