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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

The logic behind our publicly available Global Equities Momentum model is fully disclosed in our book, Dual Momentum Investing. No other implementation of this model is authorized or endorsed by us. Our proprietary models are more adaptive to the markets. They are how we ourselves invest using dual momentum. 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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