Blog /
#momentum
3 posts tagged momentum.
3 posts
Dual Momentum: The Strategy That Beat Buy-and-Hold for 40 Years
Gary Antonacci's dual momentum strategy combines absolute and relative momentum to deliver equity-like returns with bond-like drawdowns. Here are the numbers.
#strategy#momentum#asset-allocation
Sector Rotation Using Momentum: A Rules-Based Approach
A systematic sector rotation strategy using relative momentum on the 11 SPDR sector ETFs, with backtest results and walk-forward validation from 2000 to 2024.
#strategy#momentum#sector-rotation
Building a Momentum Score: How I Rank Stocks by Trend Strength
Combine rate of change, relative strength, and moving average slope into a composite momentum score to screen for stocks with the strongest trends.
#signals#momentum#screening