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home / news releases / TLT - Combining Long- And Short-Term Momentum Strategies


TLT - Combining Long- And Short-Term Momentum Strategies

  • AMI strategies use a risk ON/OFF indicator where the main measurement is the momentum over an evaluation period of about 15 weeks.
  • We added a second risk indicator based on a one-week momentum. This indicator generates more false signals and, overall, its performance is worse than that of the 15-week indicator.
  • Investing simultaneously in both strategies produces desirable results by substantially reducing the market risk while producing only slightly lower returns.

For further details see:

Combining Long- And Short-Term Momentum Strategies
Stock Information

Company Name: iShares 20+ Year Treasury Bond ETF
Stock Symbol: TLT
Market: NASDAQ

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