Dual momentum is my largest sub-portfolio, current weight is over 70% of the total portfolio. It started out with the GEM strategy described in Dual momentum, but has been changed several times over the years. The changes has been enforced by law changes, limitations at the stock brokers, but also based on my own findings. Look in Momentum for a description of the changes. Now it is split into three different sub-portfolios, where the main part is SE/Global based and implemented with mutual funds. This means that mutual funds now spans half of the totat portfolio value.
Based on this two changes are introduced:
1. Price history 18 months.
The Momentum signals are now based on the full price history one and a half tear back also for mutual funds, i.e. the signals are calculated uniformly for ETF's and mutual funds.
2. Daily Performance & Holdings update.
The price, NAV, for mutual funds are calculated and changed on a daily basis, while the price for ETF's and stocks are updated continuously during the opening hours. In order to reflect this the Performance & Holdings page is now updated on an hourly basis.
Based on this two changes are introduced:
1. Price history 18 months.
The Momentum signals are now based on the full price history one and a half tear back also for mutual funds, i.e. the signals are calculated uniformly for ETF's and mutual funds.
2. Daily Performance & Holdings update.
The price, NAV, for mutual funds are calculated and changed on a daily basis, while the price for ETF's and stocks are updated continuously during the opening hours. In order to reflect this the Performance & Holdings page is now updated on an hourly basis.
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