Simplest Asset Class ETF Momentum Strategy?
June 4, 2014 - Momentum Investing
Is relative momentum an effective way to switch between stocks and bonds? In his May 2014 paper entitled “Simple and Effective Market Timing with Tactical Asset Allocation”, Lewis Glenn compares the performances of two tactical asset allocation strategies: SPY-TLT: simple relative momentum strategy that each month holds SPDR S&P 500 (SPY) or iShares Barclays 20+ Year… Keep Reading