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...
Ray Dalio’s All-Weather Portfolio
Ray Dalio's All-Weather Portfolio Details The All-Weather Portfolio was developed by Ray Dalio, the founder of Bridgewater Associates. This is a simplified version based on the All Seasons Portfolio outlined in Tony Robbins' Book: MONEY Master the Game: 7 Simple Steps to Financial Freedom Asset Allocation & Recommended ETFs Weight...
Accelerating Dual Momentum
Accelerating Dual Momentum Details The Accelerating Dual Momentum strategy was developed by the site EngineeredPortfolio.com. The portfolio uses a Dual Momentum approach to compare absolute and relative momentum. The backtest time period is shorter than traditional dual momentum strategies. This makes the portfolio more responsive but also trades more often....
Quint Switching Filtered
Quint Switching Filtered Details The Quint Switching Filtered strategy is based on the paper by Lewis A. Glenn titled Simple and Effective Market Timing with Tactical Asset Allocation Part 2 - Choices. The paper expands on the Pair Switching model he presents in an earlier version. This version expands his...
Composite Dual Momentum
Composite Dual Momentum Details Using Gary Antonacci's Dual Momentum model and based on his paper: Risk Premia Harvesting Through Dual Momentum, the Composite Dual Momentum portfolio is similar to the Permanent Portfolio. However, each 25% slice of the pie is adjusted monthly based on both absolute (a.k.a time-series) and relative (a.k.a...
Permanent Portfolio
Permanent Portfolio Details Created by investment analyst Harry Browne in the 1980s. The goal of the portfolio is to perform well regardless of the economic conditions. You can read more about it in his book Fail-Safe Investing. Asset Allocation & Recommended ETFs Weight Ticker ETF Name Sector 25% BIL SPDR Blmbg...