We designed our public dual momentum model, GEM, to be simple and easy to use by do-it-yourself investors. GEM introduced dual momentum to the world.
The aim of our proprietary models is to achieve the most consistent returns possible using all available momentum tools. We license our proprietary model signals to substantial private investors and a few select advisors who use them to manage public accounts.
Proprietary models strive to be highly adaptive to market conditions and can serve as the basis for core portfolios. They have their foundation in academic research supported by out-of-sample testing and real-time validation. Here are our most popular proprietary models:
Enhanced Global Balanced Momentum (E-GBM)
E-GBM is a balanced allocation between stocks, bonds, and other assets. It is a general-purpose model suitable for most investors. At the end of 2021, we merged E-GBM with our Enhanced Global Equities Momentum (E-GEM) model.
NASDAQ Breadth and Trend (QBAT)
QBAT applies breadth, trend, and mean reversion to the ProShares Ultra QQQ ETF (QLD). QBAT is our most aggressive and complete model. QBT uses only daily data. So it is also our most responsive model.
Fact sheets are available on all our proprietary models. Contact us for more information.
Here is the performance of our Enhanced Global Balanced Momentum (E-GBM) model compared with our public GEM model, a 60/40% balanced stock/bond portfolio, and the S&P 500 index. January 1970 is the starting date since that is as far back as reliable data goes for some assets.
E-GBM Model Performance Jan 1970 through Aug 2022
|% of Up Months||75||68||63||63|