Introduction
In a previous article we analyzed a portfolio made up of Vanguard mutual funds. Many readers asked about a portfolio investing in similar Vanguard ETFs. This article is written in response to their request.
This article is also a continuation of our latest article where we introduced some enhancements to the dual-momentum strategy. In that article we analyzed the improvement in performance of the strategy when there are two timing periods; one for the generation of the “absolute momentum” signal and the other for the relative strength of the assets.
In this article we