Gary Antonacci

Investment professional (50+ yrs per his site Optimal Momentum); author of Dual Momentum Investing (2013). Coined/popularized dual momentum = absolute + relative momentum (dual-momentum); known portfolios GEM (Global Equities Momentum) and GAA; publishes updated backtests on his own site and Medium.

As a source

• Publishes rules and updated performance openly (rare among strategy proponents) — but self-published, on assets he sells models around. Treat numbers as his claims, not third-party evidence.
• Central claims relevant to us: relative momentum adds return but not drawdown protection; absolute momentum protects drawdown at some cost; dual combination synergizes (his GEM-vs-SPX figure: +440 bps/yr 1950+, vs +200 relative-only, +90 absolute-only — his numbers, unverified).
• Our wiki’s P1 question does-the-cash-leg-earn-its-keep is his absolute-momentum claim re-tested on gold/SPX specifically. His evidence is equities/bonds; gold’s 1980–2000 regime is the harder test he hasn’t run.

Related

dual-momentum · gold-as-call-option · quantified-strategies also publishes a dual-momentum strategy writeup (independent restatement).