Ivy Portfolio - Rotation Details The Ivy Portfolio – Rotation is a tactical version of the standard Ivy Portfolio. Both were created by Meb Faber and profiled in his book The Ivy Portfolio. Meb Faber is a co-founder and the Chief Investment Officer of Cambria Investment Management. The Ivy Portfolio is designed to mimic...
Ivy Portfolio – Timing
Ivy Portfolio - Timing Details The Ivy Portfolio - Timing is a tactical version of the standard Ivy Portfolio. Both were created by Meb Faber and profiled in his book The Ivy Portfolio. Meb Faber is a co-founder and the Chief Investment Officer of Cambria Investment Management. The Ivy Portfolio is designed to...
Global Tactical Asset Allocation 5 (GTAA 5) by Meb Faber
Global Tactical Asset Allocation 5 (GTAA 5) by Meb Faber Details The Global Tactical Asset Allocation strategy was developed by Meb Faber and detailed in his paper A Quantitative Approach to Asset Allocation. The paper covers multiple variations and this is a backtest of the Global 5 variation. On average, the strategy...
Tactical Permanent Portfolio
Tactical Permanent Portfolio Details The Tactical Permanent Portfolio strategy was developed by the teams at ReSolve Asset Management and profiled on GestaltU. It takes Harry Browne's Permanent Portfolio and adds some tactical nuance. The portfolio, on average, allocates 24% to equities, 48% to bonds, and 28% to cash and gold. Average...
Robust Asset Allocation – Balanced
Robust Asset Allocation - Balanced Details The Robust Asset Allocation - Balanced strategy was developed by Wes Gray of Alpha Architects and profiled in his book DIY Finacial Advisor. Gray uses both Dual Momentum and Meb Faber’s GTAA to determine when to move in and out of assets and how...
Robust Asset Allocation – Aggressive
Robust Asset Allocation - Aggressive Details The Robust Asset Allocation strategy was developed by Wes Gray of Alpha Architects and profiled in his book DIY Finacial Advisor. Gray uses both Dual Momentum and Meb Faber's GTAA to determine when to move in and out of assets and how much is...
Trend Following Bonds by Paul Novell
Trend Following Bonds by Paul Novell Details The Trend Following Bonds strategy was developed by Paul Novell and profiled on his website Investing for a Living. The strategy uses Gary Antonacci's Dual Momentum and applies it to a global bond universe of assets. The portfolio, on average, invests 77% in bonds...
Diversified GEM Dual Momentum
Diversified GEM Dual Momentum Details The Diversified GEM Dual Momentum strategy was developed by the team at Newfound Research and profiled in their case study: Fragility Case Study: GEM Dual Momentum. It uses GEM Dual Momentum but divides the portfolio into seven different slices, each following their own model with different look-back...