Bond Dual Momentum

A place to talk about speculative investing ideas for the optional Variable Portfolio

Moderator: Global Moderator

Mr Vacuum
Executive Member
Executive Member
Posts: 164
Joined: Tue Jan 19, 2016 11:51 am

Re: Bond Dual Momentum

Post by Mr Vacuum » Mon Jan 23, 2017 8:18 pm

Does it feel a little strange that the two portfolios' rules could conflict, as in you could be 75% bonds for GEM while the bonds momentum says, no, bonds are risk off, 25% cash? I'm sure it still dampens volatility overall, it just seems like a counterintuitive mix when they're both risk off.

How did the trading compare with moving averages? I recall the book said they work but trade more.
User avatar
ochotona
Executive Member
Executive Member
Posts: 3353
Joined: Fri Jan 30, 2015 5:54 am

Re: Bond Dual Momentum

Post by ochotona » Tue Jan 24, 2017 10:01 pm

I use the simple dual momentum plan, where you are either in stocks or bonds. I'd just like to avoid times like now where bonds can take a steep drawdown. There's no contradiction.
Mr Vacuum
Executive Member
Executive Member
Posts: 164
Joined: Tue Jan 19, 2016 11:51 am

Re: Bond Dual Momentum

Post by Mr Vacuum » Wed Jan 25, 2017 7:08 am

Understood, thanks for clarifying. I don't recall where I came up with the idea you were talking about 75 GEM, 25 bonds dual momentum.
Post Reply