Post #729 by FlyingCircus on the Mechanical Investing board

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (43)

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 6

Antonacci's Dual Momentum Fixed Income (DMFI) is an interesting alternative to a fixed fixed income allocation.

Basic system was between mortgage debt, short term treasuries, govt/credit int term bonds, junk and "cash"/money market. Original lookback was 12 months relative & absolute momentum for a 1 month hold; we did basic backtesting recently that indicated 4 months lookback was much better.

Since beginning of June "cash" / money market ~BIL or your brokerage mmkt of choice at 4.75% 30 day yield is the best momentum choice.

FC

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (43)

Prev | Next

Announcements

Mechanical Investing FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.