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VTI - Dual Momentum Sortino Ratio And Portfolio Management Software
Vanguard Total Stock Market
Since the advent of Gary Antonacci's Dual Momentum book, published in 2015, I've had a keen interest in this investing model. I've written a number of articles related to this method of investing and here is the link to one of the first. Since writing those first articles, I've made a few adjustments to the Dual Momentum model. 1) A different look-back period is used. The explanation will follow in a screenshot below. 2) In addition to the three basic asset classes, I've added U.S. Treasuries (TLT). Here are the three ETFs