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Configuration

Symbols are stored in your browser cookie. Currently using the config.yaml defaults. Use Yahoo Finance symbols (London-listed UCITS ETFs end in .L) and keep every asset in the same currency.

US equity

US equity leg (used in the relative-momentum comparison).

Intl equity

International equity leg (used in the relative-momentum comparison).

Bonds

Bonds held when absolute momentum is negative.

Risk-free

T-bill proxy used for the absolute-momentum test.

Lookback window

Number of months used for the momentum comparison (GEM uses 12).

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