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[Sticky] Three Dual Momentum Portfolios Reviewed

 
Dual Momentum Portfolios
Last Post by Lowell Herr 6 years ago
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 Lowell Herr
(@lowell)
Noble Member Admin Registered
Joined: 13 years ago
Posts: 728
Topic starter June 27, 2020 12:29 PM  

On Monday (June 29th) I'll update three Dual Momentum portfolios where each is using a different look-back combination.  Those DM portfolios are:  Franklin, McClintock, and Pauling.

Over time, the goal is to see which combination of look-backs work best.  When testing using Portfolio Visualizer, the 60- and 100-trading days combination is the winner.  The Pauling uses this combination.

Be sure to check the blog on Monday.

Tuesday is the last business day of the month so the Carson trio are up for review.  With these three portfolios I am testing the HA, BHS, and LRPC models.  I took a look this morning and all three systems are generating very different Buy and Sell recommendations.

This coming week will be a busy one.  If you have questions, post them here in the Forum or use the Comments section.  Also, take time to complete the Feedback questionnaire.  Thank you in advance.

Lowell



   
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