yes this is just a dual momentum but with more than three assets and as i stated initially i was just choosing the oldest funds in different asset classes to get a long timeframe on portfoliovisualizer.........no other reason. if i was going to invest in this strategy today i would use etf's in a discount brokerage (who doesn't use a discount brokerage?) and the closest comparison to that since 2009 (to answer your question) is VFINX,VUSTX,DFEMX,VGPMX,DFCSX,DFSCX on a quarterly rebalance with 12.02% cagr if the out of asset is cash and almost 18% if the out of asset is VUSTX compared to the S&P 9.58%. As I stated previously the last few years have been dismal for this strategy, but long term it seems to outperform.....and i am not a daytrader so not interested in short term performance......very easy fiddle with this yourself on portfoliovisualizer.com.
combining relative and absolute momentum for "dual momentum" does not demand just using three assets to choose from to make it work.
folks sure get hostile when you mention ideas that go against what they believe.....wish they would read the entire posts before attacking so i do not have to repeat myself, but i guess discourse is only really a dream!