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Pip McIntyre's avatar

Let's reform the calendar so that a year is now 36 months.

..or 40 months if you want to it to be metric.

It will make us longer term thinkers, and another advantage is that by this measure I'm approaching my 16th birthday.

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Peter Odenthal's avatar

Intuitively, I like momentum-based strategies with a value „sanity check“. Unfortunately, this research appears to condemn this approach to the rubbish bin.

At the same time, it appears to support:

(1) long momentum strategies that re-balance the portfolio one every three months

(2) short strategies based on fundamentals

(3) ten-year return outlooks based on the CAPE of the market

What do you think?

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