Subject: Re: Dual Momentum Fixed Income
I've glanced at DMFI a few times over the years. Never did it though.

PORTFOLIO VISUALIZER link (mutual funds): https://www.portfoliovisualize...

Dec'97-Jun'23 CAGR 6.90%
Took off from 2009 to now. Dec'08-Jun'23: CAGR 7.74%
But Dec'97 - Dec'08, these were essentially identical, DMFI 5.92%, Vanguard Total Bond 5.71%
Eleven (11) years of useless trading. Doesn't help, doesn't hurt.


PORTFOLIO VISUALIZER link (ETFs):
https://www.portfoliovisualize...

Dec'08 - Jun'23 CAGR 7.36%

So, yeah, looks like the ETFs and the funds are interchangeable.

There is probably some over-tuning here. 4 month look back gives 7.2% whereas 3 month & 5 month give 5.6%. Still better than BND, though.