Monthly Update: Accelerating Dual Momentum October 2018
Note: Make sure you read Antonacci’s take on Accelerating Dual Momentum and data mining. Has me thinking about not using this in my own portfolio and switching to the traditional dual momentum strategy.
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).
This is the October 2018 update of the strategy to track how it is performing compared to the S&P500.
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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.
There is no change for October 2018 – the system continues to hold SPY.
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.
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