• Skip to primary navigation
  • Skip to main content
  • Skip to footer

Allocate Smartly

  • About
    • What We Do
    • List of Strategies
    • Advanced Features
    • FAQs
    • Contact Us
  • Subscribe
  • Blog
  • Members

Blog

The Perils of Backtesting with Unrealistic Data

As readers hear us repeat often, our results tend to be less optimistic than you’ll find elsewhere. We do our best to show backtested results that are as realistic as possible (even though showing results that are as good as possible would probably be better for business). That’s partially a result of simple things, like accounting […]

Filed Under: Random Thoughts, Things That Don't Work

Tactical Asset Allocation in September

This is a summary of the recent performance of a number of excellent tactical asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. While we don’t (yet) include every published TAA model, these strategies are broadly representative of the TAA space. Read more about our backtests or let AllocateSmartly help […]

Filed Under: TAA Performance

Alternate Trading Days: An Important Analytical Tool

Many of the tactical asset allocation strategies that we track are designed to only trade at the end of the month. When tracking these strategies for members however, we show the results of trading on other days of the month as well. We don’t do this to show off our backtesting prowess; it’s an important analytical […]

Filed Under: Alternate Trading Days, Seasonality

Adaptive Asset Allocation

This is a test of a tactical asset allocation strategy from the team at GestaltU and ReSolve Asset Management as described in the paper: Adaptive Asset Allocation: A Primer. The model combines momentum with a minimum variance portfolio to trade a diverse array of global asset classes. The paper is a particularly accessible treatment of issues with traditional […]

Filed Under: TAA Strategies

Average TAA Allocation by Month

We delayed adding the latest strategy to our site (GestaltU’s Adaptive Asset Allocation) for a week due to technical hurdles running the minimum variance component of the strategy in near real-time for members. Historical results on GestaltU’s strategy are exceptional though, and we plan to have the challenges with real-time worked out shortly. In the […]

Filed Under: TAA Analysis

David Varadi’s Percentile Channels

This is a test of a tactical asset allocation strategy from David Varadi of CSS Analytics. I’ve been a long-time fan of David’s work. David always devises unique approaches to trading, swimming just outside the mainstream. This strategy is a good example of that. The strategy is notable for its extremely low volatility relative to return. […]

Filed Under: TAA Strategies

Tactical Asset Allocation Performance in August

This is a summary of the recent performance of a number of excellent asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. They range from simple, static portfolio allocations, to complex and dynamic portfolio optimization. Read more about our backtests and what we do. Recent Performance of Asset Allocation Strategies Use […]

Filed Under: TAA Performance

Tactical Asset Allocation Performance in July

This is a summary of the recent performance of a number of excellent asset allocation strategies. These strategies are sourced from books, academic papers, and other publications. They range from simple, static portfolio allocations, to complex and dynamic portfolio optimization. AllocateSmartly is still its early days, so expect to see this list grow in the months […]

Filed Under: TAA Performance

  • Previous Page
  • Go to page 1
  • Interim pages omitted …
  • Go to page 15
  • Go to page 16
  • Go to page 17

Footer

About Us

We have built a platform to track the industry's best Tactical Asset Allocation strategies in near real-time, and combine them into custom portfolios.

Learn about what we do and take our platform for a free test drive.

New from Our Blog

  • Hybrid Asset Allocation March 3, 2023
  • Zakamulin’s Optimal Trend Following December 19, 2022
  • A Note About Commodities and How We Represent Them on Our Platform December 6, 2022

Helpful Links

  • What We Do
  • List of Strategies
  • Advanced Features
  • Subscribe
  • Blog
  • FAQs
  • Contact Us
  • Member Login

Stay Informed

Follow the latest research from our blog via Twitter, RSS and email:

© 2023 Allocate Smartly. All rights reserved.
  • Affiliates
  • Terms of Service
  • Privacy