Tomorrow I will update the Franklin portfolio, one of three Dual Momentum portfolios participating in a look-back experiment.  This is another check to see which of the three different look-back periods is providing the best return/risk value.  While it is still early in this experiment, we are beginning to see which portfolio is superior.

For comparison, I hope to post both the actual values for the Jensen Alpha and the slope of the trend over the past few months.  Both values are useful.  Check in tomorrow as I should have the data available by 1:00 p.m. EST or 10:00 a.m. PST. 

Lowell

PS  If I add an attachment, it is not visible when clicking on it within the e-mail, but if you come back to this location on the Forum and click on the attachment, the attachment will open.