About

What you get

The current-month signal for three strategies — Dual Momentum (GEM), VAA and DAA — plus a momentum score ranking across assets. All three 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.

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

A month's signal is only final once the month ends. While a month is still running, its signal is labelled provisional and shown differently from a confirmed one. Provisional signals can still change on the remaining trading days.

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We do not publish backtests of our own.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 partnership enquiries are welcome at the address below. Individual investment questions will not be answered.