No. of Recommendations: 2
A link to PV for something called Accelerated Dual Momentum.
Switch between SP500 and international small caps when positive momentum. VUSTX - long term treasury bonds when out of equities.
https://tinyurl.com/y5e6ncts

I somewhat share Rayvt's concerns about all of the backtest models using long duration bonds as the alternatives to equities. The historic noncorrelation may be a thing of the past if the real repricing arrives. It now seems unbelievable that long term bonds were once yielding 13%. Also seemingly unbelievable is that people will purchase 10 yr Euroland Greek debt at negative yields.

The Antonacci GEM trend following model has had a string of disappointing years. Zerohedge has had articles over the last six months or so with estimates of capital allocated to trend following. Quite large numbers that must have some market influence. It certainly is an easy model to follow. Antonacci put out a research update last October that somewhat defended the 12 month lookback period by extending his historical data much farther into the past. Link: https://dualmomentum.net/2018/10/16/extended-backtest-of-glo...

One interesting timing signal presented on this board is the tpoto model he incorporated into several of his stock screens. Out of the screen if the $SPX has not returned greater than negative 1.5% over the last three months. That sure seemed to bring improved returns.
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