The post from /u/TimeTheRevelator got me interested in exploring different approaches to momentum, mostly for eduction purposes. When comparing this approach to $MTUM, I can see that the momentum ETF yields better return and less max drawdown than /u/TimeTheRevelator proposal. Of course, this momentum ETF can't be backtested for more than 3 years and therefore might only be performing so well given the current bull market. That being said, /u/TimeTheRevelator's approach has a lot of merits which begs the question, why would one adopt one versus the other and what would in general speak against a momentum ETF?
Submitted July 11, 2018 at 09:04AM by gomotut https://ift.tt/2KQPYS4
