DUAL MOMENTUM | Momentum Trading Strategy by Gary Antonacci

Dual Momentum is a popular concept developed by the highly credible Gary Antonacci.

A momentum trading strategy which switches between three different asset universes to achieve excellent returns with less volatility.
A simple market timing concept which has proven to reduce drawdowns significantly.

The concept is made up from what is referred to as Relative Momentum and Absolute Momentum.
By using a 12 month look back to determine which asset to be invested in and rebalancing every month.

Similar to the theory of Trend Following, the concept aims to follow the market, when the momentum waivers the concept tells us to move our trading capital accordingly.

A highly recommended book.

Links:-

Stock Trading videos:-

Investing videos:-

As a professional trader I have consumed hundreds of financial books and endured countless hours of self education. My hope is that this channel will reduce the learning curve duration of many aspiring traders by providing the key information in a concise and enjoyable manner.

[James-]

What I really like about your book overviews is that you break down the strategies graphically and don’t just tell us that the book is good or bad. Excellent work and much appreciated.

[fatcapital]

I've been watching your videos non-stop... it's hands down the best content on these complex topics... thank you!

[FinancialWisdom]

My Brokerage Account (Interactive Brokers) - bit.ly/3UGvn1U

[MarcusFred-wniv]

Great video. We all strive for financial independence and better life. It’s not difficult in achieving this through the right investment, living frugally, and budgeting. I’m glad I learned early in life to work hard for financial freedom

[nsnt]

I don't comment often, but this video and the wisdom in it was brilliant. Thank you.

[adriancristea]

Thank you! Great video! I try to understand why people do not discuss more about this strategy! Mr Antonacci does not seem to be very popular compared to other „financial gurus”.

[obcane]

His system is best for an employer sponsored retirement plan that limits investments to mutual funds.

I like your application. I prefer to use a 3 month look back as it provides lower drawdowns but at the cost of more trading.

[dividenddepot]

Hello, love the content, do you factor in HV historical volatility, if so how do you measure?

[zohahs]

what equitied you have invested in World/US ? and what were your results do you have 10 year CAGR or 5yr CAGR? how long you been following this strategy?

[pamboyce]

By using a comparison chart in TC2000, I see over 12 months, the world index you mention (MSCI) greatly outperforms a Vanguard World Stock Index ETF with the symbol VT. Thus, I am seeking an ETF that better matches the MSCI. Any suggestions would be appreciated.

In closing, I believe you are a great teacher, making concepts clear and understandable in a brief time. Please keep up your work, a service to so many!

[suthan]

Also a question. You said the principle is to look for 12 months return but the review happens every month for the rolling 12 months is that an example:
1) If I have to rebalance my portfolio on 1st of Sep '21 then I have to look at Sep '20 to Aug '21 returns and so on for every month
Is this correct understanding of the concept

[jamesstephen]

Brother namaste, Thoughtful strategy.. minimum loss, maximum returns..
thank you

[aeksinsang]

We buy mtum (momentum etf) takes out the guesswork and has computer algorithms figuring the momentum rates and key stocks

[AdamHarrisTrader]

Excellent- hadn't heard of this. Very impressed.

[goncaloveiga]

Quick question: when Antonacci says the conjecture indicates we should invest in S&P 500, does he mean one should only invest in those 500 companies? I’d be interested to know if his theory is expandable to Russel 2000 or 3000 equities. Thanks!

[jameskaran]

Excellent presentation, succinctly put. I have been applying a similar strategy with US ETFs for sector rotation using relative strengths and trend analysis. Reasonably good results but must improve on it. Thanks!

[axsupg]

Method at 4:10 is not right look at the book.

[mrhoplite]

Good video! very well explained - even i understood it and that is saying something..

[sodds]

Is there a site where you can track monthly the 12 month sliding rates of return of US equity, World Equity (excuding US) and US bonds?

[pusheenomics]

All of your videos are excellent!
Thanks a lot.
What do you think about Larry Tentarelli's approach?