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Daily Archives: December 17, 2015

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Why Does Dual Momentum Outperform?

Dual Momentum, Trend FollowingBy adminDecember 17, 2015Leave a comment

Those who have read my momentum research papers, book, and this blog should know that simple dual momentum has handily outperformed buy-and-hold. The following chart shows the 10-year rolling excess return of our popular Global Equities Momentum (GEM) dual momentum model compared to a 70/30 S&P 500/U.S. bond benchmark [1]. Results are hypothetical, are NOT…

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