Global Equity Momentum Strategy
A quantitative investment strategy using 12-month momentum to allocate between US equities (SPY), international equities (VEU), and treasury bills (BIL). Based on peer-reviewed research, this tactical asset allocation approach seeks to capture equity upside while managing downside risk.
VEU
35.69%
Vanguard FTSE All-World ex-US ETF
SPY
15.62%
SPDR S&P 500 ETF Trust
BIL
3.72%
SPDR Bloomberg 1-3 Month T-Bill ETF
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Higher
returns.
Smaller
drawdowns.
Same
effort.
Maximize your investment growth.
Protect your capital more effectively.
Achieve more without extra work.
