No. of Recommendations: 6
Antonacci's Dual Momentum Fixed Income (DMFI) is an interesting alternative to a fixed fixed income allocation.
Basic system was between mortgage debt, short term treasuries, govt/credit int term bonds, junk and "cash"/money market. Original lookback was 12 months relative & absolute momentum for a 1 month hold; we did basic backtesting recently that indicated 4 months lookback was much better.
Since beginning of June "cash" / money market ~BIL or your brokerage mmkt of choice at 4.75% 30 day yield is the best momentum choice.
FC
