Breadth Momentum and Vigilant Asset Allocation (VAA);
I have found my adding XIV the perf increases while the drawdowns are still in hand....
I found this interesting paper on momentum stratgeies and I build a flexible version of it so we can experiment with the assets and with the number of B and T assets
Read moare at Winning More by Losing Less By Wouter J. Keller and Jan Willem Keuning1 July 14, 2017, v0.99