About

What you get

The current-month signal for four strategies — Dual Momentum (GEM), VAA, DAA and PAA — plus a momentum score ranking across assets. All four have published rules, from academic papers and public write-ups. We run those rules; we do not invent any.

Every number on the screen is one of two things: a measured fact calculated from prices, or the mechanical output of a published rule. There are no proprietary indicators or weightings of our own.

Where the data comes from

Prices come from Yahoo Finance. We use adjusted closes, so dividends and splits are included — leaving dividends out would misrank bonds and high-yield assets.

Month-end values are taken from daily data: the close of the last US trading day of that month. We do not request monthly bars directly, because an unfinished month arrives as a partial aggregate.

A month that has not ended has no month-end close. The asset strength ranking uses that month's most recent trading day close instead, so it is provisional and moves with the remaining trading days.

The price history is stored alongside the code. If a data provider goes down, the site keeps working, and the history of delisted assets does not disappear.

Confirmed and provisional

The month on screen is the month you hold the signal for. The September signal is computed from the last trading day close in August, is final once August ends, and stays put through September. So a month being in progress does not make its signal provisional.

What is not settled yet is next month's signal. Until this month ends we compute it early from the latest close and label it provisional, shown differently from a confirmed one. The asset strength ranking is provisional for the same reason and is recalculated once a day.

Whether a month counts as confirmed is decided by the data, not the calendar — we check whether the last US trading day's close of the prior month is in hand. That keeps holidays and time zones from shifting the answer.

What we do not do

No individual advice and no Q&A. No paid membership and no paid alerts.

We do not publish backtests of our own. Small changes in assumptions move those numbers a lot, and the moment such a number is used to suggest an action, this stops being information.

No forecasts or outlooks. This site is a scoreboard and a calculator, not an analyst.

Who runs it

Built and maintained by one person. Data corrections and other site enquiries are welcome at the address below. Individual investment questions will not be answered.