Proposal for improving the simplified HAA strategy Introduction In February 2023, peer Wouter Keller and JW Keuning published a study of an interesting strategy, Dual and Canary Momentum with Rising Yields/Inflation: Hybrid Asset Allocation (HAA), which uses the Treasury Inflation-Protected… Continue reading

Introduction Here’s a backtest of Gary Antonacci’s DMSR (Dual Momentum Sector Rotation) strategy. The author is best known for his GEM (Global Equity Momentum) strategy, which he popularised in 2014, in his book « Dual Momentum Investing: An Innovative Strategy for… Continue reading