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...
Papa Bear Portfolio
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...
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...
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...