This is an independent test of the tactical strategy “All-Weather Quad Momentum” (AWQM) from Todd Tresidder of FinancialMentor.com. Many of our members came to us from Financial Mentor, so it’s fitting that we add a strategy to our platform that demonstrates his approach to asset allocation. Backtested results from 1970 follow. Results are net of […]
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Max Sortino Added to the Portfolio Optimizer (And Whether That Matters)
We track more than 60 Tactical Asset Allocation strategies, which members can combine together into custom portfolios. To make creating those portfolios easier, we provide an optimizer showing the best performing combinations of strategies based on the member’s investment objective, such as maximizing the Sharpe Ratio (risk-adjusted return) or minimizing volatility. By popular demand, we’ve […]
“Accelerating Dual Momentum” Redux: Longer History, Tempered Expectations
This is a follow up to a strategy we’ve covered previously: Accelerating Dual Momentum (ADM) from EngineeredPortfolio.com. See our first test of ADM, which includes a description of the strategy rules and our own analysis of the strategy. Here we’ve extended our test by 20 years to include a less effective era for this strategy. […]
New Feature: Optimized Model Portfolios
We track more than 60 Tactical Asset Allocation strategies. Members can combine those strategies into what we call “Model Portfolios”. Combining strategies in this way reduces the risk of any single strategy going off the rails and helps to provide smoother, more consistent investment returns. But deciding which strategies to trade in your Model Portfolio […]
Testing a Risk Premium Value Strategy
This is a test of a Risk Premium Value strategy (RPV) that allocates to major US asset classes based on current risk premium valuations relative to historical norms. Readers will note the similarity between RPV and other related strategies, such as CXO Advisory’s SACEVS. Backtested results from 1987 net of transaction costs follow (see backtest […]
Keller’s Resilient Asset Allocation
This is a test of the latest tactical strategy from Dr. Wouter Keller: Resilient Asset Allocation (RAA). RAA is intended to be a low turnover strategy, only shifting from a balanced risk portfolio to a defensive portfolio during the most potentially bearish of times. Backtested results from 1970 follow. Results are net of transaction costs […]
Not a DIY investor? A Managed Solution with a Smaller Minimum Investment is Here
Our platform is designed to help the DIY investor build and manage tactical asset allocation portfolios, but we understand that not everyone wants to go it alone. Some prefer to have their portfolio managed by a professional. To service those investors looking for an all-in-one managed solution, we’ve licensed our “Meta Strategy” to investment advisors […]
New Platform Features and a Look at What’s Coming Next
We continue to expand our platform based on invaluable feedback from members. Here’s a quick look at features we’ve added over the last month, and what’s coming up in the near future. New Feature #1: Longer Model Portfolio Backtests New here? Our platform allows members to combine multiple TAA strategies together into what we call […]
Safe Withdrawal Rates for Tactical Asset Allocation vs Buy & Hold
In this post we model retirement Safe Withdrawal Rates (SWR) and Perpetual Withdrawal Rates (PWR) for a large collection of tactical and buy & hold strategies. We track 50+ tactical strategies, allowing us to draw some broad conclusions about TAA as a trading style. Learn more about what we do. Members: This post only includes […]
Aspect Partners’ Risk Managed Momentum
This is an independent test of Aspect Partners’ flagship tactical asset allocation strategy Risk Managed Momentum (RMM). By tactical standards, RMM is a very active, very aggressive strategy. It has done an excellent job navigating this difficult year so far. Backtested results from 1970 follow. Results are net of transaction costs (see backtest assumptions). Learn […]