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									Dual Momentum: Results From Different Look-Back Periods - Dual Momentum Portfolios				            </title>
            <link>https://itawealth.com/community/dual-momentum/dual-momentum-results-from-different-look-back-periods/</link>
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                        <title>Dual Momentum: Results From Different Look-Back Periods</title>
                        <link>https://itawealth.com/community/dual-momentum/dual-momentum-results-from-different-look-back-periods/#post-484</link>
                        <pubDate>Fri, 15 May 2020 22:36:39 +0000</pubDate>
                        <description><![CDATA[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 ...]]></description>
                        <content:encoded><![CDATA[<p>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.</p>
<p>Here <a href="https://www.portfoliovisualizer.com/test-market-timing-model?s=y&amp;coreSatellite=false&amp;timingModel=6&amp;startYear=1985&amp;endYear=2020&amp;includeYTD=false&amp;initialAmount=10000&amp;periodicAdjustment=0&amp;adjustmentAmount=0&amp;inflationAdjusted=true&amp;adjustmentPercentage=0.0&amp;adjustmentFrequency=4&amp;symbols=VFINX,+DFALX&amp;singleAbsoluteMomentum=true&amp;absoluteMomentumAsset=VFINX&amp;volatilityTarget=9.0&amp;downsideVolatility=false&amp;outOfMarketStartMonth=5&amp;outOfMarketEndMonth=10&amp;outOfMarketAssetType=2&amp;outOfMarketAsset=VBMFX&amp;movingAverageSignal=1&amp;movingAverageType=1&amp;multipleTimingPeriods=true&amp;periodWeighting=2&amp;windowSize=12&amp;windowSizeInDays=105&amp;movingAverageType2=1&amp;windowSize2=10&amp;windowSizeInDays2=105&amp;excludePreviousMonth=false&amp;normalizeReturns=false&amp;volatilityWindowSize=0&amp;volatilityWindowSizeInDays=0&amp;assetsToHold=1&amp;allocationWeights=1&amp;riskControl=false&amp;riskWindowSize=10&amp;riskWindowSizeInDays=0&amp;rebalancePeriod=1&amp;separateSignalAsset=false&amp;tradeExecution=0&amp;comparedAllocation=-1&amp;timingPeriods=12&amp;timingUnits=2&amp;timingWeights=100&amp;timingUnits=2&amp;timingWeights=0&amp;timingUnits=2&amp;timingWeights=0&amp;timingUnits=2&amp;timingWeights=0&amp;timingUnits=2&amp;timingWeights=0&amp;volatilityPeriodUnit=2&amp;volatilityPeriodWeight=0" target="true">is the link to the 12-month</a> or one-year look-back.</p>
<p>Here <a href="https://www.portfoliovisualizer.com/test-market-timing-model?s=y&amp;coreSatellite=false&amp;timingModel=4&amp;startYear=1985&amp;endYear=2020&amp;includeYTD=false&amp;initialAmount=10000&amp;periodicAdjustment=0&amp;adjustmentAmount=0&amp;inflationAdjusted=true&amp;adjustmentPercentage=0.0&amp;adjustmentFrequency=4&amp;symbols=VTI,+VEU,+AGG,TLT,+SHV&amp;singleAbsoluteMomentum=false&amp;volatilityTarget=9.0&amp;downsideVolatility=false&amp;outOfMarketStartMonth=5&amp;outOfMarketEndMonth=10&amp;outOfMarketAssetType=1&amp;outOfMarketAsset=VFIIX&amp;movingAverageSignal=1&amp;movingAverageType=1&amp;multipleTimingPeriods=true&amp;periodWeighting=1&amp;windowSize=12&amp;windowSizeInDays=20&amp;movingAverageType2=1&amp;windowSize2=-1&amp;windowSizeInDays2=35&amp;excludePreviousMonth=false&amp;normalizeReturns=false&amp;volatilityWindowSize=0&amp;volatilityWindowSizeInDays=0&amp;assetsToHold=1&amp;allocationWeights=1&amp;riskControl=false&amp;riskWindowSize=10&amp;riskWindowSizeInDays=0&amp;rebalancePeriod=1&amp;separateSignalAsset=false&amp;tradeExecution=0&amp;comparedAllocation=-1&amp;timingPeriods=60&amp;timingUnits=1&amp;timingWeights=50&amp;timingPeriods=100&amp;timingUnits=1&amp;timingWeights=30&amp;timingUnits=2&amp;timingWeights=0&amp;timingUnits=2&amp;timingWeights=0&amp;timingUnits=2&amp;timingWeights=0&amp;volatilityPeriod=10&amp;volatilityPeriodUnit=1&amp;volatilityPeriodWeight=20&amp;symbol1=VWEHX&amp;allocation1_1=50&amp;symbol2=VFIIX&amp;allocation2_1=50" target="true">is the link to the mult-period</a> look-back or the one I use with DM portfolios.</p>
<p>Here <a href="https://www.portfoliovisualizer.com/test-market-timing-model?s=y&amp;coreSatellite=false&amp;timingModel=4&amp;startYear=1985&amp;endYear=2020&amp;includeYTD=false&amp;initialAmount=10000&amp;periodicAdjustment=0&amp;adjustmentAmount=0&amp;inflationAdjusted=true&amp;adjustmentPercentage=0.0&amp;adjustmentFrequency=4&amp;symbols=VTSMX,+VGTSX,+VBMFX,VUSTX,+FFXSX&amp;singleAbsoluteMomentum=false&amp;volatilityTarget=9.0&amp;downsideVolatility=false&amp;outOfMarketStartMonth=5&amp;outOfMarketEndMonth=10&amp;outOfMarketAssetType=1&amp;outOfMarketAsset=VFIIX&amp;movingAverageSignal=1&amp;movingAverageType=1&amp;multipleTimingPeriods=true&amp;periodWeighting=1&amp;windowSize=12&amp;windowSizeInDays=20&amp;movingAverageType2=1&amp;windowSize2=-1&amp;windowSizeInDays2=35&amp;excludePreviousMonth=false&amp;normalizeReturns=false&amp;volatilityWindowSize=0&amp;volatilityWindowSizeInDays=0&amp;assetsToHold=1&amp;allocationWeights=1&amp;riskControl=false&amp;riskWindowSize=10&amp;riskWindowSizeInDays=0&amp;rebalancePeriod=1&amp;separateSignalAsset=false&amp;tradeExecution=0&amp;comparedAllocation=-1&amp;timingPeriods=60&amp;timingUnits=1&amp;timingWeights=50&amp;timingPeriods=100&amp;timingUnits=1&amp;timingWeights=30&amp;timingUnits=2&amp;timingWeights=0&amp;timingUnits=2&amp;timingWeights=0&amp;timingUnits=2&amp;timingWeights=0&amp;volatilityPeriod=10&amp;volatilityPeriodUnit=1&amp;volatilityPeriodWeight=20&amp;symbol1=VWEHX&amp;allocation1_1=50&amp;symbol2=VFIIX&amp;allocation2_1=50" target="true">is the link using mutual funds</a> so as to extend the historical time frame.</p>
<p>Lowell</p>]]></content:encoded>
						                            <category domain="https://itawealth.com/community/dual-momentum/">Dual Momentum Portfolios</category>                        <dc:creator>Lowell Herr</dc:creator>
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