The Kahneman-Tversky portfolio is a simple Dual Momentum portfolio with a choice of only one asset (other than Cash) from a quiver of three. Portfolio performance to date looks like this: and is significantly lagging the benchmark AOR fund as a result of using Trailing Stop Loss Orders

The Kahneman-Tversky Portfolio is a simple 3-asset portfolio managed by a Dual Momentum™ system that is diversified through the use of slow, long-term (252-day), and faster, short-term (60- and 100-day), look-back periods to calculate momentum/relative strength. At the present time both portions of the portfolio are

The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum Portfolio with options to invest in only one of 3 assets in each portion of the portfolio that are differentiated only by the different look-back periods used to measure momentum. For the past 3 months both

The Kahneman-Tversky Portfolio is a simple Dual Momentum Portfolio divided into two portions managed using slow (252-day) and fast (60- and 100-day) lookback periods respectively to calculate momentum. We’ll start by taking a look at recent performance: where we see that, since both portions have been invested

The Kahneman-Tversky (K-T) Portfolio is the simplest portfolio that I review on this site. It is a simple Dual Momentum (DM) portfolio with the option to allocate funds to only one asset from a quiver of three. The only slight twist is that the portfolio

The Kahneman-Tversky Portfolio, that uses the simplest Dual Momentum (DM) model to select one asset from a basket of three, did not perform particularly well in 2022: closing down ~18.4% on the year. While this is slightly less than the ~20% drop in value

We start off the New Year with the following picture of performance for the Kahneman-Tversky (K-T) Portfolio through 2022: The portfolio showed less volatility than the benchmark AOR Fund but returns were slightly lower with a ~16% draw-down on the year. This compares with a