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Research by Gary Antonacci showing momentum investing with multi-asset portfolios
Risk Premia Harvesting Through Dual Momentum
First place winning paper of the 2012 NAAIM Founders Award for Advances in Active Investment Management.
Absolute Momentum
A simple rules-based strategy and universal trend-following overlay demonstrating the versatility of absolute momentum.
A Century of Profitable Industry Trends
A simple channel-based trend-following strategy applied to 100 years of industry data and 20 years of ETF industry data.
These papers illustrate momentum principles and not meant to represent investable portfolios. The portfolios in these papers are sub-optimal.
See the Performance page of this website for our publicly available investment models.