No. of Recommendations: 0
Ray, I tried your dual momentum test portfolio from 2009 on, starting each year, 2009,2010,...
If you started in 2014 the DM strategy was a bit better, but other years the draw downs, sharpes, etc., were so
similar and the equal weight CAGR was larger, that I fail to see any advantage of DM over buying and holding. I suppose PV rebalances buy and hold
once a year, but I didn't try to verify that.

Any thoughts about the DM method and why it seems to have caught on with a few MI Fools?

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