InvestLab ResearchLatest 31 Oct 2026
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.
| No. | Title | Series | Published | Read |
|---|---|---|---|---|
| EX 05 | Dual Momentum Pivot5 — 15% VolThe 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. | Strategy explainer | 14 Aug 26 | 13 min |
| EX 06 | Lean All-Weather (Unlevered)Global stocks, long Treasuries, gold, and broad commodities — a deliberately balanced split, rebalanced quarterly. | Strategy explainer | 14 Aug 26 | 7 min |
| EX 03 | Lean BalancedGlobal stocks, long Treasuries, gold, and broad commodities — rebalanced once a year. | Strategy explainer | 05 Aug 26 | 5 min |
| EX 02 | Lean AggressiveLean equity-heavy: 70% global stocks with bond, gold, and commodity ballast — rebalanced once a year. | Strategy explainer | 05 Aug 26 | 6 min |
| EX 01 | Balanced Trend-FilteredA 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… | Strategy explainer | 05 Aug 26 | 14 min |
| EX 04 | Relative Momentum Top5Nine 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. | Strategy explainer | 05 Aug 26 | 14 min |