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...
Global Tactical Asset Allocation 13 (GTAA 13) by Meb Faber
Global Tactical Asset Allocation 13 (GTAA 13) 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 standard Global 13 variation. On average, the...
Stoken’s Active Combined Asset (ACA)
Stoken's Active Combined Asset (ACA) Details The Active Combined Asset strategy was developed by Dick Stoken, the president of Strategic Capital Management. Outlined in his book Survival of the Fittest for Investors, the strategy uses three channels and chooses between a risk and defensive asset class in each. The portfolio,...
Defensive Asset Allocation by Keller and Keuning
Defensive Asset Allocation by Keller and Keuning Details The Defensive Asset Allocation strategy was developed by Wouter Keller and JW Keuning. It is based off their paper: Breadth Momentum and the Canary Universe: Defensive Asset Allocation (DAA) The strategy uses a momentum approach that is heavily weighted towards more recent...
Protective Asset Allocation by Keller and Keuning
Protective Asset Allocation by Keller and Keuning Details The Protective Asset Allocation strategy was developed by Wouter Keller and JW Keuning. It's based off their paper Protective Asset Allocation (PAA): A Simple Momentum-Based Alternative for Term Deposits. The strategy uses dual momentum to determine what assets to hold but has a...
Adaptive Asset Allocation
Adaptive Asset Allocation Details The Adaptive Asset Allocation strategy was developed by the team at ReSolve Asset Management and outlined in their paper Adaptive Asset Allocation: A Primer. The strategy uses a momentum test to determine the best performing assets and then weights them based on correlation and volatility. Average...