Subject: Re: Dual Momentum Fixed Income
Just for shiggles I ran a portviz on what I had been doing the last few years - for the fixed income portion of the port, the best of JNK, preferreds (PFF, there are others), 7-10YRS (IEF) and BND. Same special 4 month lookback. Results
https://www.portfoliovisualize...

Similar to the original DMFI constituents results, much better than straight BND - although helped immensely by being in Cash for most of last year.