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InvestLab ResearchStrategy explainerNo. 05 · Aug 2026
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Strategy explainer

Dual Momentum Pivot5 — 15% Vol

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.

Stephane RenevierInvestLab · former multi-asset portfolio manager, London
Published
14 Aug 2026
Reading time
13 min
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How to cite
Renevier, S. (2026). Dual Momentum Pivot5 — 15% Vol. InvestLab Research, Strategy explainer No. 05, 14 August 2026. www.investlab.app/research/dual-momentum-pivot5-15vol

For information and education only. Nothing here is investment advice. Backtested results are hypothetical and shown with their assumptions; past performance does not guarantee future returns.

Stephane Renevier

Runs InvestLab. Former multi-asset portfolio manager in London. The strategies written about here are tracked live on the platform.

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Education and analysis, not investment advice. Past performance does not guarantee future returns; backtested and simulated results have inherent limitations.