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...
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...
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...
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,...
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,...