How about Icelander Heida Reed? (Born Heiða Rún Sigurðardóttir, Actress in Poldark) WOW

Did Antonacci mean many narrow industry segments or a few broad sectors? Lots of people conflate the two terms. I've had success with horse racing many narrow industry segments (around 15% CAGR since 1990) as well as just using absolute momentum on the few broad sectors (about 2x outperformance vs ...

While I agree that absolute makes more sense than relative, I think there is something in putting more weight in asset classes with higher momentum velocity as is done in relative momentum. Sure, Antonacci dual mometum GEM is placing a 100% bet on any one of three asset classes at a time (and gold ...

The Schwab 1000 fund SNXFX goes back a few more years. If you play Absolute Momentum on it, this is what you get from 1994 onward. The CAGR for HBPP for comparison was 6.45%. That's 2.76x the wealth. http://i779.photobucket.com/albums/yy76/kf5nd/Screenshot%20from%202016-09-24%2018-00-18_zpspcqrgmmr....

You guys are fun to play with! There's more to "transaction costs" than just commissions and taxes. The bid-ask on those three gigantic ETFs is miniscule, if you don't try to trade on a TEOTWAWKI day. Timing portfolio: Antonacci-style Dual Momentum on Schwab SWPPX (SP500), SWISX (Internat...

I am interested in knowing more of what you are doing as there aren't a lot of practitioners out using real money doing this that I come across. Plus, I agree that it's very interesting to watch the "horse race" and observe what performs the best and for how long. I'm a little behind you ...

Well funds aside what asset classes do you consider for your 75% then? You mention GEM, does that mean you use the top asset class for the whole 75% equities then? I am interested in knowing more of what you are doing as there aren't a lot of practitioners out using real money doing this that I com...

Right, it's all confusing out of context. Gary Antonacci 's Dual Momentum book explains how you can use momentum to improve portfolio performance. I am 75% stocks, 25% bonds, gunning for retirement in 9 years. Using absolute monentum to ditch stocks as we enter a bear market lets me carry more stoc...

Right, it's all confusing out of context. Gary Antonacci 's Dual Momentum book explains how you can use momentum to improve portfolio performance. I am 75% stocks, 25% bonds, gunning for retirement in 9 years. Using absolute monentum to ditch stocks as we enter a bear market lets me carry more stock...

I almost missed it, but TIPS (SCHP) are now ahead of Aggregate Bonds (SCHZ) and Intermediate US Treasuries (SCHR) on a 1-year momentum basis! Hmmm...

FYI, here is the document which governs the Research Affiliates / FTSE Russell Funamental Indices: http://www.ftse.com/products/downloads/FTSE_RAFI_Index_Series_Rules.pdf?969 Page 15, is where it all starts: "4.4 The review of the FTSE RAFI Index Series and the calculation of the fundamental we...

RSP Guggenheim Equal Weight sounds good to me. I think I can get it commission-free.

I agree smart beta fees will wipe out any alleged extra returns. That said, the large-cap Schwab alternative weighted ETF FNDX is 0.32% expense ratio, which is not horrible. Thats lower than average. How has the performance been vs S&P500? WORSE. Since January 2014, 8.42% CAGR for VOO, vs. 6.84...

I agree smart beta fees will wipe out any alleged extra returns. That said, the large-cap Schwab alternative weighted ETF FNDX is 0.32% expense ratio, which is not horrible.

The thumbnail sketch answer is that as the major stocks like Apple, Facebook, Nike, Google (FANG) get more and more valuable, and take up more and more of the market-cap index, they also all get closer and closer to being fully valued, and their forward-looking returns diminish. The market-cap index...

The AlphaArchitect guys have licensed Enhanced Global Equities Momentum (E-GEM) from Gary Antonacci. That's the proprietary version of the Dual Momentum allocation described in the book. I am moving my IRA over from another Gary-affiliated advisor, which is a little sad and disruptive. :-\ It's hard...

I have some mad money that is falling into my hands... $100 - $120 per month. I'm going to try trend-following on a gold fund like TGLDX Tocqueville Gold Fund, mostly so I don't have to pay the collectibles capital gains tax.

I am sure many folks must grown their own plants to lower the cost.

Put in limit orders for the prices you want to pay, then see if Christmas comes early

I am at Schwab, they have an Arnott affiliated small family of six ETFs. FNDX FNDB FNDF FNDA FNDC FNDE are the symbols I believe.

I really learned quite a bit about the flaws of conventional market cap weighted funds like VTI from Episode 18 of Meb Faber's new podcast. Rob Arnott was the guest, and they had a long, deep discussion. I am now really thinking about just swapping out my stock ETFs with fundamental weighted ETFs.

The thread drift is amazing

Which are the best IRA companies if I use TLT for rebalancing? Shwab? Fidelity? Barrett explained that Fidelity is good for buying units of LTTs. I am thinking of leaving TD Ameritrade behind. I recently realized I can fund Roth IRAs with some of the proceeds from my home sale. As I have read, hold...

Interesting idea, diluting EDV with or short-term Treasuries. Mixing 57% EDV and 43% SCHO pretty much matches the performance of TLO. So you could take your Bonds allocation down to 14%.

I really enjoyed this flick. Man, those NTSB guys were pri**s. They really tied the release of this film in well with the 15th anniversary of 9/11, as you see US Air 1549 gliding past Manhattan skyscrapers it inevitably reminds you of 9/11.