Papa Bear Portfolio Details The Papa Bear Portfolio was developed by Brian Livingston and profiled in his book Muscular Portfolios: The Investing Revolution for Superior Returns with Lower Risk. You can also find it profiled on his website: MuscularPortfolios.com The strategy is similar to the Mama Bear Portfolio but uses more assets...
Mama Bear Portfolio
Mama Bear Portfolio Details The Mama Bear Portfolio was developed by Brian Livingston and profiled in his book Muscular Portfolios: The Investing Revolution for Superior Returns with Lower Risk. You can also find it profiled on his website: MuscularPortfolios.com The portfolio, on average, holds 47% in equities, 12% in bonds, and 41%...
Vigilant Asset Allocation – G12
Vigilant Asset Allocation - G12 Details The Vigilant Asset Allocation – G12 strategy was developed by Wouter Keller and JW Keuning. It’s based on their paper Breadth Momentum and Vigilant Asset Allocation (VAA) This is a less aggressive strategy than the Vigilant Asset Allocation - G4 and uses the T5B4 selection criteria outlined...
Vigilant Asset Allocation – G4 Aggressive
Vigilant Asset Allocation - G4 Aggressive Details The Vigilant Asset Allocation - G4 strategy was developed by Wouter Keller and JW Keuning. It's based on their paper Breadth Momentum and Vigilant Asset Allocation (VAA) Like some of the other strategies developed by Keller and Keuning, it uses a "breadth momentum" test to...
Kipnis Defensive Adaptive Asset Allocation
Kipnis Defensive Adaptive Asset Allocation Details The Kipnis Defensive Adaptive Asset Allocation strategy was developed by Ilya Kipnis and detailed on his website QuantStrat TradeR. It's a strategy that takes parts from different tactical asset allocation strategies and blends them together. This one in particular uses aspects of: Dual Momentum - to compare...
Generalized Protective Momentum
Generalized Protective Momentum Details The Generalized Protective Momentum strategy is another tactical asset allocation strategy developed by JW Keuning and Wouter Keller. This strategy was profiled on SeekingAlpha and Keuning's blog TrendXplorer and expands on their Protective Asset Allocation strategy. On average, the portfolio holds 21% in equities, 37% in bonds,...
The Trend is Our Friend – Global
The Trend is Our Friend - Global Details The Trend is Our Friend strategy was developed by Andrew Clare, James Seaton, Peter N. Smith, and Stephen Thomas. The strategy was outlined in their paper: The Trend is Our Friend: Risk Parity, Momentum, and Trend Following in Global Asset Allocation. At the...
Paired Switching by Lewis Glenn
Paired Switching by Lewis Glenn Details The Paired Switching strategy was developed by Lewis Glenn, a founding partner and Chief Scientific Officer of the private investment and wealth management firm Creative Solutions Associates LLC. The strategy is outlined in his paper: Simple and Effective Market Timing with Tactical Asset Allocation. On...