Based on the polling results to this point, there is definitely an interest in Dual Momentum modeling as a method of portfolio management. As a reminder, Dual Momentum is nothing more than the following.
- Select what securities to use to populate the portfolio.
- Rank the securities to find the best from an absolute momentum stand point.
- Apply a relative momentum screen to find which securities to populate the portfolio until the next review.
For a more detailed explanation of how “Dual Momentum” is used here at ITA, check out this blog and follow the Galileo Portfolio.
Photograph: When I took this picture of a stained glass window in a small church inside the Grand Tetons National Park, I had no idea the interference pattern would show up below the window.