loading . . . Challenging the "Lazy Man's Momentum Strategy" from @allocatesmartly.bsky.social #quant This is a quick analysis of the Lazy Mans Momentum Strategy, a simple country rotation strategy. Every six months the strategy selects from 22 country indices, buying the 11 with the highest 6-month return (*). For reasons we discuss in a bit, we will not be adding this strategy to our platform. Backtested results from 1971 follow. Results are net of transaction costs see backtest https://allocatesmartly.com/challenging-the-lazy-mans-momentum-strategy/?aff=634&utm_source=quantocracy.com&utm_medium=bluesky
