Notes:

1. First image shows which constituents have been used or not used in the particular numbered model.

2. Top 1 & 2 represent investing only in the top 1 or 2 ranked constituents in the portfolio at the time.

3. Dual momentum concept has been borrowed from Gary Antonacci. You can follow his work here: https://dualmomentum.net/

4. This system follows a monthly rebalance. 3/6/12M represent the respective lookback periods for ranking the constituents.

5. The goal of the system to generate alpha over the equity asset class while reducing the drawdowns. The system uses uncorrelated asset classes to achieve this.

6. While all care has been taken to protect the data integrity of the model, we cannot guarantee the accuracy of the data shown above. Please build your own model.

7. The returns shown do not include trading costs, and taxes. Actual return maybe lower.

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Disclaimer:

1. This model and information is being freely shared for the benefit of all. No capital, fee, commission etc. is being solicited.

2. Do not construe this as investing recommendation or advice.