Rules-Based Strategy Update: Accelerating Dual Momentum August 2018
The Accelerating Dual Momentum strategy is based on the post from Engineered Portfolios. The system is an adaptation of the Dual Momentum system, but uses a combination of the 1-month, 3-month, and 6-month returns to determine which asset to buy.
The asset choices are SPY, VSS (Vanguard FTSE All-World Ex-US Small-Cap ETF), and TLT (iShares Barclays 20+ Year Treasury ETF).
I started tracking the portfolio in real-time on July 2nd. Over the past month, the system has beat the S&P 500, however that does not tell us much. We need more time and market types to really see how the strategy performs.
You can continue to see the progress results of an investment in this system by subscribing to the Robotic Investing newsletter. I will email you whenever a new post goes live, including all of the strategy updates I track on the site.
Accelerating Dual Momentum Rules-Based Investing
As a reminder, this portfolio trades based on specific rules that tell the investor what assets to buy and when. Here are the rules for this specific strategy using the flowchart from the author’s website:
Monthly Signals: Accelerating Dual Momentum
Each month I generate the signals for the portfolio using TC2000. If you want to give TC2000 a try in order to generate the signals for the strategies on Robotic Investing, then use this link for $25 off. Here is return chart with the calculated momentum signal, plus the 3-month chart.
Strategy Tracking & Performance: Accelerating Dual Momentum
Here is the portfolio tracker and performance chart for Accelerating Dual Momentum. I use the Morningstar Portfolio Tracker to track all the systems at Robotic Investing.
Each of the portfolios tracked use a hypothetical $50,000 starting value. This portfolio was started on July 2nd, 2018.
I update all of the strategies at Robotic Investing on a monthly basis. If you want to get notified when each strategy is updated, then please consider subscribing to my newsletter. You will only receive emails when posts have been updated.
Disclaimer: The information provided on this site is for education purposes only. The author is not a registered financial adviser and the ideas discussed on the site are just trading analysis and not recommendations. Robotic Investing doesn’t endorse any of the comments that might appear on the discussion threads. There is no guarantee for those comments to be accurate. By reading this site you automatically agree that Robotic Investing is not responsible for any of your trading decisions. Remember not to risk money that you cannot afford to lose. RoboticInvesting.com and all its products are Copyright© by Robotic Investing and property of Robotic Investing. All Rights Reserved.