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Performance

Momentum Performance

  1. Global Equities Momentum Returns
  2. Global Equities Momentum Charts
  3. Global Equities Momentum Extended Backtest
  4. Proprietary Models

Our book, Dual Momentum Investing, fully discloses the logic behind our publicly available Global Equities Momentum model. We authorize or endorse no other implementation of this model. Our proprietary models use more sophisticated criteria and are more adaptive to the markets. They are how we invest using dual momentum, trend-following, and modern portfolio theory. Please see our Disclaimer page for important disclosures.

MOMENTUM

Momentum means persistence in performance. Additional periods of superior performance tend to follow initial periods of superior performance. But it is more than that. Momentum is also a systematic rules-based approach for entering and exiting the markets based on specific, proven criteria.
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