Momentum strategy
Dual Momentum (GEM)
Each month, hold whichever broad equity market — domestic or international — has the stronger trailing 12-month return; if neither beats cash, move the whole portfolio to bonds.
Checked monthly; a position can be held anywhere from one month to a few yearsBeginner–Intermediate
Gary Antonacci — “Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk” (2014)