Momentum Based Portfolios Review
We advocate using both Strategic Asset Allocation (SAA) and Tactical Asset Allocation (TAA) strategies for portfolios in 401k plans, IRAs or taxable brokerage accounts. Our TAA is based on so called cross-asset momentum or trend following strategy. Since momentum method has been widely used and quoted in stock trading, we always want our users to understand the differences among momentum based methods used at different levels of portfolio construction.
We have written several newsletters to cover this topic. We strongly recommend readers who are interested in our portfolios to read the following newsletters:
- April 1, 2013: Momentum Over Stocks, Sector And Style Funds
- September 10, 2012: Taxonomy Of Momentum, Relative Strength And Trend Following
In this newsletter, we would like to review again how portfolios or funds at these levels have performed. First, let’s look at the taxonomy we classify these applications:
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