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Learning, Sharing, and Teaching => Investor Alley => Topic started by: centastic on September 23, 2019, 06:53:07 PM

Title: Dual Momentum Still The Best Strategy??
Post by: centastic on September 23, 2019, 06:53:07 PM

I notice Miles' blog hasn't been updated since Trump got elected, probably too busy #resisting to keep implementing his strategy so for anyone who has been able to.... err... keep up the momentum with their dual momentum portfolio, how is it all turning out?

My thoughts are that you are probably going ok so long as you have a look-back period long enough to smooth out all the day-to-day "Trump tweet"-volatility.

Background: I'm a value investor, also sell puts/calls. Dual momentum was one strategy I considered back in 2014/2015, which I think was probably when we hit "peak DM." Value has worked out well for me, all things considered.

I'm thinking DM was probably more profitable under "steady-hand"-Obama but would like to hear from people who have stayed the course, how is DM working for you?

Title: Re: Dual Momentum Still The Best Strategy??
Post by: theolympians on September 23, 2019, 07:58:29 PM

Educate me....What is dual momentum??????

Title: Re: Dual Momentum Still The Best Strategy??
Post by: AdrianC on September 24, 2019, 08:44:58 AM

https://www.optimalmomentum.com/momentum/

Title: Re: Dual Momentum Still The Best Strategy??
Post by: bbates728 on September 24, 2019, 01:32:05 PM

Unless I am terribly mistaken, the failures of this strategy were described in A Random Walk Down Wall Street.