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Site Announcements

Vintage Economic Data: Part of Our Perpetual Drive to Better Results

Some of the strategies we track use economic data, like the unemployment rate, when making investment decisions. Like 99.99% of strategy backtests you’ll encounter, we’ve always taken the shortcut of basing our historical results on that economic data as it looks today. The problem is that introduces a degree of “lookahead bias”. Economic data is […]

Filed Under: Site Announcements

A Note About Commodities and How We Represent Them on Our Platform

We represent each asset class on our platform using the largest, most liquid ETF available (read why). Currently, we represent the asset class “diversified commodities” with the Invesco ETF DBC, but after this weekend, we’ll be changing to a different Invesco ETF PDBC. There are two reasons for this change: For non-US investors, there are […]

Filed Under: Site Announcements

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

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

New Feature: Cluster Analysis

We track a lot of tactical strategies, and it can be difficult to understand how they all fit together in the big picture. The usual correlation matrix (example) is helpful when drilling down on a single strategy, but it’s near impossible to see the forest for the trees among the 1000’s of data points. In […]

Filed Under: Site Announcements, TAA Analysis

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 […]

Filed Under: Site Announcements, TAA Analysis

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 […]

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

Sneak Peak: Robustness to Noise

This is an early preview of a new analytical tool we’ll be adding to our platform later this month. Learn more about what we do. Broadly speaking, the goal of tactical asset allocation is to take advantage of broad market trends via trend-following and/or momentum. Those trends can be difficult to identify because of “noise”; […]

Filed Under: Site Announcements, TAA Analysis

We’ve Added Three New Strategies

There’s a little something for everyone in this latest batch of new strategies. We’ll be exploring all three strategies in more detail on this blog in the coming month. 1. Movement Capital’s Composite Strategy (member link to backtest) Movement Capital is new on our radar, but has quickly become one of our go-to resources for […]

Filed Under: Site Announcements

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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

  • 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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