I am a little slow posting this review as I analyzed/adjusted it last week. However, it’s a simple and slow moving portfolio so the tardiness is likely not too significant. Prior to the adjustments I was holding VEA (International Equities) in the Kahneman portion of the

The Kahneman-Tversky Portfolio is a simple Dual Momentum Portfolio where we pick only one of three assets in our investment quiver (providing they have positive momentum relative to SHY – our “risk-free” benchmark fund). The only diversification here is that we split the

The Kahneman-Tversky Portfolio is a simple Dual Momentum (DM) Portfolio that needs little adjustment/management. The choice is to invest in only one of three ETFs or move to Cash (or SHY). The only “complexity” comes from the fact that the portfolio is split into two portions

The Kahneman-Tversky Portfolio is a simple Dual Momentum Portfolio that needs little management/adjustment. It is split into two portions – one that is relatively slow in reacting to changes in market conditions – the Kahneman portion – and one that reacts a little more

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

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

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 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