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GPM (Generalized Protective Momentum)

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GPM (Generalized Protective Momentum) at a glance

GPM (Generalized Protective Momentum) is a tactical asset allocation (TAA) strategy by Keuning & Keller, rebalanced monthly.

Type
Tactical (TAA)
Author
Keuning & Keller
Rebalancing
Monthly
Risk
Moderate

GPM (Generalized Protective Momentum) Tactical Asset Allocation Strategy

GPM (Generalized Protective Momentum): frequently asked questions

What is Generalized Protective Momentum?
GPM (Generalized Protective Momentum) is a tactical asset allocation (TAA) strategy by Keuning & Keller, rebalanced monthly.
Who created the GPM (Generalized Protective Momentum) strategy?
GPM (Generalized Protective Momentum) was developed by Keuning & Keller.
How often is GPM (Generalized Protective Momentum) rebalanced?
GPM (Generalized Protective Momentum) is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
Is GPM (Generalized Protective Momentum) a tactical asset allocation strategy?
Yes. GPM (Generalized Protective Momentum) is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.

Strategy Details

Type
Tactical (TAA)
Rebalancing
monthly
Risk Level
moderate
Variants
1
Author
Keuning & Keller

Further reading

New to this approach? Read what tactical asset allocation is and how it works.

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