Many of you are already familiar with the crew from Newfound, mainly due to their work with f-squared and the Virtus funds. I attached a few of their white papers, but it is worth going to their website and taking a look around as they have a lot more research there.
Here is a chart before the download on the difficulties of 60/40:
Introduction to Newfound’s Dynamic Momentum (PDF)
Seeking Timeless Momentum (PDF)