All In Mo

Pictet is a multi-billion $ asset manager out of Europe.  I am slightly embarrassed to admit I had never heard of them until recently when a reader emailed me some of their work.  They have one momentum strategy they describe as:

“One of our most original and historically successful approaches is our “momentum” strategy that allocates invested capital systematically between four asset classes. For those not familiar with this approach, it selects from US 10-year Treasury bonds, US equities, emerging-market equities and gold, and allocates 100% of the capital to the asset class that has shown the best performance in the recent past.”

Quick chart then download:



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