We’re in unique position to analyze the behavior of Tactical Asset Allocation investors. Our platform helps members analyze 40+ published TAA strategies from many angles, including: historical performance, tax efficiency, exposure to rising interest rates, etc. Members can combine those strategies together into what we call “custom model portfolios”, which they can follow in near […]
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Two New Strategies Added: Defensive Asset Allocation and Accelerating Dual Momentum
We’ve begun tracking two new tactical asset allocation strategies: Defensive Asset Allocation (DAA) and Accelerating Dual Momentum (ADM). We’ll be introducing both in more detail on our blog in the coming weeks. Members can review their historical performance and begin tracking them in near real-time in our members area now: DAA | ADM. Defensive Asset […]
Tactical Asset Allocation in July
This is a summary of the recent performance of a wide range of excellent tactical asset allocation strategies, net of transaction costs. 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. Learn more about what we […]
New Strategy Added: Vigilant Asset Allocation – Balanced
Vigilant Asset Allocation from Dr. Keller and JW Keuning is one of the most popular tactical asset allocation strategies that we track (click for the full list). The authors’ original paper includes multiple variations of the strategy, based on the number of assets held at any given time and how aggressively the strategy moves to defensive […]
Tactical Asset Allocation in June
This is a summary of the recent performance of a wide range 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. Learn more about what we do or let AllocateSmartly […]
Tactical Asset Allocation in May
This is a summary of the recent performance of a wide range 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. Learn more about what we do or let AllocateSmartly […]
Tactical Asset Allocation in April
This is a summary of the recent performance of a wide range 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. Learn more about what we do or let AllocateSmartly […]
Keller Ratio: Finding the Best Strategy for an Investor’s Unique Risk Tolerance
We wanted to take a moment to highlight a post from the always smart JW Keuning describing a novel approach for measuring how well a strategy has performed relative to drawdowns (losses): Presenting the Keller Ratio. Our preferred method for assessing a strategy’s return relative to drawdown has always been the Ulcer Performance Index, but […]
For the Nerds: Why We Conform All Strategies to a Common Set of Assets
This post gets a bit down into the weeds of how our backtest engine works, but we’ve received this question a few times recently, so we thought a blog post was in order for readers who are (like us) nerds. We conform all of the strategies that we track to a common set of assets […]
On The Diversification Dangers of DIY Tactical Asset Allocation
We wanted to take a moment to highlight two must read posts from Newfound Research. Newfound is a thought leader in the TAA space and we highly recommend following them now. The Diversification Dangers of DIY Tactical – and – Diversifying the What, How, and When of Trend Following Newfound outlines three ways in which […]