Anybody have any thoughts on Dual Momentum by Gary Antonacci? Seems too good to be true.

T

Tall Mike

I saw a YT presentation on this concept and it just seems too good to be true.

I'm looking for counter-evidence as to why a system like this doesn't work as well as claimed.
 
It appears to have not worked as well as in the past after publication.
https://www.linkedin.com/pulse/dual-momentum-pre-post-publication-performance-abdennour-aissaoui
1613570376046
 
"Dual Momentum (GEM) was introduced by Gary Antonacci in his book “Dual Momentum Investing: ........" book came out in 2014

Many have used way before that year. Myself since the early 2000's.
 
Tall Mike said:
This is what I was looking for. Thanks for sharing! Guess the reality is in the long run SPX is where you should be and what typically holds true? Or at least think, there is no strategy that will produce better returns with less volatility in the long run. Tried and true indexing is the way to go.
More...
You might be interested in https://www.lazyportfolioetf.com which shows performance of various asset allocation strategies implemented with ETFs and lets you backtest customized asset allocations.
 
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