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 portions of the portfolio have been invested in SHY (short-term […]

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 holding positions in short-term bonds (SHY) since equities and […]

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 (TSLOs) last year and is in a […]

The Kahneman-Tversky is a Dual Momentum (DM) portfolio that is split into two portions – one using a long look-back (slow) period and one using a shorter term (fast) look-back periods to measure momentum. Performance over the past 16 months looks like this: and is underperforming the benchmark AOR fund as a result of using […]

The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum portfolio that is split into a “slow” (Kahneman) portion and a “fast” (Tversky) portion based on long (252-day) and short (100- and 60-day) lookback periods for measuring momentum. Performance of the portfolio over the past 15 months looks like this: and is lagging the benchmark AOR […]

The Kahneman-Tversky portfolio is a simple Dual Momentum portfolio that chooses one of three assets in which to invest. The only other “diversification” results rom the fact that the portfolio is split between portions that use “slow” and “fast” lookback periods to measure “momentum”. Performance of the portfolio is shown in the following screenshot: that […]

The Kahneman-Tversky (K-T) Portfolio is a simple Dual Momentum portfolio that invests in only one of three possible assets available within the quiver. It does have an additional dimension of diversification in that two different lookback scenarios are used to measure momentum – a slow 252-day lookback for the Kahneman portion and a faster 60- […]