Franklin Portfolio - Dual Momentum Portfolios https://itawealth.com/community/dual-momentum/franklin-portfolio/ ITA Wealth Management Discussion Board en-US Mon, 10 Aug 2026 23:06:00 +0000 wpForo 60 Franklin Portfolio https://itawealth.com/community/dual-momentum/franklin-portfolio/#post-625 Sun, 10 Jan 2021 21:03:25 +0000 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.

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