The research behind the building blocks
Deep dives, monthly reviews and weekly reads on the strategies InvestLab runs live.
- Papers
- 32
- Series
- 5
- Free · full access
- 26 · 6
- Latest paper
- 15 Oct 2026
- Weekly read
- Saturdays
- Author
- Stephane Renevier
Everything we publish, newest first. Pick a series above, or filter by strategy.
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.
Lean All-Weather (Unlevered)
Global stocks, long Treasuries, gold, and broad commodities — a deliberately balanced split, rebalanced quarterly.
Lean Balanced
Global stocks, long Treasuries, gold, and broad commodities — rebalanced once a year.
Lean Aggressive
Lean equity-heavy: 70% global stocks with bond, gold, and commodity ballast — rebalanced once a year.
Balanced Trend-Filtered
A fixed, equal-weight balanced portfolio of six asset-class ETFs — with one overlay: each month it switches any sleeve whose own trend has turned down into cash, and switches it back on when the trend recovers. The point isn't to beat stocks — it's closer to insurance: you ride…
Relative Momentum Top5
Nine asset-class ETFs, three rules. Each month it holds the five that are trending strongest — and *always* holds five, with no cash brake — so the portfolio is permanently invested in whatever is leading.