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Predicting US Treasury Returns

This is a test of the paper Predicting Bond Returns: 70 Years of International Evidence. The authors use an ensemble model to trade US and international treasury bonds. Over the last 60+ years the strategy would have produced long-term returns in line with buy & hold, while significantly reducing short-term volatility and drawdowns, especially during […]

Filed Under: TAA Strategies

Trending Fast and Slow

This is a test of a tactical strategy from the paper Trending Fast and Slow. It trades the S&P 500 by switching between fast and slow momentum based on market volatility. The strategy would have kept pace with the S&P 500, while significantly reducing the worst drawdowns. Backtested results from 1954 follow. Results are net […]

Filed Under: TAA Analysis, TAA Strategies

Portfolio Optimizer Version 2.0

We’ve just released version 2.0 of our Portfolio Optimizer, and the nerds in us are pretty excited. New here? We track tactical asset allocation strategies. Members can combine those strategies together into what we call “Model Portfolios”. The Portfolio Optimizer shows the optimal mix of strategies to trade in your Model Portfolios based on objectives […]

Filed Under: Site Announcements

The 1-2 Punch of Major Losses in Both Stocks and Government Bonds

This is a follow up to our previous post. Same subject, additional data. Both stocks and government bond funds have suffered major losses this year. Stocks and gov bonds form the core of most portfolios. Gov bonds tend to counterbalance risk assets, helping to smooth returns during periods of market stress. But so far this […]

Filed Under: TAA Performance

Government Bonds Have Failed to Deliver When Needed

Most government bond funds have suffered major losses this year. What is worse is that those major losses have come when they’re needed most, when stocks and other risk assets are also falling. During times of market stress, gov bonds tend to act as a counterbalance to risk assets, but so far this year they’ve […]

Filed Under: TAA Performance

Site Upgrade: Add Buy & Hold Assets to Model Portfolios

We completed a major site upgrade last week. We reworked a lot of our code as part of our never-ending quest for speed and scalability, but most of that should be invisible to members. There are, however, a couple of big changes that members will enjoy. Buy & Hold assets may now be included in […]

Filed Under: Site Announcements

Where Tactical Asset Allocation Stands Now (Feb 28, 2022)

It always feels a little offensive talking dollars and cents at times like this (*), but we hope that by helping investors to have a concrete strategy, we can at least take this one stress off the table. We track 60+ Tactical Asset Allocation (TAA) strategies, allowing us to draw some broad conclusions about TAA […]

Filed Under: TAA Performance

Tactical Asset Allocation During Bear Markets and Major Pullbacks

One of the primary benefits of Tactical Asset Allocation (TAA) is the ability to manage losses during major market declines. TAA does that by reducing allocation to risk asset classes like stocks and real estate, and increasing allocation to defensive assets like bonds and gold. In this post, we test how the 60+ TAA strategies […]

Filed Under: Falling Markets

Financial Mentor’s Optimum3 Strategy

This is an independent test of Optimum3, a tactical asset allocation strategy from Todd Tresidder of FinancialMentor.com. Optimum3 starts as a momentum strategy similar to many of the TAA strategies we track. It combines that with a unique approach to portfolio optimization to enforce a degree of “high momentum diversification”. Backtested results from 1987 follow. […]

Filed Under: TAA Strategies

Using OECD Composite Leading Indicator Data to Time the Market

This is a test of the “Global Growth Cycle” strategy from Grzegorz Link that uses OECD Composite Leading Indicator (CLI) data to time the market. We’re going to present these results in an odd way. First, we’re going to replicate Grzegorz’s test, which (as he discusses) includes a degree of lookahead bias. Due to the […]

Filed Under: TAA Strategies

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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.

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New from Our Blog

  • Our Take on “The Single Greatest Predictor of Future Stock Market Returns” May 28, 2023
  • A Key New Momentum Measure to Consider: Distance from 1-Year High May 21, 2023
  • Mark Virag’s “Momentum Based Balancing”: Relative Momentum Taken to the Extreme May 16, 2023

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