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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 […]

Filed Under: Site Announcements

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 […]

Filed Under: Site Announcements

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 […]

Filed Under: Withdrawal Rates

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 […]

Filed Under: TAA Strategies

Momentum Turning Points

This is a test of two recent papers: Momentum Turning Points and Breaking Bad Trends. Learn more about what we do and follow 50+ asset allocation strategies like these in near real-time. Successful trend-following strategies must balance the “speed” of the trading signal. If the signal is too slow, the strategy will not adapt quickly […]

Filed Under: TAA Analysis, TAA Strategies

Adding a 1-Day Lag When Executing TAA Strategies

We track 50+ public Tactical Asset Allocation (TAA) strategies in near real-time, allowing us to draw broad conclusions about TAA as a trading style. By design, most of those strategies trade just once per month, and most assume that next month’s asset allocation is both calculated and executed on the same day (learn more). When […]

Filed Under: TAA Analysis

Using Aggregate TAA Allocation as a Tool for Timing the Market

We track 50+ public Tactical Asset Allocation (TAA) strategies. A unique feature of our platform is that we show the aggregate allocation across all of those strategies each day (member link). For example, the graph below shows the aggregate allocation year to date by category of asset. Note the increase in defensive allocation (ex. bonds) […]

Filed Under: TAA Analysis

Tactical Asset Allocation in April: Stubbornly Defensive

Tactical Asset Allocation (TAA) dodged the worst of the bear in February and March, but trailed the big bounce in April. Entering May, TAA remains stubbornly defensive. We track 50+ TAA strategies sourced from books, papers, etc., allowing us to draw broad conclusions about TAA as a style. In the table below we show the […]

Filed Under: TAA Performance

Paul Novell’s Flagship Strategy SPY-COMP

This is a test of the flagship proprietary strategy from Paul Novell’s Investing for a Living. Paul has been kind enough to share his strategy rules to allow for independent verification of his results. SPY-COMP is like Growth-Trend Timing and a handful of other tactical strategies we track, in that it considers trends in both […]

Filed Under: TAA Strategies

Geek Note: How to Properly Lag Monthly Economic Data

We’ll be talking about Paul Novell’s flagship SPY-COMP strategy on the blog tomorrow. The strategy uses monthly economic data, like the kind available from the FRED database. We’ve covered a handful of strategies like this in the past (think Philosophical Economics’ Growth Trend-Timing). Whenever we do, we invariably get a ton of questions, because it […]

Filed Under: Random Thoughts

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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

  • The 1-2 Punch of Major Losses in Both Stocks and Government Bonds May 13, 2022
  • Government Bonds Have Failed to Deliver When Needed April 17, 2022
  • Site Upgrade: Add Buy & Hold Assets to Model Portfolios April 8, 2022

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