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The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: rayvt ✧☼🐝  😊 😞
Number: of 6131 
Subject: Re: Dual Momentum Fixed Income
Date: 07/19/23 1:40 PM
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I've glanced at DMFI a few times over the years. Never did it though.

PORTFOLIO VISUALIZER link (mutual funds): portfoliovisualizer.com - Test market timing model

Dec'97-Jun'23 CAGR 6.90%
Took off from 2009 to now. Dec'08-Jun'23: CAGR 7.74%
But Dec'97 - Dec'08, these were essentially identical, DMFI 5.92%, Vanguard Total Bond 5.71%
Eleven (11) years of useless trading. Doesn't help, doesn't hurt.

PORTFOLIO VISUALIZER link (ETFs):
portfoliovisualizer.com - Test market timing model

Dec'08 - Jun'23 CAGR 7.36%

So, yeah, looks like the ETFs and the funds are interchangeable.

There is probably some over-tuning here. 4 month look back gives 7.2% whereas 3 month & 5 month give 5.6%. Still better than BND, though.
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