Dual Momentum GEM
Antonacci Global Equities Momentum — monthly relative (SPY vs VEA) plus absolute momentum hurdle (BIL). Research-only (Aug 2026 sweep: block P5 Sharpe 0.42).
Diversification
72
Volatility Profile
Moderate
Horizon
3+ years
House Account Track Record
Forward performance on a separate virtual $1,000 research account since 8/26/2026. This is not your connected exchange account.
Research-only portfolio — follow the $1,000 demo house account below. Paper and live trading are not available.
Returns appear after 7 daily snapshots (1 of 7 so far).
Account value
$1,000.00
As of Aug 26, 2026 UTC
Total return
Cumulative since activation
—
Today's return
Since midnight UTC
—
Tracking days
1 / 7
Illustrative Reference Ranges
Live market backtest unavailable. Showing educational ranges only — not live performance or a forecast.
Research-only portfolio — failed walk-forward validation or structurally weak path robustness. Demo track record only; paper and live trading are not available.
Expected Return
17–24%
annualized
Volatility
12–16%
annualized
Sharpe Ratio
1.1–1.2
risk-adjusted
Max Drawdown
-16% to -19%
historical reference
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Monthly (1st business day)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
None
Buy-and-hold weights
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Champion sweep: 9m lookback, VEA international sleeve, BIL hurdle, AGG defensive. Composite Sharpe 1.24, block P5 0.42 — below growth MC gate.
Bull Case
Concentrated dual momentum may rotate away from weak equity regimes into bonds.
Bear Case
Single-sleeve concentration and monthly lag. Failed MC promotion gate.
Behavior During Downturns
Absolute momentum filter shifts to AGG when equities fail T-bill hurdle.
Holdings
Template allocation using real ETF and stock tickers.