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NEW ABsolute Momentum Tool

1/8/2019

 
The Portfolio Timing using Absolute Momentum Tool allows users to enter a list of symbols and corresponding weightings to construct a standard "Buy and Hold" portfolio and apply an absolute momentum filter to each fund in the portfolio. When a specific fund is performing more poorly than the 'Cash' fund chosen (typically this is a treasury bill rate, but RotationInvest.com allows users to define this as any fund they would like), then the 'Cash' fund is invested in instead of the poorly performing fund.

Fund:  The fund chosen here will be compared to each fund in the portfolio, if this fund is doing better (return %) over the period of time (see length below) then this fund will be invested in instead of the fund in the main portfolio.

Length:  The length defined here is the length of time to compare each fund in the portfolio to the 'Absolute Momentum Fund' chosen here.

For Example:
If 100 days is chosen as the length, IEF is the absolute momentum fund, and the portfolio is 60% SPY and 40% MDY:  If IEF has a higher % return over the past 100 days than SPY but not MDY - then IEF will take over 60% of the portfolio from SPY, so the allocation will be IEF 60% and MDY 40%.

Note:  These features are available in the Advanced Rotation Tool as well in the 'Absolute Momentum' section.

For a research paper anaylizing Absolute Momentum see: http://www.naaim.org/wp-content/uploads/2013/10/00D_Absolute-Momentum_gary_antonacci.pdf
READ MORE ABOUT THE PORTFOLIO ABSOLUTE MOMENTUM TOOL
Launch the Tool from Our Members Area - Or Subscribe

Strategies presented anywhere on this site are ideas only, and only for education.

RotationInvest.com/PortfolioBuilderInvest.com do not provide investment advice, and are not investment advisors.

Please read our Terms and Conditions.


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  • Home
  • How To
    • Risk ON Risk OFF Tool
    • Portfolio Rotation
    • Rotation-Momentum Tool
    • Portfolio Builder
    • Screener
    • Adaptive Asset Allocation
    • Portfolio Moving Average and Portfolio Absolute Momentum
    • Portfolio Channel
    • Strategy of Strategy
    • Moving Average
    • Channel Crossover
    • Volatility Target
    • Retirement Tools
    • Total Returns
    • Rolling Research
    • Ratio/Correlation
    • Description of Calculations
  • FAQ
  • Blog
  • Free Rotation Tool
  • Tools - Members Only
  • Contact
  • Login/Manage Account