Strategy explainers
August 14, 202613 min read
Dual Momentum Pivot5 — 15% Vol
By Stephane Renevier
This research note is part of full access
The same monthly trend engine as Dual Momentum Pivot5, with one change: instead of equal slices it weights its holdings by risk and then scales the whole portfolio toward a 15% volatility target, borrowing up to 2× when the underlying mix is too calm to reach it on its own.
For information and education only — nothing here is investment advice. Backtested and live results are shown with their assumptions; past performance does not guarantee future returns.