Update: Accelerating Dual Momentum October 2018

Update: Accelerating Dual Momentum October 2018

October 7, 2018 0 By Jeremy




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.

You can continue to see the progress results of an investment in this system by subscribing to the Robotic Investing newsletter. I will email you whenever a new post goes live, including all of the strategy updates I track on the site.

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:

Accelerated Dual Momentum Process

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.

Accelerating Dual Momentum Ranking - October 2018

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.

Portfolio Value:

Accelerating Dual Momentum Portfolio - October 2018

Portfolio Performance:

Accelerating Dual Momentum Portfolio Performance - October 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.

Disclaimer: The information provided on this site is for education purposes only. The author is not a registered financial adviser and the ideas discussed on the site are just trading analysis and not recommendations. Robotic Investing doesn’t endorse any of the comments that might appear on the discussion threads. There is no guarantee for those comments to be accurate. By reading this site you automatically agree that Robotic Investing is not responsible for any of your trading decisions. Remember not to risk money that you cannot afford to lose. RoboticInvesting.com and all its products are Copyright© by Robotic Investing and property of Robotic Investing. All Rights Reserved.

Feature Image:  Shattered by Bill Burris