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 […]
Site Announcements
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 […]
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 […]
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 […]
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 […]
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”; […]
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 […]
Allocate Smartly Just Got Even Better
We completed a BIG site upgrade over the weekend. 90% of the changes are behind the scenes. We refactored our code top to bottom. This site has come a long ways from its humble beginnings and it needed some spring cleaning. This will also help with scalability, to make sure we stay a few steps […]
New from Our Team: BetterBuyAndHold.com
We’re happy to announce the launch of a new service from our team: BetterBuyAndHold.com We recognize that even TAA investors often need a stable, static allocation to form the core of their portfolio. Our new service is dedicated to building better, more realistic buy and hold allocations. We do that using two key statistical techniques: […]
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 […]