Asset Allocation with Momentum Portfolios

How does allocating to different assets with momentum impact the portfolio's return and drawdown?
Google Sheets - docs.google.co...
Website - momoindiascree...
Twitter - x.com/virajkha...

[@the_great_india]

Your videos are valuable for me. Thanks for your efforts.

[@EngineeringLabs]

Great analysis, keep sharing such insightul ideas and knowledge

[@arjunodedra5526]

very nice video viraj...thanks for sharing,

[@ArunKumar-cn6rj]

Thanks for sharing of valuable Asset Allocation i

[@the_great_india]

excellent video. thanks for sharing google sheet. I am following momentum stratagy with 50 % allocation to gold and I sleep peacefully at night.

[@s.sasisekhar4608]

Very good video

[@bloodbathy]

will alpha strategy work? Do you have any analysis related to Alpha strategy?

[@idammanoj]

Sir how does sip fare in such systems and also is it good to identify dynamic asset allocation where asset allocation adjusts to market conditions.

[@samradalpha]

It is a nice observation. I wanted to know can we switch our portfolio from equity to debt or gold whichever asset is performing best? We can generate better returns I think.

[@EngineeringLabs]

Dual momentum strategy talks about this idea

[@virajkhatavkar]

100% switch is difficult to execute and stick to with higher portfolio values and doesn't have effective taxation. Further, due to higher churn and false signals it will be devastating to stick to such a strategy

[@samradalpha]

@@virajkhatavkar You are correct.

[@kevalkumar9694]

VERY NICE, Thanks

[@dnyaneshmugurdekar3161]

Hi sir. Amazing info. Thanks for the sheet. If possible can you include more assets like real estate, US Markets etc. Thanks in advance.

[@virajkhatavkar]

@@dnyaneshmugurdekar3161 difficult to get data for those assets

[@s.sasisekhar4608]

One more question, Momo is monthly rebalancing where Drawdown comes, we will be short of cash. But, Gold & Debt like non-rebalance. Is there like if Drawdown comes in momo, do we need to transfer money from other assets(gold,debt) to momo??

[@virajkhatavkar]

@@s.sasisekhar4608 yes you have to rebelance and bring the asset allocation back to its original percentage atleast once a year

[@s.sasisekhar4608]

​@@virajkhatavkarCan we do this rebalance between assets monthly with respect to momo?

[@mahipalkumar2186]

Sir how are you able to get the Mom returns for all the years

[@virajkhatavkar]

From a colleague who has access to all the data

[@s.sasisekhar4608]

Is Value investing any hedge for Momo?

[@virajkhatavkar]

There are few papers which show that value-momo diversification performs well in the US. But I haven't seen any evidence of that in Indian markets.

[@s.sasisekhar4608]

​@@virajkhatavkarDo you also see any non-directional option selling strategies as hedge?
Like Momo for upside, Gold for Downside, option selling for consolidation

[@aravindtiwari9702]

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