Balanced Duo (Trend + Fast Momentum) vs Cross-Sectional Momentum
Two published track records side by side — same data, same methodology, zero verdicts.
Balanced Duo (Trend + Fast Momentum)
coreHalf trend-following, half fast momentum, in one portfolio; each half parks in T-bills when its own rule says cash. Smoother ride than fast momentum alone.
Full track record →
Cross-Sectional Momentum
coreHolds the strongest-trending names (12-month return, skipping the last month), equally weighted, refreshed monthly.
Full track record →
The numbers, side by side
| Balanced Duo (Trend + Fast Momentum) | Cross-Sectional Momentum | |
|---|---|---|
| CAGR | 20.8% | 13.5% |
| Volatility (ann.) | 27.4% | 42.1% |
| Sharpe | 0.70 | 0.43 |
| Sortino | 1.02 | 0.62 |
| Max drawdown | -39.8% | -65.0% |
| Calmar | 0.52 | 0.21 |
| Simulated since | 2021-06 | 2021-10 |
Simulated backtests (up to 6 years of point-in-time data, costs included) — not live results. Methodology: here. Past performance does not predict future results.
What the data says
- Balanced Duo (Trend + Fast Momentum) posted the higher CAGR (20.8% vs 13.5%).
- Balanced Duo (Trend + Fast Momentum) fell less at its worst (-39.8% vs -65.0%).
- Balanced Duo (Trend + Fast Momentum) had the calmer ride (volatility 27.4% vs 42.1%).
These are facts from the published snapshots, not a recommendation — the rules differ in their risk profile. Overlay both equity curves in the interactive comparison tool.